by George Pruitt on July 16, 2023 in Free Trading System, Introduction, Python, TradingSimula-18, Trend Following System
Many of TS-18 Indicators are Class Based and Here is Why! Many indicators need their prior bar’s value to calculate the current bar’s value. In Python, external modules or functions that calculate these values have amnesia; they can’t even remember what their prior output was. In TS-18, all indicators and their associated classes and functions […]
READ MOREby George Pruitt on July 12, 2021 in Introduction, Python, TradingSimula-18, Trend Following System, Uncategorized
Hello to All! I have provided an update to the continuous contract data that I was filtering from the Quandl’s free Chris database or WikiFutures. Unfortunately, like many of the data streams from Quandl that database has been deprecated. So I will see if I can find some other free data. However, the data from […]
READ MOREby George Pruitt on September 29, 2020 in Introduction, Python, TradingSimula-18, Trend Following System
WowsssadfSlippage Can Vary Throughout the Life of a Back-Test Many testing platforms allow you to set a slippage and commission fee on a trade by trade basis. The only problem is that it is fixed for the life of the back test. You can always set a high amount to err on the side of […]
READ MOREby George Pruitt on July 29, 2020 in Channel Algorithms, Free Trading System, Introduction, Python, TradingSimula-18, Trend Following System, Uncategorized
Correction to Original Post! Turtle Intro [Corrections in bold and results – August 6, 2020] My favorite book on the Turtle Trading System is Curtis Faith’s “Way of the Turtle.” I like this book because of the thorough explanation of the rules as told by Curtis. Having been in this industry for a very long […]
READ MOREby George Pruitt on April 16, 2020 in TradingSimula-18, Trend Following System
Hi to all! If you have purchased my TrendFollowing book and have used TradingSimula-18 you will notice all the data is in tabular format. I have now included output in the form of an Excel document that plots the combined equity curve of the system you are testing. Here is what the equity curve looks […]
READ MOREby 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 23, 2020 in Free Trading System, Mean Reversion, Python, TradingSimula-18, Trend Following System
Mean Reversion and Trend Following Produces Smooth Equity Curve Expanding to a large portfolio is easy to do if you have a very large account. Most retail trading accounts can’t cover the margin requirement nor the risk involved with trading many markets. Take a look at this chart. It trades a very small portfolio of […]
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 […]
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