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All posts by Jeff Swanson

A Statistical Method For Stop Placement

In the September 2012 issue of Futures magazine, author Neil Rosenthal began a multi-part series on system development. During the first series Neil uses MetaTrader 4 (MT4) to code a simple system and demonstrates how he uses Excel to analyze the results as the first step to building a trading system. After discovering a market edge […]

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Testing A Euro Currency Futures Scalping Strategy, Part 3

In the previous article, “Testing A Euro Currency Futures Scalping Strategy, Part 2“, we discovered a time based filter that really improved the performance of the system. By eliminating the unproductive times to trade nearly all aspects of the system were improved with only the smallest cost of annual return. In this article I want to look at another filter which will […]

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Testing A Euro Currency Futures Scalping Strategy, Part 2

This is a second part of examining a scalping strategy for the Euro currency futures. In the first article, Testing A Euro Currency Futures Scalping Strategy, we introduced a simple shorting concept. As a quick review here is what we started with. The strategy is based upon a 1% price envelope below the current price […]

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Ivy-10 Portfolio 2013 Update

Happy New Year to everyone. With the new year I thought it would be a good idea to review the performance of the Ivy-10 Portfolio for 2013.What is the Ivy-10 Portfolio?Back in 2012 I finished reading a very interesting book called, “The Ivy Portfolio”. This book was written by two money managers, Mebane Faber and […]

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Low-To-Close Euro Edge

I was recently looking at a daily chart of the Euro when I noticed something that has always been there but it never really caught my attention. Below is a chart of the Euro future contract. The days are not important. Look at each candle. Notice anything?Nearly all the days have pronounced tails. It’s also […]

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FirstStrike Trading System, Part II

When testing a trading system I will often start looking at the big picture first. That’s why during part one of this series of articles I started with looking at a bull/bear regime filter. This filter broadly divided the market into two modes: bullish and bearish. Trades would be taken in the direction of the overall […]

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Testing A Euro Currency Futures Scalping Strategy

Scalping is something that intrigues many system traders. The challenge at taking small, consistent trades from the market daily while risking very little is appealing. With scalping, it’s generally accepted you are trading from a small timeframe, probably 5-minutes or less. The idea is to open a position and capture only a few ticks of […]

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Using TRIN To Create A Winning System

In this article I’m going to present another timing method that is 70% correct and consistently pulls money from both the S&P 500 market and the Mini DOW since 1997. The overall philosophy of the strategy will be to buy pullbacks within an uptrend and exit when price reaches a short term over bought level. […]

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Firststrike Trading System

Every once in a while you run accross a free trading system while surfing the web. Often I don’t spend much time with these systems since, more often than not, most turn out to be worthless. I decided to look into this system because it was a breakout method that was designed for the FOREX […]

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Testing The Ivy-10 Portfolio Ranking Score

It’s been just about six months since I’ve had an Ivy-10 Portfolio update. In this article I want to give a performance update for the Ivy-10 portfolio, answer a reader’s question and test the robustness of the the relative strength score. If you will recall, the Ivy-10 Portfolio ranks our ETFs based on a relative […]

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