NeoTicker Blog

Here is the trading system I presented in the Futures Magazine article, Using market breadth in trading systems, in the January 2008 issue.

System Setup

1. Emini S&P regular trading hours (RTH) only.

2. 130-minute bar. Drop the last 15 minute from RTH because there is no breadth data to collect in that 15 minutes.

3. SP_D3A is the signal generating series.

4. It is a multiple day swing trading system

Downloadable Code

Those of you who have NeoTicker can download the formula language based system here.

S&P 500 3-Day Advance Issues Trading System

NeoTicker trading system fire orders after bar completion, this limition is done to emulate real-time condition when a signal is only confirmed after a bar is completed. However when signal indicators are based on higher time frames (e.g. 15 minutes, 30 minutes and etc.), this order placement method suffer when order placed at next bar could be 15 to 30 minutes after signal bar, compress series in NeoTicker can be used to compensate for this deficiency and make trading systems enter with acturate prices and fills.
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Here is an extremely simple trading system that violates the classic rule of trading, trend is your friend, with very good results. It is an excellent example that illustrates how counter-trend approaches work.

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The original OddBall System no longer performs since end of year 2001 (see OddBall System - An Update). Here is an attempt to improve the system.

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Stochastics is one of the most widely used technical indicators in the world. Surprisely, most traders like to modify the original indicator into something else because they find the original implementation too noisy.

I am going to show you a trading setup using the original Stochastics SlowK indicator that works very well on daily data across many stocks that I think you will consider re-examine this classic technical indicator once more.

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I am going to present a system that takes multiple technical indicators as part of its decision making. By combining these indicators through a simple scoring system, we get a very profitable daytrading system that works year after year.

(Lawrence - this system was designed many years ago (before year 2000) and was originally created for a trading platform that was very popular at the time. I was going through some old notes I have and adapted the code into NeoTicker. I am very glad that NeoTicker can implement the same system in 1/10th the amount of code required to implement the system. The original money management code has to be stripped due to various reasons, including NDA restrictions.)

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The trading system presented in Formula 301 #3 is a moving average based trading system that works year after year.

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Before we have access to intraday day data, how do we test trading systems that last only a day?

Long time ago, thats all we have access to, and I think it is a good idea for our readers to see how traders utilize classic bias without the help of intraday data in creating day trading systems.

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I and Louis have written an article called Advance Issues Momentum published in the Technical Analysis of Stocks and Commodities magazine, August 2004 issue. Here is an update about this interesting indicator.

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OddBall is created by Mark Brown, and was featured in Active Trader magazine. It is a trading system designed for trading the S&P index future (or the emini counterpart). The signal generation of Oddball does not depend on the price data itself. Instead, it is based on the Advance Issues data from NYSE. We originally posted this system’s implementation in NeoTicker and its performance back in 2003.

Here is an update of the current performance of this interesting system.

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