By : Matt | October 21, 2014

My SaaS offering, the website StrategyDB.com provides technical strategy trading analytics, but no trading capabilities at this time, at least, not as it stands, out-of-the-box.

  

Coming Soon!

We can customize and enable the signals generated by the platform to trade, but have yet to do so. We are currently building an API that will enable this.

Is it for Retail?

The product does work well and service the retail community of traders that require better technical analysis that has ranking filters, and quant measures applied to the basic strategies. 

So what are we really doing?

  • We take historical market data across multiple exchanges, and multiple bar intervals, with various look back lengths, and we ba...

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By : Matt | October 13, 2014

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.


OutsideBar LE, SE  
*A Long entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is greater than the Open.)  
*Short entry based on the occurrence of an outside bar (Low less than the previous Low, High greater than the previous High and the Close is less than the Open.)  

When working with price action, and trading using an OHLC (Open-High-Low-Close) bar chart, you need to understand the significance of an outside bar. This market structure setup signal is complicated to use because it is very context dependent, so accidental misinterpretations ...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes. 


MA Cross LE, SE   
*A Long entry based on prices being above a moving average for a consecutive number of bars.   
*A Short entry based on prices being below a moving average for a consecutive number of bars. Price="Close," Length="9," ConfirmBars="1.


MA2CrossLE,SE
*ALongentrybasedoncrossingmovingaverages.
*AShortentrybasedoncrossingmovingaverages.
Price=Close,FastLength="9," SlowLength="18.


MA3CrossLE,SE
*ALongentrybasedoncrossingmovingaverages.
*AShortentrybasedoncrossingmovingaverages.

Price=Close,FastLength="4," MedLength =9, SlowLength="18.



In the technical analysis of price ac...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.  


Momentum LE, SE 
*A Long entry is based on a rising momentum calculation. 
*A Short entry is based on a declining momentum calculation. 
Price=Close, Length=""12.

Momentum investing, also called momentum trading, is the process of maximizing profits and returns by focusing on trading stocks or financial instruments that are trending in one direction (usually upward) at a very high volume. Each stock, fund, etc. might only be held for a few hours or a single day to take advantage of the momentum, which is powerful yet temporary.


Traders can locate and identify potential momentum stocks by monitoring the news (on financial televisi...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.


Key Reversal

*A Long entry based on a Key Reversal bar (a new low and a higher close than the previous bar.)   
*A Short entry based on a Key Reversal bar (a new high and a lower close than the previous bar.) Length=""1

 In stock trading, a "key reversal" is a one-day-long set of trading activity that serves as an indicator that a trend is reversing, or pivoting; you might also hear it called a "reversal day" or a "one-day reversal."


Key reversals do not happen too often, and they can beconsidered to be a high risk signal to trade upon; however, if you learn totake advantage of them correctly, you can certainly profit from them. They ar...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.   


Inside Bar
A Long entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is greater than the Open.) 
A Short entry based on the occurrence of an inside bar.(Low greater than the previous Low, High less than the previous High) and the Close is less than the Open.)

When using bar charts (sometimes also referred to as OHLC charts, in which OHLC stands for "Open-High-Low-Close"), it is important to understand a phenomenon known as the "inside bar" and how to use it to your advantage.


Each bar in an OHLC chart represents four price points from one day only (or from ...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.  

Gap Up Down LE, SE 
*A Long entry is based on the occurrence of a Gap Up (if the current low priceis higher than the previous bars high.) 
*A Short entry is based on the occurrence of a Gap Down (if the current highprice is lower than the previous bars low.)

A common signal lour trading intelligence software monitors for you is "Gap Up Down."A "gap up" is when the lowest price point today is greater thanyesterday's highest price point. A "gap down" is when today's highestprice point is lower than yesterday's low. Yesterday's price point is oftencited as the 4 PM closing value. Today's price point is often cited as the 8:30AM EST open...

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By : Matt | October 04, 2014


One of the keymetrics our trading intelligence database helps to track and highlight for youis "consecutive ups and downs," which our system abbreviates as"ConsecUpsDwns." Analysts have discovered that consecutive ups aswell as consecutive downs reliably indicate particular conditions, dependingupon the specific number ofconsecutive days. Also, in a general sense, although it might feelcounterintuitive, when a stock experiences numerous down days in a row, it is asignal to buy it. And when a stock is up for a consecutive number of days, itis a signal that it is time to short it.


