Category Archives for Strategies

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 same account. This type of capability is very important to a trader who wishes to trade a diversified portfolio, while at the same time efficiently managing margin. Unfortunately, with many platforms this capability […]

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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 capability is very important to a trader who wishes to trade a diversified portfolio, while at the same time efficiently managing margin. Unfortunately, one of the limitations of Tradestation, my trading platform of […]

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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 overall with it. Sure, there are certain aspects of it I don’t like, and certain things that are hard to do, but I think that is true of almost any platform.My biggest pet […]

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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 original article, you’ll find the EasyLanguage code for the strategy.I loaded the code, with its default inputs, into my TradeStation platform and got this equity curve.It’s not very pretty. I had one EasyLanguage […]

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The Legacy of the Turtles and the Birth of SuperTurtle

THE COMPLETE TURTLE EASYLANGUAGE

Like the moving Trading Places, which was released the same year that the Turtle story started in 1983, two people were having an ongoing dispute about nature versus nurture (can trading prowess be taught to everyone, or was it innate in just a handful of people). This debate was between Richard Dennis and his long-time […]

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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 the strong moves that might occur during the last hour or so of the regular session. See the image below.Example of an end of day rally to new highs.So the basic idea would […]

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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. above its previous close. Is the day likely to be an up day? A down day? I got out of my data and started poking around. I looked at all “open-up” days with an […]

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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 tight stops. I wanted to see if using a tight ATR stop in concert with the entry day’s low (for buys) would cut down on losses after a break out. In other words, […]

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The Complete Turtle Easylanguage

THE COMPLETE TURTLE EASYLANGUAGE

The Complete Turtle EasyLanguage – Almost!I have seen a plethora of posts on the Turtle trading strategies where the rules and code are provided.  The codes range from a mere Donchian breakout to a fairly close representation.  Without dynamic portfolio feedback its rather impossible to program the portfolio constraints as explained by Curtis Faith in […]

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Is Gap Trading Profitable? Here Is How You Make It Work!

Is Gap Trading Profitable? Here Is How You Make It Work!

When you are looking into becoming a profitable trader, you are exposed to a lot of different options when it comes to the trading style itself. You not only have to choose between mean reversion, trend following, or breakout trading, but also have to consider which variant you are going to use. The most common trading styles […]

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