Keltner Channels were first introduced by Chester Keltner in his 1960 book, How to Make Money in Commodities, and subsequently updated by Linda Raschke. Similar to Bollinger Bands, they consist of a pair of volatility-based envelopes positioned above and below a middle moving average. Keltner Channels Calculations Middle line: Exponential moving average of the typical price […]

Many years ago, a stock broker told me, “When the US market sneezes, the world catches a cold.” That still rings true today. If you trade anything at all, chances are you’ll have to pay attention to the US economic reports, and few can trump the…

Trade slippage is the common enemy that erodes your strategy’s expectancy, and usually becomes more severe after going live. This post will cover: Why slippage occurs 4 simple ways to minimize slippage 3 ways to simulate slippage while backtesting Every trader… Dr. Van Tharp developed the System Quality Number (SQN) as a simple method to […]

Optimization is the process of customizing your strategy’s logic and/or parameters to suit a particular market. The assumption is that the market’s historical behaviour will be repeated in future, allowing your strategy to remain profitable. When it comes to optimization, the old adage ‘less is more’ certainly rings true. Some level of optimization is often […]

Ever wondered how you can harness the efficiency of genetic algorithms to automatically generate profitable trading strategies? I’ll explain how genetic algorithms work, why you should use them, and show you how to setup StrategyQuant’s genetic builder! Are you wondering whether your trading strategy has an edge, but don’t wish to learn coding? I’ll demonstrate […]