Category Archives for Development Tools

ARIMA/GARCH – Straight Out of the Lab to the Trading Scene

Arima/Garch hybrid model is one of the hottest area of research for both time series forecasting as well as modeling markets. I have spent over a year working with this methodology. Large Institutional Traders and Hedge funds are researching methods like this. In my opinion, your days are numbers as a trader if you don’t […]

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Intermarket State Divergence

For the past 20 years I had been teaching my concept of Intermarket Divergence for generating trading signals. You can learn about this concept in a previous article, “Intermarket Divergence – A Robust Method for Signal Generation”. I developed this concept because most of my intermarket work was based on the future’s market and using […]

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Trade Recorder Function And Strategy

When developing, testing, or simply tracking an existing trading system it can be helpful to have each individual trade exported to an Excel file. Such data can be useful in analyzing the system performance. For example, the data can be used to calculate the trading system’s Expectancy and Expectancy Score. Or, the data could be […]

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A Flexible Trailing Stop Function

The Anatomy of a Stop A stop can be defined by specifying four basic parameters, illustrated in Figure 1 below: Price Reference: The price from which the stop is offset (white line) to create a stop value. Stop Offset: The distance from the Price Reference to the stop value. Price Trigger: The value of price […]

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Intermarket Divergence Demo

In a recent article by Murray Ruggiero, Intermarket Divergence – A Robust Method for Signal Generation, the concept of generating signals based on the behavior of two correlated markets was discussed. Murray provided a simple, yet powerful, method for generating signals. Video demo of the free Intermarket Divergence strategy tool. Download your copy. Click To Tweet […]

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