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Category Archives for Building Strategies

System Optimization With Expectancy

In a recent article called, Rank Your Trading System With Expectancy Score I discussed the concept of expectancy and expectancy score, and how they can be used to help evaluate and compare the profitability of trading systems. In this article I’m going to provide some EasyLanguage code that will help you compute these values for a trading system and how […]

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Rank Your Trading System With Expectancy Score

In a previous article called, “System Performance and Confidence Interval“, I showed how a statistical method could be used to analyze historical trading results to give us an idea if the system would likely fail in the future. In this article I would like to introduce a mathematical formula which can be applied to any […]

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Advanced Stops and Targets Strategy Tool

Several recent articles I’ve written explained my techniques for developing and testing trading systems. The trading system we have been working on is a very simple breakout strategy called FirstStrike. The first couple of articles on this subject I used a regime filter and a trend strength filter to help reduce unproductive trading times. Next […]

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First Of The Month Market Edge

The first trading day of May was strong. That is, price closed higher than the open. How often is the first of the month strong? Since 2002, this has been a winning strategy.

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