Tag Archives for " breakout "

A Revolution In Open Range Breakouts

In last week’s article, A License To Print Money, we took a look at three different opening range breakout methods that were used by several well-known traders. These traders grew very small seed accounts into large winnings. All these traders used a very similar trade setup. That was, variations of the opening range breakout on the […]

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A License To Print Money

When it comes to legends in the trading world, the name Larry Williams comes up often. Larry is the creator of the ultimate oscillator and the Williams %R Indicator. Furthermore he has written many popular books. His claim to fame is taking a $10,000 account to $1,100,000 during the 12-month competition known as the World […]

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Finding Out What Works, And What Doesn’t Work

Many traders who try system trading have previously had difficulty at discretionary or manual trading. Most of these folks eventually recognize the benefit of trading a system with well defined rules – a system that has performed well in the past. It is nice to know a trading approach has historically worked, but as with […]

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Opening Range Breakout Trading Strategy Design and Implementation

The goal of this research is to find various set-ups and exit strategies that could be used for trading the opening range breakouts. The time frames we will be looking at are 10-min, 15-min, and 30-min opening range breakouts. We will focus our attention on the very liquid futures markets, in particular we will analyze the […]

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The Anatomy Of A Breakout Automated Trading Strategy: Markets, Timeframes, Exits, Strategies

In the previous two parts, we went through the anatomy of the breakout ATS. I explained all the components of the model I’ve been successfully using for many years, and I went into each component more in detail. In this final part, I would like to show you some examples of what you can realistically […]

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The Anatomy Of A Breakout Automated Trading Strategy: The Components

In the previous part of this 3-part article, I explained the concept of my breakout ATS model that I’ve been successfully using for about seven years. We’ve learned about four crucial components of the model: POI, distance, time filter, and a regular filter. In this part, we’ll explore each filter more in detail. POI When […]

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The Anatomy Of A Breakout Automated Trading Strategy: The Concept

By being an automated full-time trader for 7 years, I came pretty early in my trading career to the conclusion that a well-constructed trading breakout model is by far the best way to aim for stable returns in automated trading. During all those years, I’ve been experimenting with many different approaches – most probably with […]

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Finding Out What Works, And What Doesn’t Work – Part II

In Part 1 of this series, found here, I ran a simple study of a trading system, in order to look at some of the common components (such as end of day closes, short versus long bar periods) that many system developers add to their trading system. Could some of these strategy building blocks be […]

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The nth Order Polynomial Acceleration Strategy, Part 2

This is the second part of a two part article on testing a polynomial acceleration strategy. You can read part one here. Finding The Strategy Input Parameters in The Walk Forward In-sample/test sections The PWFO generates a number of performance metrics in the in-sample/test section.  The question we are attempting to answer statistically, is which […]

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The nth Order Polynomial Acceleration Strategy, Part 1

In previous working papers we showed how the application of a price curve generated by second, third and fourth degree polynomial velocity could be used to develop a strategy to buy and sell intraday futures. The reasoning behind this type of system was to only trade when the price trend velocity was above or below […]

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