There are a lot of statistics which can be used to describe algorithmic trading strategies returns. Risk reward ratio, profit factor, Sharpe ratio, standard deviation of returns… These are great statistics, but they miss an important factor: Are your returns statistically significant or just a collection of lucky noise. The EDGE statistic might me the… Continue reading Measuring your EDGE in algorithmic trading
Author: Kahler Philipp
Ranking: percent performance and volatility
When ranking a market analysts usually pick the percent performance since a given date as their key figure. If a stock has been at 100 last year and trades at 150 today, percent performance would show you a 50% gain (A). If another stock would only give a 30% gain (B), most people now would… Continue reading Ranking: percent performance and volatility
NASDAQ 100 long term candlestick scanner
A short update on the long term Candlestick Scanner. The Candlestick Scanner scans the Nasdaq 100 stocks for long term bullish or bearish reversal patterns. The basic idea is to search for hammer and hanging man candlestick patterns. Usually these patterns work nicely on daily charts. My Candlestick Scanner searches for these two patterns on… Continue reading NASDAQ 100 long term candlestick scanner
Position sizing – the easy way to great performance
Working on your position sizing algorithm is an easy way to pimp an existing trading strategy. Today we have a look at an energy trading strategy and how the position sizing can influence the performance of the strategy. The screenshot shows you the returns of the same trading strategy, trading the same markets, the same… Continue reading Position sizing – the easy way to great performance
Sutton’s law: Go where the money is
There is an apocryphal story about the famous american bank robber and jail breaker William Sutton being asked why he was robbing banks. His genius answer was “That`s where the money is”. There is a second famous quote of William Sutton, asked why he used a machine gun for robbing a bank: “You can’t rob… Continue reading Sutton’s law: Go where the money is
Monthly Seasonal Performance of Stocks
Seasonality changes over time! First have a look at a screenshot of one of my favorite website investopedia.com They have some nice articles about the seasonal performance of stocks and the effects in trading. But unfortunately the information is not precise, and therefore misleading. The chart shown suggests that the average return for the S&P500… Continue reading Monthly Seasonal Performance of Stocks
EEX Phelix Base Yearly – Buy Wednesday, short Thursday?
When it comes to simple trading strategies, the day of the week is surely one of the best things to start with. That’s nothing new when it comes to equity markets. Everybody knows about the calendar effects, based on when the big funds get and invest their money. I do not know about any fundamental… Continue reading EEX Phelix Base Yearly – Buy Wednesday, short Thursday?
Bitcoin – end of the bullish bubble
Bitcoin has come a long way but now it is time to say good bye. Being a trend following trader on the long side, the chart right now suggest anything else but a trend following long strategy. It might all look completely different in a few weeks or months, but right now the bitcoin market… Continue reading Bitcoin – end of the bullish bubble
Bitcoin Trading Strategy – review of returns
Bitcoin is not as bullish as it used to be. May it be due to fundamental reasons like transaction cost and slow speed, or maybe the herd found a new playground, whatever it might be, it is a good time to have a look how my bitcoin trading strategy performed. The bitcoin trading strategy uses… Continue reading Bitcoin Trading Strategy – review of returns
The rhythm of the market
Usually we chart the market at it’s absolute level. But what, if we would just chart the net daily, weekly, monthly movement? Would this be an advantage? Would this show us new trading opportunities? The short answer is: Yes! The trend is not everything, and it seems to be of some significance for further movements,… Continue reading The rhythm of the market
STA – Society of Technical Analysts
I am happy to announce that Trevor Neil will be presenting my “VIX Timing for SP500” at the next STA meeting in London. https://www.sta-uk.org/resources/meetings-events/ I wrote the strategy for the IFTA conference in Tokyo and published it on this site It performed well, and now it is on Trevor to use it for educational purposes… Continue reading STA – Society of Technical Analysts
Swing Trading Indikator
Swing Trading, Lokale Hoch- und Tiefpunkte, Marktvolatilität, selbst adjustierender Indikator
DAX Ichimoku Scanner Update
Die vergangene Woche brachte, dank der EZB, auch im DAX Veränderungen mit sich. Die Ichimoku Scanner Bewertung hat sich von +5 auf +2 (3*bull, 1*bear) geändert. Hier die Sicht auf den DAX Index, Tageschart mit Ichimoku Indikator und der automatischen DAX Ichimoku Scanner Analyse: Zur Erinnerung: Der Indikator zeigt die in einer Zahl zusammengefasste Bewertung… Continue reading DAX Ichimoku Scanner Update
Digitale Stochastic
Digitale Stochastic: die slow Stochastic mit digitaler Glättung
Ichimoku Scanner
Der Ichimoku Kinko Hyo ist in Japan einer der beliebtesten Indikatoren. Es ist ein Indikator der Informationen über Trendrichtung und Trendstärke kombiniert. Zudem gibt er schon heute seinen zukünftigen Wert an. Damit ist er ein Unikum unter den Chart Indikatoren. Wie dieser großartige Indikator interpretiert wird, habe ich hier aus der gestrigen DAX Tagesanalyse… Continue reading Ichimoku Scanner
EUR/USD Zyklus Analyse: Ende des Abwärtstrends?
Der EUR/USD kannte seit September nur eine Richtung: nach unten. Doch dies könnte sich jetzt ändern. John Ehlers Zyklus Analyse: Der John Ehlers Corona Cycle Indikator, hier als Tradesignal Indikator verfügbar, deutet auf ein baldiges Ende des Abwärtstrends hin. ( Achtung Wochenchart!) Dieser Indikator gibt einerseits die Länge des dominanten Marktzyklus an: Im aktuellen Fall… Continue reading EUR/USD Zyklus Analyse: Ende des Abwärtstrends?
Bitcoin Handelsstrategie
Die Cryprowährung Bitcoin ist zurück! Sie erlebte ihren Hype vor 2014, doch ging es seitdem fast nur noch bergab. Nach den Hochs um 1000$ für einen Bitcoin Ende 2013 verfiel der Preis bis auf 150$. Doch diese Zeiten scheinen vorbei zu sein, bitcoin is back! Bitcoin Chart Analyse Der Chart zeigt den Bitcoin / USD… Continue reading Bitcoin Handelsstrategie
Fuck You IS
Charlie Hebdo cover: They have weapons. Fuck them. We have champagne. pic.twitter.com/iqJ4A7pp29 — Mathieu von Rohr (@mathieuvonrohr) November 17, 2015 Offener Brief an den selbsternannten IS Kalifen al-Baghdadi: 120 Islam Gelehrte gegen einen Ketzer Kurzfassung Es ist im Islam verboten, ohne die dafür jeweils notwendige Bildung und Kenntnis zu haben, fatwā (Rechtsurteile) zu sprechen. Sogar… Continue reading Fuck You IS
Opening Range Breakout
Opening Range Breakout Strategie von Perry Kaufmann aus “Technical Analysis of Stocks & Commodities”
DAX Marktbreite und 200 Tage Linie
Bald ist es wieder so weit und der DAX steigt über seine 200 Tage Linie. Das wäre an und für sich nichts Besonderes, steigt oder fällt der DAX doch jeden Tag über irgendeinen gleitenden Durchschnitt, doch ist die 200 Tage Linie etwas besonders an sich: Sie ist ein selbst erfüllender Indikator! Bankberater, Bild, Hausfrauen Wenn jemand… Continue reading DAX Marktbreite und 200 Tage Linie