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Category Archives for Building Strategies

Rebalance 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, […]

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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 […]

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Discover 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 […]

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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 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 […]

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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 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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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 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 […]

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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 a potentially profitable day trading system. Here we wait N minutes after the open and then buy the high of the day or short the low of the day, and apply a protective […]

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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. 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 […]

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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 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 […]

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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 used to evaluate how effective the strategy might have been if it were traded historically. Backtesting is used by hedge funds and other researchers to test strategies before real capital is applied. Backtests […]

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