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Quantifying Technical Analysis

candlesticks backtesting finance python R FOSS trading strategies yahoo historical data trading weathlab quantshare pandas quantdesk lucena research

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Quantifying Technical Analysis | blog.kilotrader.com Reviews

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candlesticks backtesting finance python R FOSS trading strategies yahoo historical data trading weathlab quantshare pandas quantdesk lucena research

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1

Quantifying Technical Analysis: June 2010

http://blog.kilotrader.com/2010_06_01_archive.html

An Open Notebook Trading Project. Summary of Candlestick Testing. Historical Stock Price Data Source. For this to work, I need to spend about an hour every day to plan my trades the next day. I simulate my backtests using Fidelity Wealth-Lab Pro. Fidelity does a very good job of delivering EOD historical data. But. they send the data over after 10PM at night. This leaves me very little time to plan my next days trades. I would really like this data available at 3PM instead of 10PM. Posted by guru ji.

2

Quantifying Technical Analysis: More about the Morning Doji Star

http://blog.kilotrader.com/2011/01/more-about-morning-doji-star.html

An Open Notebook Trading Project. Summary of Candlestick Testing. More about the Morning Doji Star. Last month, I blogged. That the morning doji star was a very rare pattern. I claimed that on an EOD basis, there are only ten instances of occurrence of this pattern in SP500 stocks over the last 15 years. The 10 instances are shown below. Of the 10 opportunities, 6 are profitable in the short term. 1 AES on 10/30/1997. 2 ETN on 4/23/1998. 3 DHR on 10/5/1998. 4 VNO on 10/12/1998. 5 AMT on 7/13/2001.

3

Quantifying Technical Analysis: April 2010

http://blog.kilotrader.com/2010_04_01_archive.html

An Open Notebook Trading Project. Summary of Candlestick Testing. I just finished reading this book called Beat the Market: Invest by Knowing What Stocks to Buy and What Stocks to Sell. By Charles D. Kirkpatrick. This book has resonated with me quite a bit. Needless to say, I highly recommend it. The book presents the authors research where is looks at the market in relation to itself and introduces the concept of relatives. Continue to lead the market in the short term and yield better than the market.

4

Quantifying Technical Analysis: System on collective2

http://blog.kilotrader.com/2014/06/system-on-collective2.html

An Open Notebook Trading Project. Summary of Candlestick Testing. Subscribe to: Post Comments (Atom). Price Action Lab Blog. Blog for Trading Success. Simple template. Powered by Blogger.

5

Quantifying Technical Analysis: May 2010

http://blog.kilotrader.com/2010_05_01_archive.html

An Open Notebook Trading Project. Summary of Candlestick Testing. Summary of Candlestick Backtesting. This post summarizes the candlestick back-testing so far. To understand the effectiveness / profitability of these signals, I choose to look at two measures of performance. Number of Trades : The number of trades is number of times the particular showed happened during the back-test period. There are two inferences from this number:. If the number is small, the results are not statistically reliable.

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