Algotrading

FLD's - Future Lines of Demarcation Backtest An FLD is a line that is plotted on the same scale as the price and is in fact the price itself displaced to the right (into the future) by (approximately) half the wavelength of the cycle for which the FLD is plotted. There are three FLD's that can be plotted for each cycle: An FLD based on the median price. An FLD based on the high price. An FLD based on the low price.

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CMO & WMA Backtest This indicator plots Chande Momentum Oscillator and its WMA on the same chart. This indicator plots the absolute value of CMO. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder?s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.

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CMO (Chande Momentum Oscillator) Strategy Backtest This indicator plots Chande Momentum Oscillator. This indicator was developed by Tushar Chande. A scientist, an inventor, and a respected trading system developer, Mr. Chande developed the CMO to capture what he calls "pure momentum". For more definitive information on the CMO and other indicators we recommend the book The New Technical Trader by Tushar Chande and Stanley Kroll. The CMO is closely related to, yet unique from, other momentum oriented indicators such as Relative Strength Index, Stochastic, Rate-of-Change, etc. It is most closely related to Welles Wilder`s RSI, yet it differs in several ways: - It uses data for both up days and down days in the numerator, thereby directly measuring momentum; - The calculations are applied on unsmoothed data. Therefore, short-term extreme movements in price are not hidden. Once calculated, smoothing can be applied to the CMO, if desired; - The scale is bounded between +100 and -100, thereby allowing you to clearly see changes in net momentum using the 0 level. The bounded scale also allows you to conveniently compare values across different securities.

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Bull And Bear Balance Strategy Backtest This new indicator analyzes the balance between bullish and bearish sentiment. One can cay that it is an improved analogue of Elder Ray indicator. To get more information please see "Bull And Bear Balance Indicator" by Vadim Gimelfarb. This modified strategy backtest from HPotter

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Bill Williams Averages. 3Lines Backtest This indicator calculates 3 Moving Averages for default values of 13, 8 and 5 days, with displacement 8, 5 and 3 days: Median Price (High+Low/2). The most popular method of interpreting a moving average is to compare the relationship between a moving average of the security's price with the security's price itself (or between several moving averages).

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Bull Power Strategy Backtest Bull Power Indicator To get more information please see "Bull And Bear Balance Indicator" by Vadim Gimelfarb.

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Bear Power Strategy Backtest Bear Power Indicator To get more information please see "Bull And Bear Balance Indicator" by Vadim Gimelfarb.

