Tag: code

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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Parabolic SAR with ADX

Parabolic SAR – Profit from the Parabola.

The Parabolic SAR is an indicator that uses a curve to highlight a trend. A Parabola is a symmetrical plane curve. Consequently, Parabolic motion is experienced by an object that when thrown, moves along a curved path.  In relation to charts, let’s assume the object to be the price and the curve the general motion of that price. If we

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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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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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