In order to evaluate real time performance i will provide real-time signals on my twitter account under the hastag #QQQIBSM1. From time to time...
Regarding the number of days in the Highest High Close i found a stable range between 3 and 6 days.
As you can see the system make money with all the range of IBS threshold value. I found a stable range between 20-35. I choose the original value...
Basically the system have two parameters that can be optimized (i never change, with a small exception the ATR_STOP formula (in theory you could,...
I usually do that test in related markets like (SPY, IWM or MDY) and see if the system makes profit and if the equity line have a positive slope....
I´m not expert at write code but i have some basic knowlodge of amibroker and Mestatock. I think i can translate the rules to both languages. Dont...
Here is the complete rules for the #QQQIBSM1 system: Entry/Exit price: Allways at the next open daily bar. Its not possible entry and exit at...
There are two possibilities to exit the trade. It will depends if the yesterday the Close is greater than ATR_STOP. If thats the case the Exit...
In my research, at least in QQQ i found that the last trading day activity isn't so much important and i allways check if the signal the trading...
Before I put the rules, some explanation. My signals are short term by nature (swing trading), but if I can ride a trend I don't mind. My...
Some stats before the code!
Will post full details soon.... but: How many trades does the system make per year? Average 21 trades. Is there any optimization involved?...
#QQQIBSM1 system is on daily data. Entries are made on the open of next day after the signal. Exits are also on the next open day after the exit...
The first system that i will present is based on the Internal Bar Strenght (IBS) concept. I called it #QQQIBSM1. It's a long only system apllied...
Hi guys. I will post here info about Algo Trading Strategies and Trading System Development. This is for educational purposes only. You shouldn't...
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