Does an overbought Monthly RSI(14) value precede short-term weakness?

In this article I test the average open to close monthly performance of a stock following an overbought monthly RSI(14) signal.

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Applying a Sector Filter to a Mean-Reversion Strategy

In this article I test whether a simple mean-reversion strategy can be improved if applying a sector RSI(2) filter.

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Thanksgiving Day Football Picks

For a bit of fun last year I posted my predictions for the Thanksgiving Day NFL games. I got 2 out 3 results correct, but this year I intend to go one better! For my picks this year I’ll be staking one point on each of the following results and I will also stake 0.5 points on the treble (prices…

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The Elder Impulse System Amibroker

In this article I share the Amibroker formula for the Elder Impulse System Charts and I have also included a video tutorial explaining how to structure a trade using the impulse system.

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Create a Composite Ticker Using Amibroker

One of the more common questions that I get asked by members of my trading course is “How do I create a composite ticker for S&P500 stocks?”.

In this article I’ll explain.

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How to use IB Excel API and Amibroker to Place Multiple Orders

A Quick Tutorial which shows how to place multiple entry orders at the click of a button.

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Can I See an Equity Curve Please?

Asking to see a typical equity curve produced by a strategy can help you to avoid being duped by raw performance metrics.

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Testing Different Momentum Rules

In this article I will test a variety of different momentum indicators which can be used to build a long only equity portfolio which has historically outperformed the market.

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Amibroker Lesson…The IIF function

If you’re an Amibroker user with no programming background or knowledge, you might be a little confused by the IIF function.

In this article I hope to resolve any confusion and illustrate to you how useful the IIF function can be when developing your strategy.

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What I’ve been reading…

Was 2015 a hard year to make money if you were managing a portfolio of global asset classes? Absolutely!

The Resolve Asset Management 2015 Annual Letter: “Navigating Active Asset Allocation When Diversification Fails”, helps to explain why.

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