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All posts by Jeff Swanson
Smooth Indicators With Zero Lag
In the December 2020 issue of Technical Analysis of Stocks & Commodities (TASC), John Ehlers proposed a “noise elimination technology” (NET). What is it? The article states, “Reduce indicator noise and clarify the direction of your indicators using Kendall rank correlation, which measures the strength of dependence between two sets of variables.”So, NET is a […]
Continue readingTesting A Simple Momentum Strategy
A few weeks back, I sent my subscribers an email highlighting a momentum strategy idea found on Jonathan Kinlay’s website. Within the original article, you’ll find the EasyLanguage code for the strategy.I loaded the code, with its default inputs, into my TradeStation platform and got this equity curve.It’s not very pretty. I had one EasyLanguage […]
Continue readingTwo Tips To Improve Your Trading in 2021
Yes! 2020 is over.Goodbye!I hope 2021 will be a great year for you.For me, I’m excited for the new year.I’m excited about the new trading systems I’m launching in my account. I’m excited about the new ideas for new strategies I have lined up to test. Best of all, I’m excited about the great content […]
Continue readingDisabling Trading At Profit Target or Max Stoploss
When building trading systems, particularly intraday trading systems, you often run into the special conditions where you might want to stop trading. Those two conditions are:1) When a particular daily profit target is reached. In this case you have determined that when a particular dollar amount is reached in profit then no more trading should be done for the […]
Continue readingIs The Christmas Season Bullish For U.S. Markets?
With the Christmas season upon us, I thought it would be interesting to review how the S&P behaves in the days just before Christmas. Do the days just before this holiday tend to be bullish, bearish, or neutral?To test the market behavior just before the Christmas holiday I will use the S&P Cash index back […]
Continue readingCapturing Profit With A Short Squeeze Strategy
I was recently wondering if I could capture some of the end-of-day moves that can happen in stock index markets. These are the strong moves that might occur during the last hour or so of the regular session. See the image below.Example of an end of day rally to new highs.So the basic idea would […]
Continue readingRegime Classifier Demo
I received several questions based upon a recent article by Curtis White called, A Better Regime Filter To Boost Returns. Readers were looking for a complete strategy to download and for more explanation on how the classifier works. I think Curtis did a great job in his explanation so this article is just a rehash […]
Continue readingUsing TradeStation Projects Feature
When working in TradeStation’s Development Environment (TDE), you may find yourself working on a strategy, function and paintbar all at the same time. For example, when creating the article, Capture The Big Moves, I created a strategy, a function and paintbar to demonstrate the weekly RSI signal. The painter paints the price candles red or […]
Continue readingCapture The Big Moves!
Wouldn’t it be great to have an indicator that will help tell you when you are in a major bull or bear market? Imagine if you had a clear signal to exit the market on January 19, 2008 before the major market crash. Then the same indicator told you when to get back into the […]
Continue readingMeasuring Success: Key Performance Metrics
When you see the performance of a trading system, how do you know it’s okay? How do you know it’s the right system for you?Many people look at the net profit assuming the more profit system must be the better system. This is often far from a good idea. When comparing trading systems during the […]
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