Tag Archives: EasyLanguage

Trading strategy back-testing nuts & bolts

Experience-sharing:  Going through some tedious work trying to get my head around various currency futures contracts, correlation with spot products and making sure I am using all the data correctly in back-testing and optimizations. Comments on TradeStation’s ‘Portfolio Maestro’ product … Continue reading

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Halloween Trading Update

Briefly highlighting some of the trading development work and meetings with various traders I got done over the last week (and a glimpse from my Halloween outing!).

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A trading journey into Randomness

A conversation on testing, analytical thinking and randomness with a fellow trader over a cup of coffee on Wednesday afternoon. Yesterday afternoon I had a great time catching up with a fellow trader I had met on the VTP program in … Continue reading

Posted in Financial Markets 101, Testing, Work in Progress | Tagged , , , , , , , , | 7 Comments

Analyzing entries from systematic trading strategy

Today I analyzed 4 major instruments on the 4-hour and daily timeframe and compared hypothetical entries taken by a coded trading strategy with what I would have considered if I had been trading the same market on a discretionary basis. … Continue reading

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Easy Language: Bullish and Bearish Candles

Quick illustration of systematically marking candles, using EasyLanguage, in terms of bullishness and bearishness. 

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Systematic Trading Resources & etc

Here’s a brief recap of recent learning resources I have used for coding & systematic trading. The objective has been to improve my EasyLanguage skills and to brainstorm trading strategy ideas. A systematic trader here at the fund explained to … Continue reading

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