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Category Archives: Automated System
4 automated trading development platforms for beginner to advanced traders
Over the weekend, I’ve dug into a few more automated trading development platforms. There are certainly many out there. This condensed comparison is based on my own experience, online research, or reading through their documentation. I only included the ones which I find to be the best for each different level of independent developers. We’ll [...]
Also posted in Quantitative Finance 1 Comment
Departed TradeStation and going the Ninja Trader path
I have worked with TradeStation for a few months earlier this year. During that time, I worked for a few hours every single day on developing automated strategies and day trading on it. I thought TS was very good for use as a day trading platform. Particularly now that I’m using ThinkOrSwim, I feel the [...]
Automatic trading medium and long terms
By now, it’s obvious that day trading is too dynamic for a simple system to cope with because of the noise. Yet, not all hopes are lost. Swing and long term trading poses a viable alternative. In the 135 min. ER2 example above, the Stochastic and CCI signals I’ve been using seem [...]
2MA w/ ADX and disappointing realization
Another day, another strategy. For the past couple of days, I’ve been working on the 2MA cross with ADX confirmation strategy for ER2H08 1200 sh/bar. Basically, an HMA(Low, crossing over EMA(Low, 24) as the trigger. Condition2 is that the current high is highest of past 3 bars. Condition3 is current [...]
3EMA High Low Close crossover long strategy
Based on yesterday’s trading strategy, I developed my own 3EMA crossover strategy. Instead of only using the Close data. The high and low are also used. Here’s the idea.
Condition1 = EmaLow crosses above EmaMedClose and EmaMedClose > EmaSlowClose;
Condition2 = EmaMedClose crosses above EmaSlowClose and EmaLow > EmaSlowClose;
Buy if Condition1 OR Condition2 is [...]
3-MA crossovers, claimed 1.84 profit factor
Saw a forum post on TS claiming 1.84 proft factor. The concept seems interesting. Here is the code for later study. Here is the link to the post.
[ IntraBarOrderGeneration = False ]
Inputs:
EMAFastLength(4),
EMAMedLength(5),
EMASlowLength(22),
ValidBars(2);
Variables:
EMAFast(0),
EMAMed(0),
EMASlow(0),
BuyHighAmt(0),
LSetUp(False),
LSetCount(0);
{ Calculation Section }
EMAFast = XAverage(Close,EMAFastLength);
EMAMed = XAverage(Close,EMAMedLength);
EMASlow = XAverage(Close,EMASlowLength);
{ Define Entry SetUp Conditions }
If EMAFast crosses above EMAMed and EMAMed [...]
Bollinger with multi-MACD system
This system for ZGG08 uses a Bollinger upper band breakout as the first condition. Other conditions are data1 MACD (positive fast slope) and data2 MACD (fast above slow) for bullish trend confirmation. It is used on a 5 min and a 45 min chart.
The long position is covered on 45 min MACD [...]
My name is Paul and I am a full-time engineer, part-time trader. Back in 2000, I deposited my $5000 interest-free student loan with an online broker. Since then, my interest in trading has become an obsession.
My thoughts and goals on automated trading a year later