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By asxiq on February 1, 2013
When XJO posts a Matching High Candle stick Matching High Candlestick Definition: We defined the matching high as when current trading session’s high and previous trading sessions high are more less equal , that is quantitatively speaking , the absolute difference between current day’s high and previous trading days high is less than 1 point. We looked [...]
Posted in quantitative trading, trading systems | Tagged candlestick pattern, Dividend Guide, matching high, Matching High Candle, performance summary, XJO |
By asxiq on May 2, 2012
Gaps that follow a Doji candlestick on XJO backtest On a candlestick chart, a “Doji candlestick pattern” is formed when the open price and close price are the same, or when the absolute difference between the open and the close is very small. “Very small” is a relative term, so we have taken, less than 1 point [...]
Posted in quantitative trading, trading strategies | Tagged doji, performance summary, trading strategy, XJO |
By asxiq on February 7, 2012
“Fade the Gap” trading strategy on BHP earnings report day The “Fade the Gap Trading Strategy” is a popular stock trading technique. ”Fading the gap” is a trader’s tactic that involves trading in the opposite direction of a gap at the market open. For example, if the stock opens above previous close , then the “fade [...]
Posted in quantitative trading, trading strategies | Tagged BHP, fade the gap, performance summary |
By asxiq on January 28, 2012
Gap trading strategy of “Unfilled Full Gap Up on XJO” back-test performance summary results An “Unfilled Full Gap up” occurs when today’s intra-day low is greater than previous trading day’s intra-day high , like the one happened on S&P/ASX 200 ( XJO ) cash index on 27 Jan 2012 , where the intra-day low ( 4,276.70) is [...]
Posted in trading systems | Tagged gap trading, performance summary, trading strategy, trading systems, XJO |
By asxiq on January 18, 2012
Doji candlestick on XJO backtest performance summary report On a candlestick chart, a “Doji candlestick pattern” is formed when the open price and close price are the same, or when the absolute difference between the open and the close is very small. “Very small” is a relative term, so we have taken, less than 1 point, absolute difference [...]
Posted in quantitative trading, trading strategies | Tagged doji, performance summary, XJO |
By asxiq on January 13, 2012
“NR7-2 bar” is defined as 2 Narrow Range 7 bars in row, like the one happened on 13 Jan 2012 , and an NR7 bar is the narrowest range ( range is the difference between high and low) of the last seven bars ( seven bars are inclusive of today). for detailed discussion on NR7-2 bar [...]
Posted in quantitative trading, trading strategies | Tagged NR7-2, performance summary, trading strategy, XJO |
By asxiq on January 12, 2012
Friday the 13th performance on “All Ords” index “Friday the 13th” ( a.k.a Paraskevidekatriaphobia) trading strategy rules 1) buy on close one trading day before , Friday the 13th ( i.e 12 Jan 2012 , in this case) 2) exit on close on Friday the 13th here is the back test performance summary for the “Friday the 13th” trading strategy [...]
Posted in almanac, quantitative trading, trading strategies | Tagged all ords, Friday the 13th, performance summary |
By asxiq on December 29, 2011
“All Ords” on last trading day of the year A reader observed and inquired: “how does All Ords look on the last trading day of the year” below are the trading strategy rules 1) buy at close the ”All Ords” index the last but one trading day before the year ends ( 29, Dec 2011 in this [...]
Posted in quantitative trading, seasonality, trading strategies | Tagged all ords, last trading of the year, performance summary, trading strategy |
By asxiq on December 28, 2011
“All Ords” on post-Christmas trading day bit late to post this , but nevertheless , as a follow-up to the previous post , here is yet another trading pattern around Santa seasonality. Trading strategy rules 1) buy at close the ”All Ords” index on the trading day before the Christmas ( 23, Dec 2011 in this year’s case) 2) exit [...]
Posted in quantitative trading, seasonality, trading strategies | Tagged all ords, performance summary, PIN, Santa Claus Rally, seasonality, trading strategy |
By asxiq on November 4, 2011
inside day trading strategy on asx aord index An “inside day” is defined as a trading day whose range lies completely within the previous day’s range. More specifically, an inside day’s high is lower than the previous day’s high and its low is higher than the previous day’s low. For example “inside day pattern” is [...]
Posted in quantitative trading, trading strategies | Tagged ASX AORD, backtesting, inside day trading strategy, NOV, performance summary, trading strategy |
