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All posts by Jeff Swanson

Gap Strategy Tool, Part 2

In a previous article, Gap Strategy Tool, I demonstrated how you can use EasyLanguage to create a simple strategy that analyzes the percentage of times a gap closes. We broke  gaps sizes up into “Groups” based upon their size. We then dtermined what was the probability of a gap clsoing based upon which group it […]

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Testing the Sell RSI Indicator​

In the February 2019 issue of Technical Analysis of Stock & Commodities appeared an article called, “Sell Relative Strength Index” by Howard Wang. He proposed a modified RSI indicator. He calls it the Sell RSI or sRSI for short.  This indicator is attempting to quantify the strength of sell-offs vs. the size of accumulated profit. The […]

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Gap Strategy Tool

Years ago I attempted to create a gap fading strategy. None ever worked enough for me to trade consistently. Years later I ran into Scott Andrews and his PDF called, “Understanding Gaps”.  This looked interesting but I never really did much with it. Well maybe it’s time to revisit gap fading strategies. If you know what […]

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Trading Model vs. Trading System

In an older article I showed you a  simple trading model that took advantage of the overnight edge on the S&P market. The article was entitled, “S&P Overnight Trading Model“, and it traded a single futures contract. The final results of my tests produced a model with the following results:S&P Overnight Model ResultsResultsNet Profit$10,590Profit Factor1.95Total Trades167%Winners65%Avg.Trade […]

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Building A Better Trend Filter

In this article I will create a trend filter (also known as market mode filter or regime filter) that is adaptable to volatility and utilizes some of the basic principles of hysteresis to reduce false signals (whipsaws). As you may know, I often will use the 200-period simple moving average (200-SMA) to determine when a […]

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This Simple Indicator Makes Money Again and Again

Here we are three months into 2019 and I’ve not updated one of the most popular articles. That would be articles about Connors’ 2-period RSI trading model. This is a very popular trading method by Larry Connors and Cesar Alvarez. We all know there are no magic indicators but there is an indicator that certainly […]

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A Simple S&P System

In a past article, Trading Ideas And Systems: Keep It Simple, Smart Guy, highlighted the virtues of building simple trading systems. Simple trading systems have a lot of advantages namely, being robust. In this article I want to provide the EasyLanguage code for the concept provided in the orginal article. It’s a fine example of […]

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Inverting The RSI and VIX Strategy

Today we look at a reader’s question and reverse our RSI and VIX strategy to take short positions. Let’s do this and see if any edge awaits us.As pointed out in a previous article, “Profit By Combing RSI and VIX“, combining RSI and VIX can be a profitable strategy for trading the S&P. If you’re […]

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Two Dimensional Market Environment Filter

In this article I’m going to demonstrate a technique to help adapt your trading systems to the changing market conditions. In a previous article entitled, “Trend Testing Indicators“, I tested several indicators that could be used to divide the market into two modes: bullish and bearish. These two modes were then used to dictate how […]

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Seasonality S&P Market Session

In a recent article, Seasonality Study, I took a look at the classic seasonality effect as seen in the U.S. markets. Briefly recapping that article, it shows that the trading days between November through May appear to hold significant gains in the market while the trading days between June and October hold far less profit. In this article I would […]

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