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Free Trading System

Don’t Be Afraid of Classes in Python (using TS-18 Indicators)

Many of TS-18 Indicators are Class Based and Here is Why! Many indicators need their prior bar’s value to calculate the current bar’s value.  In Python, external modules or functions that calculate these values have amnesia; they can’t even remember what their prior output was.  In TS-18, all indicators and their associated classes and functions […]

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Programming A Swing System in TradingSimula-18 and Python

Swing-Pivot System in TS-18 Hello I just released a video that details this system  Here is the pseudo-code. Start off looking for the completion of 6 daily bars If Looking for High Pivot: UpCnt +=1 UpCnt > 6 – Once six bars has transpired then start looking for a High Pivot Pt myHigh[D1] > myHigh[D2] […]

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The Enigmatic Turtle Trading System in Python

Correction to Original Post!  Turtle Intro [Corrections in bold and results –  August 6, 2020] My favorite book on the Turtle Trading System is Curtis Faith’s “Way of the Turtle.”  I like this book because of the thorough explanation of the rules as told by Curtis.  Having been in this industry for a very long […]

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Programming An End Of Month Stock Index System in TS-18

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 […]

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Trading 3 Least Risky Markets on a Sector Basis

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 […]

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Combining Trend Following with ES-Mean Reversion

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 […]

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Testing the Two Least Risky Markets Per Sector

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 […]

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