By : Matt | October 30, 2014

"Volatility" in price action is variability, specifically variability away from the norm or the average price. Volatility can be measured using the standard deviation, which calculates how high and how low prices deviate from the moving average. The greater the standard deviation becomes, the greater your investment risk becomes in parallel. The higher the price range, the higher the volatility, and in turn the risk. But it is not possible to gain any rewards from trading without assuming some level of risk, so the key is to be aware of the level of volatility in price and take calculated risks only.When a period of volatility arrives suddenly and there are multiple quick but significant price changes, this is said to be a time of...

By : Matt | October 30, 2014

The parabolic indicator, also called the parabolic SAR (PSAR) or the "Parabolic Time/Price System," is a widely applied technical analysis tool that is used to gauge the short-term momentum of a stock or other financial instrument, particularly to gauge when that momentum has a high likelihood of changing in direction.This indicator is meant to be applied in trending markets only rather than in "sideways" or "ranging" markets; a parabola is a u-shaped curve, implying a trend, after all. Because some trends can last for weeks or months, this indicator gives a trader cues as to when it is time to exit and sell.SAR stands for "stop and reverse," and signals a trend reversal. The parabolic indicator is pa...

By : Matt | October 30, 2014

The Stochastic indicator is a tool that helps you gauge the momentum, or strength of movement, of a stock, fund, FOREX or other financial instrument so you can time your market entry and exit points accordingly. This tool is sometimes also called the "Stochastic oscillator."The inventor of this indicator, George C. Lane, was once quoted as saying the Stochastic indicator measures "the speed or the momentum of price," as opposed to volume. He also noted "the momentum changes direction before the price," meaning this indicator is capable of signaling impending price reversals. You can also use this indicator to confirm the presence of a trend if another tool has provided you with dubious results.


The Stochastics i...

By : Matt | October 30, 2014

RSI is a momentum indicator or momentum "oscillator;" RSI stands for "relative strength index." RSI is used to determine if an asset or financial instrument is overbought or oversold; it compares recent average gains in price to recent average losses in price. This indicator tracks both the speed and the direction of price.As with other oscillators, this indicator is expressed as a number between 0 and 100. At 70 and above, an asset or financial instrument is considered to be overbought. At below 30, the asset or financial instrument is considered to be oversold. Some traders like to adjust these numbers slightly, to calculate oversold conditions at 80 and above and oversold conditions at 20 and below.RSI is calculated u...

By : Matt | October 30, 2014

A price channel is a zone between two parallel trendlines; the top trendline follows the highest closes and highest price points, and the bottom trendline follows the lowest closes and lowest price points. The area between the two lines is known as the "trading range." Sometimes a dotted line is also inserted to represent the midpoint between the top and bottom trendlines. The trendlines are typically developed using the exponential moving average, but the simplified moving average can be used as well.Price channels can either ascend, descend or progress horizontally. When prices cross over the top or bottom trendline, these are termed break outs. 


A break out over the top line (during an upward trend) is considered to be a bu...

By : Matt | October 30, 2014

If you want to take advantage of short-term market trends in stocks, funds, FOREX or other asset classes and time your entry and exit points correctly and profitably, you should familiarize yourself with the concepts of "pivot points" and "pivot trading." A "pivot point" is a technical analysis indicator that is applied to assess an overall trend in price action. You can also conceptualize a pivot point as a critical turning point in the price action of an asset. 


A "calculated pivot point" is derived using the average of the highest price, the lowest price and the closing price from the previous day or trading session. (Some traders also merge in two additional values representing support and res...

By : Matt | October 30, 2014

"PercentR" is the name of a technical indicator for momentum (also referred to as an "oscillator indicator") that will help you determine if a particular stock or financial instrument is overbought or oversold, so that you can in turn determine appropriate entry and exit points.It is sometimes also referred to as the "Williams Percent R" indicator, named after its inventor, trader Larry Williams.Percent R is expressed as a value between 0 and 100. At 81 and above, a stock is considered oversold, so you should buy. At a value of 19 and below, a stock is considered overbought, and it is time to sell.In both cases, however, you should wait for the price to change direction before you buy or sell, which is true for...

By : Matt | October 30, 2014

A "Keltner Channel" is a trend indicator of stock, fund, commodity or security price activity; the concept was introduced by the commodities trader and analyst Chester W. Keltner back in 1960. Keltner initially referred to his tool as the "ten-day moving average trading rule." Here is how a Keltner Channel is developed: First, a simple formula is used to generate a "typical price" average for an individual stock, fund, etc. The equation is the daily high plus the daily low plus the daily close prices all added together, then divided by the number 3. The resulting "typical price" is plotted on a center line for a period of ten days (or ten periods of time, if the particular fund or commodity is traded ...

By : Matt | October 21, 2014

The StrategyDB Platform's suite of applications is growing in number and power. 

Our SaaS offering, running on high-end Amazon servers, is always lite!

Both real-time and delayed market data power our back-end database and Web servers. Monitoring multiple Exchanges from around the world on a large universe of symbols, bar intervals, and technical strategies sets us apart from other offerings. Out-of-the-box, clients are able to research, rank, filter, and monitor up to nearly 1 million records if they wish.



Retail or Institutional?

Both retail and institutional traders, analysts and quants, that require better technical strategy research can leverage our products.

So what are we really doing?

  • SDB take historica...

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 misinterpretatio...

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, Slo...

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 fina...

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,...

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 o...

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&#...

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...

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 198...

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...

Category :General 

Tags :StrategyDB Applications 

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 simp...

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 major commodities 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 data, clerks usually linedu...

Category :General 

Tags :Company 

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