Once youunderstand the implications of these different ConsecUpsDwns patterns, you cantime your investments to minimize your risk, as you will be able to pre...

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By : Matt | October 04, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.  


Bollinger Band LE, SE 
*A Long entry is based on the highprice crossing below the upper BollingerBand. 
*A Short entry is based on the low price crossing above the lower BollingerBand. 
BollingerPrice=Close, TestPriceUBand=""Close,"" Length=""20,"NumDevsUp="2,"" NumDevsDn=""2.

"Bollinger Bands," sometimes colloquially referred to as "volatility bands," are a well established methodology for plotting anticipated stock price activity over the near term. This methodology is named after John Bollinger, a trader who developed the strategy in the 1980s. Because this methodology has been successfully tested and applied for several de...

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By : Matt | October 03, 2014

Strategy Back-testing is perhaps the easiest way to waste your days, weeks, months, and quite possibly years away. You can aim at creating a single trading strategy for a particular symbol or asset class, or target strategy creation for the all inclusive multi-purpose Swiss Knife effect; with the goal of perhaps having it function well enough to trade all of the symbols within a single asset class, or many asset classes. These goals come with pitfalls. In the end, despite having invested all of your resources, you may still   not find a stable signal or signals, that beat noise, other important quantitative metrics, or discover that "Holy Grail" strategy you were seeking. Try to write strategies that do everything well, in every...

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By : Matt | September 23, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.  


MACD LE,SE 

*A Long or Short entry based on a MACDcrossover. 
FastLength=12, SlowLength=""26,"" MACDLength=""9.

Moving average convergence / divergence, also known as MACD is a trading indicator,used in the technical analysis of Forex, Futures, and Stock prices. It is usedto mark changes in the direction and momentum of price.


This indicator uses information from a group of thee time series, has a look-back period that varies, and is usually based on the closing price. The three series consist of the actual MACD series, the average series (known as the signal) and the divergence series which is simply the difference between t...

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By : Matt | September 23, 2014

Here's the basic strategy code we use in our applications for back-testing purposes.  


Bollinger Band LE, SE 
A Long entry is based on the highprice crossing below the upper BollingerBand. 
A Short entry is based on the low price crossing above the lower BollingerBand. 
BollingerPrice=Close, TestPriceUBand=""Close,"" Length=""20,"NumDevsUp="2,"" NumDevsDn=""2.

"Bollinger Bands," sometimes colloquially referredto as "volatility bands," are a well established methodology forplotting anticipated stock price activity over the near term. This methodologyis named after John Bollinger, a trader who developed the strategy in the1980s. Because this methodology has been successfully tested and applied forseveral decades, it...

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By : Matt | September 04, 2014

In the spring of 1981, Matt Goss,while enrolled in night school at college, found himself working for a Gold Futures brokerage   operation on   Comex during the day.The owner charted the markets by hand. This was accomplished by using asubscription to the   Commodity Research Bureau’s Commodity Chart Service   that would arrive early on Monday mornings at thetrading booth next to the Gold pit.


As a clerk, Matt was required,along with his co-workers, to keep up the charts for all of the majorcommodities on an intra-day basis. With the help of many sharp pencils, steadyhands, and the internal quote boards on the floor feeding workers real-timeprices, they completed their tasks. For end-of-day ...

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By : Matt | August 21, 2014

The Right TradingTools Can Have Dramatic Effects On Your Success. ‘Choose Wisely!’


  

Here at StrategyDB, we have thetools and technology to help you significantly enhance your trading efficiencyusing a powerful array of analytical tools, innovative trading decision andmanagement software as well as technical focused strategies that deliverexactly what you need, consistently.


Markets change, evolve, expand andcontract at alarming rates, and StrategyDB helps you keep up with them withincredible agility. We provide market leading solutions that meet criticaltrading needs and integrate seamlessly into your trading workflow.


Presenting StrategyMatrix


Our Proprietary Cloud Solution for a Seamless Decision Workflow


Pr...

