For this post, I would like to give my sincere thanks to Mr. Helmuth Vollmeier, for providing the long history … Continue reading → [Read more...]

One of the things that I wondered about regarding the previous post was how would this strategy have performed in … Continue reading → [Read more...]

I want to use this post to replicate an article I found on SeekingAlpha, along with demonstrating PerformanceAnalytics’s ability to … Continue reading → [Read more...]

This post will provide an introduction to the way that rules work in quantstrat. It will detail market orders along … Continue reading → [Read more...]

This post will focus on signals in quantstrat. In comparison to indicators, signals in quantstrat are far more cut-and-dry, as … Continue reading → [Read more...]

Last week, I covered the boilerplate code in quantstrat. This post will cover parameters and adding indicators to strategies in … Continue reading → [Read more...]

This post was inspired by some musings from John Bollinger that as data in the financial world wasn’t normally distributed, … Continue reading → [Read more...]

Recently, I gave a webinar on some introductory quantstrat. Here’s the link. So to follow up on it, I’m going … Continue reading → [Read more...]

Before beginning this post, I’d like to notify readers that I have a webcast tomorrow (Wednesday, Sep. 3) at 4:30 … Continue reading → [Read more...]

First off, it has come to my attention that some readers have trouble getting some of my demos to work … Continue reading → [Read more...]

So recently, I was made known of the Value Charts Indicator , which was supposed to be some form of … Continue reading → [Read more...]

So several weeks ago, I decided to listen on a webinar (and myself will be giving one on using quantstrat … Continue reading → [Read more...]

Since I’ve hit a rut in trend following (how do you quantify rising/falling/flat? What even defines those three terms in … Continue reading → [Read more...]

This week, I attempted to use Ehlers’s own idea from this presentation. Essentially, the idea is that when an indicator … Continue reading → [Read more...]

So the last time that a FRAMA strategy was tried with price crossovers, the problem was that due to counter-trending … Continue reading → [Read more...]

So between variations of different strategies, for those who have yet to come across it, my IKTrading package has a … Continue reading → [Read more...]

So, it is possible to create a trading system that can correctly isolate severe and protracted downturns, without taking (too … Continue reading → [Read more...]

This post examines an n-day median filter for two desirable properties: robustness to outliers and an inherent trend-confirming lag. While … Continue reading → [Read more...]

This post will begin to experiment with long-term directional detection using relationships between two FRAMA indicators. By observing the relationship … Continue reading → [Read more...]

This post will begin the investigation into FRAMA strategies, with the aim of ultimately finding a FRAMA trading strategy with … Continue reading → [Read more...]