by George Pruitt on June 23, 2020 in Free Trading System, Introduction, Python
This video shows you how to program a simple system that buys the stock market at closing price of any month whenever that closing price is greater than the 50-day moving average. Long positions are exited on the fourth day, following entry, at the close. During those four days, the system will exit on a […]
READ MOREby George Pruitt on April 16, 2020 in TradingSimula-18, Trend Following System
Hi to all! If you have purchased my TrendFollowing book and have used TradingSimula-18 you will notice all the data is in tabular format. I have now included output in the form of an Excel document that plots the combined equity curve of the system you are testing. Here is what the equity curve looks […]
READ MOREby George Pruitt on March 6, 2020 in Channel Algorithms, Free Trading System, Python, Sector Analysis, TradingSimula-18, Trend Following System
Using TradingSimula-18 to Poll and Sort Daily Market Risk and Limit Market/Sector Exposure In this post I hope to demonstrate the power of TS-18. I want to back test a simple Donchian system that only trades the three least risky (defined by long entry price – long exit price or short entry price – short […]
READ MOREby George Pruitt on January 23, 2020 in Free Trading System, Mean Reversion, Python, TradingSimula-18, Trend Following System
Mean Reversion and Trend Following Produces Smooth Equity Curve Expanding to a large portfolio is easy to do if you have a very large account. Most retail trading accounts can’t cover the margin requirement nor the risk involved with trading many markets. Take a look at this chart. It trades a very small portfolio of […]
READ MOREby George Pruitt on January 3, 2020 in Free Trading System, Python, Sector Analysis, Trend Following System
Limiting sector exposure can help limit draw down. When back testing with most platforms you have to throw a huge portfolio at an algorithm and hope for the best. Does it matter that all six markets in your currency sector is currently long? You bet it does. If a geo-political event occurs then you could […]
READ MOREby George Pruitt on January 2, 2020 in Introduction, Python, Sector Analysis, TradingSimula-18
Here is some code and visual aid to help understand how TradingSimula-18 figures out how many current positions are in the same sector as the market that is currently being tested. Now that I know the sector the current market belongs to I can use that information to extract the total positions in that sector. […]
READ MOREby George Pruitt on December 20, 2019 in Python
Indent four spaces after an if statement. if x ==1: ++++4x = 2 Let’s break down the above code: Always test the current bar’s high or low against the signal trigger price. If the extreme of the bar exceeds the level then you know you were filled. In TradingSimula18 you are sitting on the close […]
READ MOREby George Pruitt on December 15, 2019 in TradingSimula-18
Just published my latest book: TrendFollowing Systems – a DIY Project: Batteries Included and here is the first blog post. Let’s open up TF-Bollinger-Stop.py. After installing Python and unzipping TradingSimula18.zip to your C:\ drive and opening IDLE (3.* 64 Bit) from the start menu browse to the TradingSimula18 Folder and open TF-Bollinger-Stop.py. Scroll nearly 1/2 […]
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