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• Metals Futures: How To Identify And Exploit Recurring Intraday Price Movements

  ARTICLE SYNOPSIS ...For the study presented here, we will use four commonly traded metals futures markets to test for intraday biases that could give the trader an edge...

AUTHOR: Andrea UngerDATE: SEP 2024SUBJECT: Futures Trading

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• Tesla Stock: Comparing Traditional Investment Strategies With Systematic Trading

  ARTICLE SYNOPSIS ...Here's a demonstration of a simple algorithmic strategy, made up of just a few lines of code, that you can use to potentially capture profit from a rising stock while protecting against sharp retracements...

AUTHOR: Andrea UngerDATE: OCT 2024SUBJECT: Trading Methods

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• Trading Commodities: Crafting A Bias Strategy To Leverage Orange Juice Seasonality

  ARTICLE SYNOPSIS ...You can use seasonality characteristics to develop a trading strategy. Here's an example of developing a strategy after identifying a seasonal pattern in an agricultural commodity...

AUTHOR: Andrea UngerDATE: NOV 2024SUBJECT: Trading System Development

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• The Power Of Volatility Contraction Patterns In Breakout Trading Strategies

  ARTICLE SYNOPSIS ...You can filter trades to improve signal quality. Here, we focus on situations where volatility has decreased in the market to be traded. Here's how to code, test, and implement this concept...

AUTHOR: Andrea UngerDATE: MAY 2024SUBJECT: Price Filters

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• Fixed Stop-Loss And Percentage Stop-Loss In Comparison

  ARTICLE SYNOPSIS ...Don't underestimate the importance of using stops in your trading. But which is better to use--a fixed or variable stop-loss? Here's a test to suggest which may work best...

AUTHOR: Andrea UngerDATE: MAR 2024SUBJECT: Trading Techniques

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• Developing A Trend-Following Strategy For Futures Based On Price Channels

  ARTICLE SYNOPSIS ...Which futures markets work well with using price channels to identify entries and exits? Here's a test to find out using an example trend-following strategy...

AUTHOR: Andrea UngerDATE: JUN 2024SUBJECT: Trading Strategies

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• Z-Score: How To Use It In Trading

  ARTICLE SYNOPSIS ...The Z-score can help to analyze sequences of trades to determine the relationship between wins and losses. You can use this statistic to refine your trading strategy to maximize profitability. We'll show you how...

AUTHOR: Andrea UngerDATE: JAN 2024SUBJECT: Statistics

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• The Trend Compression Pattern

  ARTICLE SYNOPSIS ...The three-day compression (3DC) pattern can be used to filter trade entries for improved system results. Here, we explain this useful pattern and how to code it, and we show step-by-step how you can design, test, and optimize a trading system with trade filtering...

AUTHOR: Andrea UngerDATE: FEB 2024SUBJECT: System Development

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• Automatic Trend-Following Strategy For Stock Trading: Microsoft, Apple, Google, And Meta

  ARTICLE SYNOPSIS ...Is it a good idea to enter on what appears to be a pullback in a bullish trend? Here is how you can code, test, and measure performance of a trend strategy so you can compare different approaches to entry...

AUTHOR: Andrea UngerDATE: DEC 2024SUBJECT: Trading System Development

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• Testing ChatGPT's Potential For Systematic Trading

  ARTICLE SYNOPSIS ...Traders want to know: How can the new AI technologies be harnessed for their trading? Can they be used to help you create effective trading strategies? Here's a look...

AUTHOR: Andrea UngerDATE: Bonus Issue 2024SUBJECT: Artificial Intelligence

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• Indicators On The Test Bench: Which Price Channel Method Is Most Effective For Trading?

  ARTICLE SYNOPSIS ...Let's put some popular and useful tools to the test head-to-head to see what may work best for different futures markets...

AUTHOR: Andrea UngerDATE: AUG 2024SUBJECT: Indicators

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• Enhancing Trading Strategies With Volatility Compressions And Explosion

  ARTICLE SYNOPSIS ...Sometimes there is a calm before the storm in the markets. You can use a popular tool in the Bollinger Band suite of tools as a trading filter to exploit the explosiveness of a market immediately after a period of price compression. Find out step-by-step how to tackle it...

AUTHOR: Andrea UngerDATE: OCT 2023SUBJECT: Trading Strategies

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• The Inside Bar: The Calm Before The Storm

  ARTICLE SYNOPSIS ...Some price patterns can be used to filter trades. Find out what impact the "inside bar" has on some trend-following strategies and how useful this can be. This article includes code to discover inside bar frequency in various markets, and sample code to trade those occurrenc...

AUTHOR: Andrea UngerDATE: MAY 2023SUBJECT: Price Patterns

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• The Daily Factor: A Volatility Filter

  ARTICLE SYNOPSIS ...The "daily factor" metric relates the high and low to the open and close of the daily bar. Here is a way you can use this information to filter trade signals and improve your trades for some instruments. This article includes code to calculate the daily factor as well as sample code to apply the information to your tradi...

AUTHOR: Andrea UngerDATE: JUN 2023SUBJECT: Trading Methodology

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• The Outside Bar: A Rare And Powerful Filter

  ARTICLE SYNOPSIS ...Some price patterns can be used to filter trades. Find out the impact the "outside bar" can have on some trend-following strategies and how useful this can be. This article includes code to discover outside bar frequency in various markets, and sample code to trade those occurrenc...

AUTHOR: Andrea UngerDATE: FEB 2023SUBJECT: Price Patterns

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• A Directional Pattern To Ride The Wave

  ARTICLE SYNOPSIS ...Here is a price pattern you can use with a trading strategy to filter trades and ride a price wave. We'll explain the logic and show step-by-step how to do it...

AUTHOR: Andrea UngerDATE: DEC 2023SUBJECT: Price Patterns

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• The Weekly Factor Pattern

  ARTICLE SYNOPSIS ...In the markets, price expansion often follows price indecision. The "weekly factor" metric helps to capture this pattern. Find out how you can use it to filter trades for improved succe...

AUTHOR: Andrea UngerDATE: AUG 2023SUBJECT: Trading Methodology

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• The "Day Drop" Pattern

  ARTICLE SYNOPSIS ...Here is a price pattern you may not have heard of that you can use as a trade filter to improve system performance. In this article, we'll step through the process of writing some code to develop a trading strategy, we'll test adding some rules and conditions--including the filtering of trades using this price pattern--and we'll review the resulting system performance metrics...

AUTHOR: Andrea UngerDATE: APR 2023SUBJECT: Price Patterns

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• Filters On The Test Bench

  ARTICLE SYNOPSIS ...In this article, we analyze the effects of an indecision pattern on trend-following models and try to answer the long-standing question: Are the results of this model repeatable or the result of chance...

AUTHOR: Andrea UngerDATE: NOV 2022SUBJECT: System Development