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Python

Synthetic Trading Class

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Name:        synthTradeClass
Purpose:     Calculates and tracks positions based on synthetic orders
runs independed of ‘real’ order directives.
Author:      George
Created:     17/08/2022
Copyright:   (c) George 2022
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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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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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When working with Python – Remember Indentations and You are the Master of your Domain!

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 […]

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