ETF Prophet

After months of researching and coding and much help from Jeff Pietsch, I have finally completed the basic Walk Forward Test!

I’ve been working on bigger projects till about a week ago then I got real curious about a trading idea: what happens to S&P 500 next week when commodity currencies are aligned up or down the same day? What happens if I want to reduce the drawdown periods and increase the run-up periods? what happens [...]

In my on going quest to find the building blocks of a better, more adaptive Parabolic Search and Rescue Stop and Reversal system, I was coached by David Varadi of CSS Analytics and Jeff Pietsch, aka Market Rewind, to develop a Walk Forward Test on futures markets across several different asset classes using various performance measures. I [...]

I’ve been starting to use Excel to back test my system/indicator ideas. Tested a few ideas and realized I need to start using PSAR filter to systems and equity curve “surfing”, as Dave Evans would call it, to improve performance. I had my doubts about PSAR though… So I checked some stats about how it [...]

The waterfall crash continues.

In the past 2 months I’ve been tracking volatility of ETFs and futures according to a formula that normalizes it in relation to the 200 day standard deviation of their True Range. ECH, or Chile’s stock index tracking ETF has been leading the pack for weeks now in the volatility and direction departments among a [...]

With all the hoopla about how bad yesterday’s stock market knee-to-the-jaw move was and how gold (and Swiss Frank) keeps skyrocketing parabolic style into the stratosphere I figured it’d be nice to make an update on my favorite chart of them all – the DOW/GOLD ratio.

I added 3 more rules for the trailing stop to kick in once 3  different ranking conditions have been met and walla, a 42% gain from the previous version and double the win/loss ratio by quantity.   The ranking and generalizations will keep this strategy working for other currencies as well but different variations / [...]

Throughout my strategy building I’ve noticed these big eye sores: It hurts to see a trade going good and hitting the skids without stopping the bleeding early.

I’ve been tackling swing strategies, or strategies that have an exit that isn’t the next day(s) like my usual ones. It’s not as easy. So far I’ve developed a few indicators along the way. Currently I’m looking into building a strategy that fades Standard Error Bands pierces, as opposed to the more popular Bollinger Bands.

I’ve been working on a lot of new ways to  build systems with new approaches. Mostly its been about modifying original/ already modified indicators…