by George Pruitt on July 16, 2023 in Free Trading System, Introduction, Python, TradingSimula-18, Trend Following System
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 […]
READ MOREby George Pruitt on July 12, 2021 in Introduction, Python, TradingSimula-18, Trend Following System, Uncategorized
Hello to All! I have provided an update to the continuous contract data that I was filtering from the Quandl’s free Chris database or WikiFutures. Unfortunately, like many of the data streams from Quandl that database has been deprecated. So I will see if I can find some other free data. However, the data from […]
READ MOREby George Pruitt on September 29, 2020 in Introduction, Python, TradingSimula-18, Trend Following System
WowsssadfSlippage Can Vary Throughout the Life of a Back-Test Many testing platforms allow you to set a slippage and commission fee on a trade by trade basis. The only problem is that it is fixed for the life of the back test. You can always set a high amount to err on the side of […]
READ MOREby George Pruitt on July 29, 2020 in Channel Algorithms, Free Trading System, Introduction, Python, TradingSimula-18, Trend Following System, Uncategorized
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 […]
READ MOREby 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 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. […]
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