Tips on developing automated trading strategies

Sharing some insights from a 3-day working session with a Belgian systematic trader. Also an update of what else has happened in recent weeks on my trading front.

Continue reading

Posted in Financial Markets 101, Futures Trading, Testing | Leave a comment

Example application of Bergstrom’s e-ratio

This week I calculated the e-ratio outlined by Dave Bergstrom for a systematic trading strategy I am currently developing for the FX markets.   Continue reading

Posted in Testing, Work in Progress | Tagged , , , , | 2 Comments

Live Trade: Long GBPCAD @ 1.7136

Sharing a setup (including screenshot) I came across in the last 20 minutes on the daily timeframe on GBPCAD.  Part of the journey in automating a large chunk of my trading activities. Continue reading

Posted in Financial Markets 101, Reversals Strategy, Trend-Following Strategy | 2 Comments

Crypto investment – considering the mental factor

Some months ago I added a separate page on my blog just to mention a few bits about bitcoin and cryptocurrencies in general.  This was sparked by several friends and family inquiring as to whether I thought it would be a good investment.  Click here to see those explanations.crypto

Continue reading

Posted in Financial Markets 101 | Leave a comment

Working notes: Systematic trading etc

Live Trading, running an algo, reconciling the two, more coding, building a market context model.  Long hours. All that was part of my week.  Read further for a detailed discussion of these. Continue reading

Posted in Reversals Strategy, Testing | 1 Comment

Linda Raschke: Great trading resource

Linda Raschke was one of the well-known traders that the discretionary trader at the hedge fund repeatedly pointed me towards to.  He had a lot of respect for some of her viewpoints regarding trading techniques.

Just came across some earlier notes from working through some of her publications and thought I quickly share them here (see below).  Basically a list of insights I had gained, or technical points that I wanted to draw attention to for myself. Continue reading

Posted in Financial Markets 101 | Tagged , | 3 Comments