by George Pruitt on March 6, 2020 in Channel Algorithms, Free Trading System, Python, Sector Analysis, TradingSimula-18, Trend Following System
Using TradingSimula-18 to Poll and Sort Daily Market Risk and Limit Market/Sector Exposure In this post I hope to demonstrate the power of TS-18. I want to back test a simple Donchian system that only trades the three least risky (defined by long entry price – long exit price or short entry price – short […]
READ MOREby George Pruitt on January 3, 2020 in Free Trading System, Python, Sector Analysis, Trend Following System
Limiting sector exposure can help limit draw down. When back testing with most platforms you have to throw a huge portfolio at an algorithm and hope for the best. Does it matter that all six markets in your currency sector is currently long? You bet it does. If a geo-political event occurs then you could […]
READ MOREby George Pruitt on January 2, 2020 in Introduction, Python, Sector Analysis, TradingSimula-18
Here is some code and visual aid to help understand how TradingSimula-18 figures out how many current positions are in the same sector as the market that is currently being tested. Now that I know the sector the current market belongs to I can use that information to extract the total positions in that sector. […]
READ MORE