In this article, I will see if applying Gap Zones to the Overnight Edge will improve performance. Gap Zones are a quick
Will A Synthetic VIX Help Your Trading?
On a recent discussion on our EasyLanguage Mastery FaceBook group, a reader pointed out an interesting indicator called, VIX Fix. The VIX
VOLATILITY, VOLATILITY, VOLATILITY – A BUILDING BLOCK FOR DAY TRADING THE ES.D – FREE SYSTEM
Did that Title get your Attention?I didn’t say a very good Free System! This code is really cool so I thought I
What 567,000 Backtests Taught Me About Algo Trading Exits
Ask any trader how they trade, and 8 times out of 10 the answer will involve the entries they use to trade: “When
Trade Recorder Function And Strategy
When developing, testing, or simply tracking an existing trading system it can be helpful to have each individual trade exported to a
Trading Multiple Strategies With The Same Instrument – Part 3 [Updated for 2021]
In the last two articles (article 1, article 2), I discussed the need for trading multiple strategies with the same instrument in the
Trading Multiple Strategies With The Same Instrument – Part 2 [Updated For 2021]
In the previous article, I discussed the need for trading multiple strategies with the same instrument in the same account. This type of
Trading Multiple Strategies With The Same Instrument – Part 1 [Updated For 2021]
Tradestation is a pretty amazing testing and development platform. I’ve been using it for over 10 years, and I’ve been very happy
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
Testing 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
The Legacy of the Turtles and the Birth of SuperTurtle
Like the moving Trading Places, which was released the same year that the Turtle story started in 1983, two people were having
Two 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
A Simple Break Out Algorithm Demonstrating Time Optimization
What is Better: 30, 60, or 120-Minute Break-Out on ES.D?Here is a simple tutorial you can use as a foundation to build
Disabling 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.
Is 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
Capturing 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
Open Up!
This is kind of a weird one. I was mulling over the question of what happens when the market opens up, i.e.
TRINdicators
When I start to write a blog post, usually my process is this:Come up with a really bad pun for the title.Write
Highly Illogical – Best Guess Doesn’t Match Reality
An ES Break-Out System with Unexpected ParametersI was recently testing the idea of a short term VBO strategy on ES utilizing very
Regime Classifier Demo
I received several questions based upon a recent article by Curtis White called, A Better Regime Filter To Boost Returns. Readers were
9 Mistakes Quants Make that Cause Backtests to Lie
"I’ve never seen a bad backtest” -- Dimitris Melas, head of research at MSCI.A backtest is a simulation of a trading strategy
Using 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
Learn How To Easily Read Files With EasyLanguage
Have you ever wanted to use an external data within your TradeStation strategy, indicator or paint bar? There is no easy way
Simulation: Beyond Backtesting
One problem with traditional backtesting is that it relies on the presupposition that there are repeating predictive patterns in the market. In