Development Process — Exit Testing No entry is foolproof, and many successful traders are wrong over half the time. Good exits aid capital preservation when you are wrong, and maximize profits when you are right. The nature of your strategy should always be considered when thinking of exits; there are no universally successful exits. Small […]

Development Process — Market Research A trading idea that is congruent with your market’s characteristics is likely to perform better. Market behaviour can be quantified in countless ways, but I typically focus on historical volatility and ability to trend well. This article will illustrate some methods to quantify these characteristics, giving you a head start […]

This series of articles serves to illustrate the development process used for my algorithmic (or automated) trading strategies. There are two main development workflows, depending on your choice of software. The first uses Metatrader 4’s strategy tester module, where we build a strategy from the ground up by incrementally adding entries, exits and finally filters. The […]

Here you will find some automated trading strategies that are discussed in the strategy development and/or blog sections. For each strategy, links are included to the pages that discuss its purpose and development. Feel free to download them for your personal use. No subscription needed! (But why not subscribe so you can get future content […]

The ability to efficiently trade a portfolio of multiple strategies and/or markets is one of the biggest advantages of algorithmic trading. Portfolio composition does not seem to have received much attention in the trading literature, possibly due to its open-ended and complex nature. You could be trading a single strategy on multiple markets, multiple strategies […]