The Livermore System: Part 2 | Trading Strategy (Filters)
I. Trading Strategy Source: Kaufman, P. J. (2020). Trading Systems and Methods (Chapter 5: The Livermore System). New Jersey: John Wiley…
R&D BLOG
The Livermore System: Part 1 | Trading Strategy (Filters)
I. Trading Strategy Source: Kaufman, P. J. (2020). Trading Systems and Methods (Chapter 5: The Livermore System). New Jersey: John Wiley…
Dual Momentum & Rate of Change | Trading Strategy (Entry)
I. Trading Strategy Concept: Dual momentum trading strategy based on Rate of Change (ROC). Research Goal: Performance verification of dual…
Dual Momentum & Vortex Indicator | Trading Strategy (Entry)
I. Trading Strategy Developer: Etienne Botes and Douglas Siepman (Vortex Indicator). Concept: Dual momentum trading strategy based on Vortex Indicator….
Vortex Indicator | Trading Strategy (Entry)
I. Trading Strategy Developer: Etienne Botes and Douglas Siepman. Source: The Vortex Indicator. Stocks & Commodities, January 2010. Concept: Momentum…
Volatility Clustering: Part 3 | Data Analysis
I. Trading Strategy Concept: Opening Range Breakout (ORB) with Volatility Clustering (Large price moves tend to be followed by large…
Volatility Clustering: Part 2 | Data Analysis
I. Trading Strategy Concept: Large price moves tend to be followed by large price moves, and small price moves tend…
Volatility Clustering: Part 1 | Data Analysis
I. Trading Strategy Concept: Large price moves tend to be followed by large price moves, and small price moves tend…
Wide Range N-Day Pattern | Trading Strategy (Setup)
I. Trading Strategy Developer: Toby Crabel (Narrow Range N-Day Pattern; Note: Wide Range N-Day Pattern applies a reverse logic of Narrow…
Modified Hikkake Pattern | Trading Strategy (Filter & Exit)
I. Trading Strategy Developer: Dan Chesler, CTM, CTA. Concept: Trading strategy based on false breakouts. Research Goal: Performance verification. Specification:…