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Cueing Off Support And Resistance Levels Backtest Cueing Off Support And Resistance Levels, by Thom Hartle modified by HPotter for trade signals. The related article is copyrighted material from Stocks & Commodities. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Z-Score Strategy Backtest The author of this indicator is Veronique Valcu. The z-score (z) for a data item x measures the distance (in standard deviations StdDev) and direction of the item from its mean (U): z = (x-StdDev) / U A value of zero indicates that the data item x is equal to the mean U, while positive or negative values show that the data item is above (x>U) or below (x Values of +2 and -2 show that the data item is two standard deviations above or below the chosen mean, respectively, and over 95.5% of all data items are contained within these two horizontal references (see Figure 1). We substitute x with the closing price C, the mean U with simple moving average (SMA) of n periods (n), and StdDev with the standard deviation of closing prices for n periods, the above formula becomes: Z_score = (C - SMA(n)) / StdDev(C,n) The z-score indicator is not new, but its use can be seen as a supplement to Bollinger bands. It offers a simple way to assess the position of the price vis-a-vis its resistance and support levels expressed by the Bollinger Bands. In addition, crossings of z-score averages may signal the start or the end of a tradable trend. Traders may take a step further and look for stronger signals by identifying common crossing points of z-score, its average, and average of average. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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WAMI Strategy Backtest The WAMI-based trading lies in the application and iteration of the optimization process until the indicated trades on past market data give consistent, profitable results. It is rather difficult process based on Fourier analysis. You can to change Trigger parameter for to get best values of strategy. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Trend Trader Strategy Backtest This is plots the indicator developed by Andrew Abraham in the Trading the Trend article of TASC September 1998 You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Strategy Stochastic Crossover Backtest This back testing strategy generates a long trade at the Open of the following bar when the %K line crosses below the %D line and both are above the Overbought level. It generates a short trade at the Open of the following bar when the %K line crosses above the %D line and both values are below the Oversold level. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Strategy RSI Backtest The RSI is a very popular indicator that follows price activity. It calculates an average of the positive net changes, and an average of the negative net changes in the most recent bars, and it determines the ratio between these averages. The result is expressed as a number between 0 and 100. Commonly it is said that if the RSI has a low value, for example 30 or under, the symbol is oversold. And if the RSI has a high value, 70 for example, the symbol is overbought. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Percent change bar chart Strategy Backtest This histogram displays price or % change from previous bar. Can be applied to any time frame. This strategy buy if value above 0 and sell if value below 0. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Bill Williams. Awesome Oscillator (AO) Backtest This indicator is based on Bill Williams` recommendations from his book "New Trading Dimensions". We recommend this book to you as most useful reading. The wisdom, technical expertise, and skillful teaching style of Williams make it a truly revolutionary-level source. A must-have new book for stock and commodity traders. The 1st 2 chapters are somewhat of ramble where the author describes the "metaphysics" of trading. Still some good ideas are offered. The book references chaos theory, and leaves it up to the reader to believe whether "supercomputers" were used in formulating the various trading methods (the author wants to come across as an applied mathemetician, but he sure looks like a stock trader). There isn't any obvious connection with Chaos Theory - despite of the weak link between the title and content, the trading methodologies do work. Most readers think the author's systems to be a perfect filter and trigger for a short term trading system. He states a goal of 10%/month, but when these filters & axioms are correctly combined with a good momentum system, much more is a probable result. There's better written & more informative books out there for less money, but this author does have the "Holy Grail" of stock trading. A set of filters, axioms, and methods which are the "missing link" for any trading system which is based upon conventional indicators. This indicator plots the oscillator as a histogram where periods fit for buying are marked as blue, and periods fit for selling as red. If the current value of AC (Awesome Oscillator) is over the previous, the period is deemed fit for buying and the indicator is marked blue. If the AC values is not over the previous, the period is deemed fir for selling and the indicator is marked red. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Bill Williams. Awesome Oscillator (AC) Backtest This indicator plots the oscillator as a histogram where blue denotes periods suited for buying and red . for selling. If the current value of AO (Awesome Oscillator) is above previous, the period is considered suited for buying and the period is marked blue. If the AO value is not above previous, the period is considered suited for selling and the indicator marks it as red. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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2/20 Exponential Moving Average Backtest Strategy This indicator plots 2/20 exponential moving average. For the Mov Avg X 2/20 Indicator, the EMA bar will be painted when the Alert criteria is met. You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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Historical Volatility Strategy Backtest Strategy buy when HVol above BuyBand and close position when HVol below CloseBand. Markets oscillate from periods of low volatility to high volatility and back. The author`s research indicates that after periods of extremely low volatility, volatility tends to increase and price may move sharply. This increase in volatility tends to correlate with the beginning of short- to intermediate-term moves in price. They have found that we can identify which markets are about to make such a move by measuring the historical volatility and the application of pattern recognition. The indicator is calculating as the standard deviation of day-to-day logarithmic closing price changes expressed as an annualized percentage. Please, use it only for learning or paper trading. Do not for real trading.

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Fisher Transform Indicator by Ehlers Backtest v 2.0 Market prices do not have a Gaussian probability density function as many traders think. Their probability curve is not bell-shaped. But trader can create a nearly Gaussian PDF for prices by normalizing them or creating a normalized indicator such as the relative strength index and applying the Fisher transform. Such a transformed output creates the peak swings as relatively rare events. Fisher transform formula is: y = 0.5 * ln ((1+x)/(1-x)) The sharp turning points of these peak swings clearly and unambiguously identify price reversals in a timely manner. For signal used zero. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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RSI HistoAlert Strategy This simple indicator modified RSI You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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High - EMA Strategy Backtest This indicator plots the difference between the High (of the previous period) and an exponential moving average (13 period) of the Close (of the previous period). You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... It buy if indicator above 0 and sell if below. You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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FX Sniper: T3-CCI Strategy Backtest This simple indicator gives you a lot of useful information - when to enter, when to exit and how to reduce risks by entering a trade on a double confirmed signal. You can use in the xPrice any series: Open, High, Low, Close, HL2, HLC3, OHLC4 and ect... You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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FSK (Fast and Slow Kurtosis) Backtest This indicator plots the Fast & Slow Kurtosis. The Kurtosis is a market sentiment indicator. The Kurtosis is constructed from three different parts. The Kurtosis, the Fast Kurtosis(FK), and the Fast/Slow Kurtosis(FSK). You can change long to short in the Input Settings Please, use it only for learning or paper trading. Do not for real trading.

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