Systematic Momentum Trading for switching between Bonds and Stocks

Bonds or Stocks? Trading Markets based on Momentum

Imagine you would like to design a trading strategy that either invests in the stock market or invests in bonds. This blog will show you how it is done using a momentum indicator. I use a flexible formula language with one piece of code for trading more than one instrument. To have an easy to program example, I created a

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Defining support-resistance levels for trading

Support-Resistance – visualized with RSI and ADX

When the market is overbought and reverses back down , the previous high usually turns out to become a resistance level. At least it should be a level which will not be overshot for some time. Support-resistance levels might be interesting for an options trader, e.g. if he wants to place a bet on a neutral to bearish market behavior.

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Master and Slave chart strategy on the Oil and SNP

The Master and Slave chart strategy- Generating signals on one market, trading them on another.

What is the master and slave chart? Multiple markets are related to each other. Sometimes a movement in one market can create an opportunity in one or several other markets. This can have useful consequences and open a wealth of opportunities across asset classes. This is where the Master and Slave chart strategy comes into play. His Master’s voice. If

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Technical Analysis Indicators for counting days

Technical Analysis Indicators for Counting

Sometimes you need some Technical Analysis indicators for counting in your code. Maybe, you are interested in how many days ago something happened. An example could be a question like “how many days have we been above the moving average” or “how many days since we had a new high”. This post will show you an easy way to answer

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moving average chart over a season

Moving Average Chart over a Season

Averages are the most common tools in technical analysis. They are usually calculated over a sliding window of data, which gave them the name moving average. This post is about a different type of a moving average chart; the average of a season. Usually averages are calculated in a rolling manner, e.g. over the last 200 days. But you could

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