PERRY KAUFMAN – EFFICIENCY RATIO INDICATOR

Perry Kaufman Efficiency Ratio Indicator during the 2007 financial crisis

Let’s create an indicator of Perry Kaufman from his book “Trading Systems and Methods“. In this book, the author shows a systematic approach with detailed explanations of each technique. There are many interesting ideas in this book. Today we would like to create the Efficiency Ratio Indicator. So, we will code his method to calculate the […]

STOCK TRADING SYSTEM BENCHMARK INDICATOR

Stock Trading Behmark With Spy

Today, we create a Stock Trading System Benchmark using the SPDR S&P 500 ETF SPY. In finance, the benchmark performs the function of an external reference parameter for the valuation of a mutual fund. ETF SPY | BUY AND HOLD STOCK TRADING SYSTEM STRATEGY BENCHMARK Before comparing the stock trading system, let’s see how to […]

MOVING AVERAGE – SLOPE INDICATOR

cover moving average slope indicataor

We’d love to meet you and let you the perfect solution Message us on Skype! Email us Moving Average Slope Indicator Moving Average Indicator is the most popular technical indicator, it provides useful information, but often it’s not sufficient. To programming an automated trading system, many times, you need to calculate the slope of the […]

BOLLINGER BANDS – BANDWIDTH

Bollinger Bands BandWidth TradeStation MultiCharts

The Bollinger Bands are already present on every platform, but using the Bandwidth, the bands will be displayed only when the volatility decrease (congestion or range market). I sometimes use this filter in mean reverting strategies to avoid signals when volatility is low. This simple correction, generally improves breakout strategies. Firstly, we will use the […]

SUPERTREND INDICATOR

SUPERTREND-TRADESTATION-MULTICHARTS

SuperTrend Indicator for MultiCharts and TradeStation While it’s true that TradeStation and MultiCharts are excellent platforms in their own right, but they have not yet included many common indicators such as the SuperTrend (ST). The SuperTrend analyzes the formation of maximum and minimum on the single bar and performs a series of calculations using the […]