by George Pruitt on January 30, 2024 in Uncategorized
I was hoping to create a short cut by using AI generated code, but… I asked ChatGPT[FREE] to provide source in Python for Wilder’s Directional Movement Index. Here is what it generated. Notice where the Positive Directional Movement pdm and Negative Directional Movement mdm are calculated. This calculation is correct, and it needs to be carried […]
READ MOREby George Pruitt on June 20, 2023 in Uncategorized
Check out the new data by going to the TradingSimula18 download page. Also, I will be releasing the latest version of TS-18 that is much faster and has a few more bells and whistles very soon. Equity curves are now created for each market in the portfolio via Excel workbook. New Sector Analysis: Sector Break […]
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 April 8, 2021 in Uncategorized
Pan Rolling has Translated TFS-DIY It is available on Pan Rolling’s website at PanRolling.com – just search for George Pruitt. I am in the process of updating the data through the last couple of days and will have that available on the website. I am also refactoring the code to make it easier to wade […]
READ MOREby George Pruitt on December 22, 2020 in Uncategorized
Date Update Now Available on the TS-18 page I have updated data for those users of TS-18 from 2005 through Dec 21, 2020 Good luck with your programming and testing.
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 […]
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