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By : Matt | August 21, 2014

A living will is a special document that has legal and binding authority. It is written specifically by a person to detail his wishes and requests covering specific medical procedures and treatments needed in case of adverse medical conditions. If you become unable to speak or decide about getting medical attention, the living will could be your way of being in control and having to decide for your life. The decision could not be made on the moment itself but it could be written in anticipation. 


There are just many other information and things people should learn about living will. In definition, a living will, and all other legal advance directives, is a written instruction about a person’s specific medical care preferences and choice...

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By : Matt | August 14, 2014

Just about everyone has a co-worker has a fellow co-worker that he or she does not quite see eye to eye with every day. While some of these co-workers may make work more difficult, there are ways around these sticky situations.


It is possible to work effectively and efficiently with others, it just takes a little practice and a few tips.


Everyone has a Job

It is important to learn early on what your job description is and, if you can, before starting work to ask for a copy of yours. Once you have your job description in hand, you have a bit of leverage when you think someone asks you to do something you do not believe is within your job description.

Once you are aware of your job description, it is also important to note what other co...

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By : Matt | June 11, 2014

Welcome to the Trading Strategy Kitchen.

Today, we're cooking up some back-test success rice.


 

Basic Problem:

Given any financial time-series market data, it is   simple   to over-fit (curve fitting) a high-frequency, low frequency, investment, or other trading strategy, so that it performs well in-sample.

How to overcome the delicious flavor of an over-curve-fit strategy? 10 Minute Success Rice!

Simple Question:

Are “optimal parameters” bad?

Normally Accepted Solutions:

  • Hold out data or out-of-sample-data
  • Generate random scenarios
  • Model Sequestration

Improved Solution(s) to Consider:

Minimum back-test length (MinBTL) that an investor should require given the number of trials that the researcher use...

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By : Matt | May 20, 2014


Is it possible to apply any part of network theory, at a very high level, to technical analysis, and create an indicator or trading strategy around it?


Power Law Overview –

Network theory, hubs, nodes, and power laws can teach us much about the world.

In the power law, the focus is on exponential functions, numbers squared, cubed or taken to the 10th power. These are common. Power laws are the opposite of mainstream basic statistical concepts. Normally accepted concepts - the idea that probabilities reveal themselves in the average distributions of bell-shaped curves is trumped by power laws.


The stock market may be ruled by power laws. The bell curve may be a dangerous thing to bet on. Power laws teach us that there is a different ...

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By : Matt | April 14, 2014

Differenet types of traders with varying investment time-horizons often forget to consider the range of the bars for the market under analysis.


For technical analysis focused traders, many are familiar with average true range first introduced by Wells Wilder. The range is simply the size of a bar. The (High-Low) provides a simple arithmetic range measurement for any symbol, any asset-class. Range measurement may be undertaken by aggregating the market data and measuring. However, do remember that tick data has no range as it is the smallest increment that the underlying can trade in. But as soon as tick bars, second bars, 1 minute bars or longer are under consideration, measurements of the size of the price movement may be undertaken.


Don't forget to analyze the range because it is a simple way for you to possibly improve your trading, system, or trading model. How?


One way to go about this is to search within the library of indicators on the trading platform, and locate the range indicator or the ATR. Overlay the indicator on a chart to learn the average size of the bar under analysis. There's usually some look back period or smoothing performed. Quite often, the ATR will be 14 periods, with a variable input so that you may alter the look-back length. Gallwas just posted a very nice article on this here. Analyzing Dollar Range


If you are a quantitatve analyst you may want to aggregate some market data into 15 minute VWAP highs and lows while looking at equities, and measure the size of the interval and then take a trimmed mean. 


  


I run one algorithm that trades the S&P 500, where I datamine a focused range size for use in order placement. I accumulate the range size but only for the bars that the trading strategy has a long signalThis result allows placement of an initial order bracket a) outside the window of results for the downside stop b) just inside the window of results for an upside profit target. 


This is a rolling window and dynamically changes as volatility or range size increases or decreases. Of course, my model may have other exit criteria, but for an initial OCO bracket order, it allows me to relax because I know that I have protection at the right location and a possible profit target that has a high probability of gettting hit if the market moves my way very quickly with some good vertical thrust, prior to my other conditions being met.    


Knowing first that your model has real signal and moves in the direction of your position over time, is key. But adding the vertical dimension is also important especially when moves do not mature horizontally as expected, but moves vertically instead.

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