Author: Philipp

Tradesignal arrays standard deviation

Making Use of Arrays

After mastering your first steps in programming and understanding functions and variables it’s time to move on and make use of the more advanced data structures in Tradesignal: Arrays Variables To see the possibilities of the array data structure first let’s recap variables. Variables are place holders to store the outcome of a calculation. In the example above the value

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Implied Volatility: Data, Indicators and Usage

Implied volatility is the market’s expectation of future moves. This article will show you a simple way to access Refinitiv Eikon data in Tradesignal, visualise it and scan for exceptional volatility in stocks and ETFs.  Replacing historical volatility by implied volatility will give you new insights to risk management and options trading.

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Drawdown - Days to recovery of equity chart

A Graphic Approach to visualize Drawdown

Trading is about time and money. Combining these two figures into one drawdown indicator gives you a visualization of these two key factors. Trading strategies experience drawdowns from time to time. This is nothing you can avoid. You only can make sure to adjust the trading strategy if the current drawdown exceeds the historic one. So, one key number will

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Outperformance Portfolio Backtest

Outperformance: Find the right Stocks to beat the Index

Whenever you try to beat an index you will have to be invested in an asset which outperforms your benchmark. This article is about how to calculate outperformance and how to make use of it. In its most simple definition outperformance just means that one asset is performing better than an other asset. But this simple definition is not enough for investors.

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Volatility projection Indicator

Volatility Projection

Today the market moves up, tomorrow it might move down, but is this of any importance or just random noise? This volatility projection indicator will tell you if there is something exceptional happening. Standard Deviation and Volatility Projection The standard deviation of market movements is a widely used measure to define exceptional events on the market. An example: Bollinger Bands 

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How to detect a bullish or bearish divergence

Anticipate Trend Changes early, using Bullish and Bearish Divergence

Divergences between an indicator and the price can be powerful signals for a trend change. This post will show you how to program an indicator to automatically detect and visualise a bullish and bearish divergence by using so called arrays. What is a Bullish or Bearish Divergence? A perfect example of a bullish divergence is shown on the chart below:

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Correct-coding-of-Multi_Time_Frame_Trading_Strategies

How to avoid Failures in Multiple Time Frame Trading

Programming a multiple time frame trading strategy is a great thing to do, but there are certain traps. And if you don`t know them, you might accidentally look into the future and get an over optimistic backtest result. This article gives you the needed information to avoid these traps and build valid multiple time frame trading strategies. The Differences between

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