Australian (ASX) Stock Market Forum

trading systems

  1. M

    Amibroker Systems using ASX & US data - confused about 1 day difference

    Hi all Im playing around with Amibroker systems trading ASX stocks but the system also references $SPX (S and P 500 index). My system gets the signals and then buys on open the next day. Can someone verify for my very confused brain, that i would need to run the scan or explorations looking...
  2. S

    Trading systems of the past

    I introduced myself in another thread, and here want to share what worked for me in the past. First two systems designed for South African ALSI (All Share) index. The third one - SPI in 2006. 1. End of day data. Entry - if close is higher than open + yesterday's range * 0.7 - buy on close. If...
  3. pollen

    Futures Trading Systems Algorithmic Strategies

    hello to all the beautiful forum I'm a futures trading enthusiast in general I often use algorithmic automated systems , I wanted to exchange some opinions about services that you use and that you think are reliable , about receiving medium-term operational signals on futures indices
  4. S

    Amibroker Trading System Collection with Backtest Report

    Hi, Thought of sharing a good collection of trading systems coded in Amibroker with their respective backtest report. Each of these systems are backtested on Indian stocks/indices. I have personally tried some of them on ASX stocks too and it looks good. Please share your thoughts whether...
  5. howardbandy

    Dr Howard Bandy's newest book has been published

    Greetings -- Today, August 24, 2016, is the publication date for my newest book, "Foundations of Trading." The book's web page is (That will take you to the Blue Owl Press website from which all of the books and video presentations are available.) It...
  6. H

    Why do CTAs mostly use trend-following systems?

    Why the preference for trend-following and the neglect for mean-reversion strategies?
  7. L

    Why isn't everyone rich trading these systems?

    Another good post from PAL blog about mean reversion strategies. I backtested all three in SPY and returns are high. So my question is: Why isn't everyone rich trading these simple systems? I guess this is a stupid question because not everyone can be rich but while tarders complain in America...
  8. T

    Anyone here know how to automate systems (MQL4 language)?

    As the title says, I wonder if there are people here who know how to automate systems (mql4 languaje). Someone who knows enough about programming mql4. Maybe someone who made a complete course about it. (from Australia) Thank you. tradermarket
  9. F

    (Semi-) Automated trading systems

    I was wondering if anyone uses an automated trading system? In another thread there was a mention that futures and forex are the best suited instruments for such trading strategies. Are there any others? I am thinking of putting together a system. This will be more of an exercise that forces...
  10. fiftyeight

    My System vs. The Rest

    So I have continued reading, and have come across some good books mentioned on here. I have also had a look at the ******************** as recommended by Tech/A. With the amount of time I have available to dedicate to my trading education it will be some time until I have a system let...
  11. B

    FX & Stock Market - Strategies & Systems, 'For Sale'

    " For me the main reason for trading is to have simplicity and stability, as well as high probability trades,"....... I have been in the equity market for almost ten years now and in the forex market for two years. I learned very early that trading is not for the shaky ones. One must have a...
  12. howardbandy

    My new book, Mean Reversion Trading Systems, is available for pre-printing ordering

    Greetings -- My new book, "Mean Reversion Trading Systems," is nearly complete. I will be sending it to the editors this weekend. Depending on how much revision they suggest, the book should be ready to send to the printer about Monday, December 24...
  13. M

    Approaching system development

    Hi all, I'm relatively new to system trading and I'm struggling along to learn AmiBroker. I've read a smattering of books on system development and remain somewhat uncertain as to the best way to approach this task. In _Trading Systems_ by Tomasini and Jaekle (2009), discussion is given...
  14. howardbandy

    A paper -- Developing Robust Trading Systems

    Greetings -- I have written a paper describing an original approach to evaluating the health of a trading system, and an original approach to determining position size based on system health that might be of interest to some of you. It is entitled: Developing Robust Trading Systems, with...
  15. PluckyPete

    Sources of historical data for back-testing day-trader systems?

    Hi guys, Can anyone suggest some good sources of historical data for back-testing day-trader systems? Ideally, I'd like to be able to select a stock and have data going back a few years (the more years the better, really - I'd love to test against some "Black Friday" type events too). What...
  16. markhocky

    Review: Trading Systems (a new approach...) - Jaekle and Tomasini

    Title: Trading Systems - A new approach to system development and portfolio optimisation Authors: Urban Jaekle & Emilio Tomasini Published: Reprinted 2011 (first published 2009) Overview: Trading Systems by Jaekle and Tomasini is a well presented demonstration of how one can go about...
  17. P

    Tradelink - real time trading systems

    Hi All, After many years of trading and 'adjusting' my entry & exit signals when in trades (guilty I know!), I have started to write software using Tradelink (see to force me to stay with my trading system when in trades. I'm an engineer and have many years programming...
  18. tech/a

    Howard Bandy "Quantitative Trading Systems" & systems design Q&A

    Howard. Just recieved your book a couple of days ago. Firstly send my Thanks to your packaging staff. Tremendous job. From a brief look at your book, there is a great deal of effort in it. I lookforward to having a read. With the influence of amibroker I can see I'll have to yet again...
  19. E

    Trading systems design

    hiyall, first many thanks to all who contribute here, lots of great info and ideas being shared. special thanks to stevo, GP, and ASX gorilla... your blogs, posts, and code have been quite helpful to me. im a newbie when it comes to tech analysis and quantitative systems design, and im...
  20. A

    Simple Trading Systems

    I am currently looking to purchase a trading system that actually works and can produce great results.I have tried,over the years to develop one myself- one that can work across all markets and work consistently but I keep going back to the drawing board.Finding such a system is becoming more...