Category Archives: Trading System Design

New Release of Quantitative Trading Software

Price Action Lab v7.0 was recently released. The new version of this quantitative trading software offers several new features and comes with an add-on that allows a massive expansion of its capabilities. Share

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Performance of SPY2p5 Machine Designed Trading System for 2014

The SPY2p5 system was first machine designed by Price Action Lab software on April 7, 2012, to serve as an example of this method of developing trading systems. In this blog we report 2014 performance results of this trading system. Share

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Release of Price Action Lab v7.0

We are pleased to announce the release of Price Action Lab v7.0.  The new version offers several new features and comes with an add-on that allows a massive increase in the capabilities of this quantitative trading software. Share

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Long/Short Symmetry Effect on Trading System Performance

Although some quants prefer long/short symmetric trading systems there is no conclusive evidence that they offer any advantages, especially when dealing with markets with a structural bias. In this blog post I present two examples of the performance of trading systems that were … Continue reading

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Update on the Performance of a Machine Designed System For Trading Forex

A system for trading GBPUSD based on daily data was machine designed by Price Action Lab on June 5, 2012. This post is an update on the performance of this system. Share

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A Trading System for Eliminating Overnight Risk Exposure

I have started testing a system for trading S&P 500 stocks that completely eliminates overnight exposure by entering all trades at the open and exiting everything at the close. Signals are based on p-indicator scans followed by discretionary filtering.  Share

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Software for Quantitative Systematic and Discretionary Trading

Trying to discover an edge by randomly backtesting ideas is equivalent to looking for a needle in a haystack. More than 25 years have passed since backtesting software became available to retail traders and the difficulty in finding an edge persists … Continue reading

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