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Should I Algo Trade, Or Just Buy and Hold?
A subscriber at my YouTube channel left me a great comment the other day:“Something I wonder about is: Do you compare to Buy and Hold? And if not, why do you think a system can be better than Buy and Hold? I see so many people and companies put out nice graphs with 23% profit for a […]
Continue readingUsing The Bullish Outside Indicator Could Be A Start of A Profitable Trading System
I came across an article at the blog, Jay On The Markets, that talked about applying a bullish outside indicator on a monthly chart. The article I read is entitled “One Sign That the Bull May Still Have Legs”. In this article, Jay talks about the incredible run the U.S. broad market has experienced as of […]
Continue readingBuilding An Intraday RSI Trading System
Let’s build an Intraday RSI trading system. I’ve spent a reasonable amount of time exploring trading systems based upon two-period RSI. But can we create an intraday system with this indicator? Let’s try.There are many articles on this site about the popular 2-period RSI strategy popularized by Larry Connors. Not to beat a dead horse, […]
Continue readingEuro Scalping Strategy – How Did It Do?
I created a six-part series on building a Euro Futures trading system on a 5-minute chart a few years back. Inspired by an idea found back in 2013, I ran with it.The Key Idea of this strategy is that the Euro Futures market rarely goes beyond a 1% distance from a 200-period simple moving average […]
Continue readingMultiplex For Greater Profit
Two problems that often result from system optimization are: (1) a reduction in the number of trades, a system that generates too few trades can both be more difficult to trade and a low number of trades does not inspire confidence; and… (2) there is a selectivity or specialization risk that, by sheer bad luck, the specific […]
Continue readingRebalance Strategies
This is a simple technique that can increase returns per dollar traded. This blog will show an example of a simple strategy to demonstrate the advantages of Rebalance strategies.The base strategy is quite simple and uses all built-in signals inside of Build Alpha:Entries:RSI2 crosses above 15 and 20Vix term structure is positive (front two months, […]
Continue readingShould I Algo Trade, Or Just Buy and Hold?
A subscriber at my YouTube channel left me a great comment the other day:“Something I wonder about is: Do you compare to Buy and Hold? And if not, why do you think a system can be better than Buy and Hold? I see so many people and companies put out nice graphs with 23% profit […]
Continue readingDiscover Best Trading Rules with Perceptron Search
Every system developer has a list of rules and indicators that they want to test out. The problem every developer faces is narrowing down that list of rules and indicators to the select few that are best worth focusing on. A quite similar and related problem that every developer has to deal with is having […]
Continue readingVOLATILITY, 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 would share it with you. Take a look at this rather cool picture.Six Bar Break Out with Volatility Buffer and Volatility Trailing StopThanks to a reader of this blog (AG), I got this […]
Continue readingWhat 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 the trendline is confirmed, I enter.”“When the close is above the 9 bar moving average and the RSI is not oversold, I go long.”“When the order flow suggests a downwards push, I go […]
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