Category Archives: Trading Strategies

Trading Strategy Development with DLPAL: Part Two

In this article we show one way DLPAL can be used to execute a long/short equity strategy.  The features generated by the p-indicator function of the program are used to identify long and short candidates. An example is included.

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Price Action Lab Blog Strategies Performance in 2016

Price Action Lab Blog Blog offers signals generated by three strategies and also has a strategy developed via machine learning tracked in the Quantopian platform. Below are performance details for 2016.

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End Of Discretionary Trading Era

As far as I am concerned, this year marks the end of discretionary trading. Although this is done on a positive note for this blog, it is clear that discretionary trading, especially the type that is based on classical technical … Continue reading

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Variations In Results From Different Backtesting Platforms

Variations in the results generated by different backtesting platforms are common. In this article, I compare year-to-date backtesting results from Amibroker and Quantopian for a robust strategy that was machine designed by Price Action Lab software a few years ago. … Continue reading

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Buying A 5% Two-Day Drop In S&P 500 For Quick Profits Is A Risky Bet

Based on an analysis on limited historical samples, buying a two-day drop in S&P 500 of more than 5% is a risky bet for both short-term and position traders. The chances of making a profit naturally increase as the holding … Continue reading

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Performance Of Three Mean Reversion Strategies [Premium Articles]

We compare year-to-date performance of three mean reversion strategies for trading SPY: RSI2, WR2 and IBS. The RSI2 strategy is generating losses while the WR2 strategy outperforms the IBS strategy and also buy and hold. Since 2010, the IBS strategy … Continue reading

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Generating Trading Signals From Strategies Developed With Price Action Lab

In this article we outline a procedure for generating trading signals from strategies developed with Price Action Lab. This is a basic methodology for strategies in the daily timeframe and it makes use of the system tracking capability of the … Continue reading

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Academic Research Causes Crowding Effect

Recent studies reveal that academic research impacts fund profitability due to a crowding effect when anomalies are revealed and investors learn about any mispricing. Fund managers and traders must try to stay ahead of academic research.

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