A new view on algorithmic trading
The market changes all the time. Sometimes it trends, sometimes it oscillates, sometimes it goes sidewards. Trading systems that do not react on market regime change will bring uncomfortable times for their traders (and their wallets). In TASC 9/2026, Gaetano Di Prima and Fabio Baruffa provide a solution. Their market regime filter consists of three Continue reading "The Market Regime Filter"
There are traders who became famous due to winning competitions, inventing indicators, managing large funds, or having lucky years. Robert Pardo became known for changing the way trading strategies are optimized and tested. And he gained further fame for the trading systems that he developed over the last 30 years for large investment firms. His Continue reading "Evaluating Robert Pardo s Ranger…
By the Fourier theorem, any price curve is a mix of many long-term and short-term cycles. Once in a while a dominant market cycle emerges and can be exploited for trading. In his TASC 5/2026 article, John Ehlers described an algorithm for detecting such dominant cycles, using them to tune a bandpass filter, and creating Continue reading "The AutoTune filter"
Recently I got a quite unusual job: Here’s an extremely profitable strategy for the TradeStation platform. It’s a bit large about 3000 lines of EasyLanguage code. Please replicate that monster in C++ so that it runs on the Zorro platform, but still produces the same trades as on TS. While you’re at it, fix Continue reading "Coding the largest strategy ever"
Whenever John Ehlers writes about a new indicator, I crack it open and wire it straight into C for the Zorro platform. Or rather, I let ChatGPT do most of the work. The One Euro Filter is a minimalistic, yet surprisingly effective low-latency smoother that reacts instantly to volatility with less lag of the usual Continue reading "The One Euro Filter"
Developing a successful strategy is a process with many steps, described in the Build Better Strategies article series. At some point you have coded a first, raw version of the strategy. At that stage you re usually experimenting with different functions for market detection or trade signals. The problem: How can you determine which indicator, filter, Continue reading "Build Better Strategies,…
Traders like charts with special bars, since they let the price curve appear smoother and more predictable as it really is. Some types of bars, such as Renko bars, even use fake prices for generating curves that appear to move straight upwards or downwards. In the TASC November issue, Mohamed Ashraf and Mohamed Meregy presented Continue reading "The Points-and-Line Chart"
A stock rotation system is normally a safe haven, compared to other algorithmic systems. There’s no risk of losing all capital, and you can expect small but steady gains. The catch: Most of those systems, and also the ETFs derived from them, do not fare better than the stock index. Many fare even worse. But Continue reading "A Better Stock Rotation System"
Oscillator-type indicators swing around the zero line. They are often used for opening positions when oscillator exceeds a positive or negative threshold. In his article series about no-lag indicators, John Ehlers presents in the TASC June issue the Cybernetic Oscillator. It is built by applying a highpass and afterwards a lowpass filter to the price Continue reading "The Cybernetic Oscillator"
One of the simplest form of trend trading opens positions when the price crosses its moving average, and closes or reverses them when the price crosses back. In the latest TASC issue, Perry Kaufman suggested an alternative. He is using a linear regression line with an upper and lower band for trend trading. Such a Continue reading "Trading the Channel"