The Indicator Store

Impulse Mode As we all know, one of the most profitable types of Market is the Impulse Mode. Once the impulse mode is established, there are lower than average or not pullbacks at all, so it is very difficult to enter the market until the move is finished. This is the reason why it is so important to determine when the market is ready to start an impulsive move and get into the last pullback. The definition of this rule is critical to avoid to take a lot of fakes moves, but even taking several failures, the profit potential is so big that compensates taking several loses before the final winner. The rule I use to define when a market is about to start a trending mode is the Bollinger Crossover and it works as follows ; We need a fast moving average and a slow Bollinger Band. And the the settings we must find are those that make the fast moving average to stay inside of he Bollinger on sideways and even slow trending markets. When we get a Bollinger...

Is it possible to define a trade system only with a moving average (MA) ? That would be something like this ; If price is above the MA then we place a limit order at its price value... If price is below, then we place a sell limit at the MA price value... We could also define a zone where no trades should be placed... ...let say, while price is too close the MA, then we have no trend ; so no trades. If price goes far enough from the MA, then we have a defined trend, so we start chasing the MA. Sounds easy...but ; Can we find a combination of timeframe and period of MA that produces results ? I created a long time ago a strategy that exploits that edge, it is called PM_EMA and its first purpose was just that ; find good moving averages to work with... Using the Strategy Analyzer Tool on Ninjatrader we can run an optimization process where we test the strategy using a range of moving averages, and then create a chart where we can get the PnL vs period ( see attached picture )...

La mayoría de los Sistemas actuales de Trading utilizan uno o varios indicadores dedicados y reglas complejas. Muchas veces es necesario automatizarlos para poder seguirlos sin cometer errores. Para un principiante, lo mejor es empezar con un Sistema que utilice reglas claras y fáciles de aprender y seguir. En esta nota vamos a desarrollar un Sistema que opera en momentos que hay Tendencia definida y utiliza indicadores convencionales, de los que cualquier plataforma ofrece. Para seguir este sistema vamos a necesitar Bandas de Bollinger y Medias Exponenciales. Con este sistema no solo podremos definir la tendencia, sino también cuantificarla e incluso detectar cuando el mercado analizado pasa de un movimiento de tendencia fuerte a completamente impulsivo. Los movimientos impulsivos son los que más relación Ganancia/Riesgo ofrecen, y usualmente conviene operarlos con trailing stops en lugar de Objetivos fijos. A continuación veremos la confección del grafico para seguir este sistema. Da...

http://www.screencast.com/t/ wfOXiSI4cvAu One of my best strategies that can be configured to be profitable in all kind of markets, from crude oil to bonds This is the performance on crude oil trading just 1 contract with 15 ticks of target and stop