Category Archives for Building Strategies

The Ultimate Guide To Successful Algorithmic Trading

Pretty much everyone who has programmed a computer to doanything beyond outputting “Hello World” has dreamed of having a computer algorithm (algo) working tirelessly to extract money from the financial markets, be it in stocks, bitcoin, soybeans or anything else traded on an exchange.  “Programming genius, market slayer” is a phrase we’d all like to […]

Intermarket State Analysis

How To Build Profitable Trading Systems

Building a profitable trading system is very difficult. I’m not going to sugarcoat it. It’s a challenging project where most of your ideas will not work. To make matters worse, you’re bombarded with misleading advertising, confusing claims, and wrong information. Learning a computer language to build a system is excellent, but that’s NOT enough to […]

3 Techniques to Avoid Consecutive Losing Trades

In my experience trading futures, I have found that most damaging losses are caused by taking consecutive losing trades, i.e. runs of losing trades or correlated loses. In this post, I share 2 simple methods and 1 advanced method to avoid consecutive losses which can be applied to your trading systems and discretionary trading.The first […]

Opening Range Breakout Trading Strategy Design and Implementation

In-Sample and Out-Of-Sample Testing

3 Huge Algo Trading Mistakes To Avoid

For most traders, algo strategy development is merely a means to an end – a necessary evil to be endured on the path to making profits.  Just as spending gold is more enjoyable than panning for it, so it is with trading system development; actual trading is usually more fun than developing a trading approach.Unfortunately, […]

Why You Should Really Optimize and Even If You Don’t

Case study: Can a simple Market Internals technique actually improve trading strategy results?

Strategy Testing – Violating These Steps Will Damage Your Account