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Algorithmicmodeling

Pending drop may not create a lower low for APAMBased on historical movement, the peak could occur anywhere in the larger red box. The final targets are in the green boxes. The pending bottom should occur within the larger green box as has been the historical case. Half of all movement has ended in the smaller green box. In this instance, the signal indicated SELL on May 26, 2022 with a closing price of 37.49. If this instance is successful, that means the stock should decline to at least 37.28 which is the top of the larger green box. Three-quarters of all successful signals have the stock decline 2.643% from the signal closing price. This percentage is the top of the smaller green box. Half of all successful signals have the stock decline 4.675% which is the end point of the black dotted arrow. One-quarter of all successful signals have the stock decline 8.234% from the signal closing price which is the bottom of the smaller green box. The maximum decline on record would see a move to the bottom of the larger green box. These are the same concepts for the levels in the red boxes as well. The ends/vertical sides of the boxes are determined in a similar fashion. The trough of the decline can occur as soon as the next trading bar after signal close, while the max decline occurs within the limit of study at 40 trading bars after the signal. A 0.5% decline must occur over the next 40 trading bars in order to be considered a success. Three-quarters of successful movement occur after at least 11 trading bars; half occur within 21 trading bars, and one-quarter require at least 33 trading bars. The black dotted arrow represents median historical movement. Medians are a good metric, but they are just one of many I use when forecasting future movement. As always, the stock could decline the very next bar after the signal without looking back (therefore the red boxes would not come into play) or the stock may never decline (and the green boxes may never come into play).
NYSE:APAMShort
by StockSignaler
Opendoor to test March 8 lowsBased on historical movement, the peak could occur anywhere in the larger red box. The final targets are in the green boxes. The pending bottom should occur within the larger green box as has been the historical case. Half of all movement has ended in the smaller green box. In this instance, the signal indicated SELL on March 17, 2022 with a closing price of 8.27. If this instance is successful, that means the stock should decline to at least 8.14 which is the top of the larger green box. Three-quarters of all successful signals have the stock decline 12.193% from the signal closing price. This percentage is the top of the smaller green box. Half of all successful signals have the stock decline 23.192% which is the end point of the black dotted arrow. One-quarter of all successful signals have the stock decline 24.512% from the signal closing price which is the bottom of the smaller green box. The maximum decline on record would see a move to the bottom of the larger green box. These are the same concepts for the levels in the red boxes as well. The ends/vertical sides of the boxes are determined in a similar fashion. The trough of the decline can occur as soon as the next trading bar after signal close, while the max decline occurs within the limit of study at 40 trading bars after the signal. A 0.5% decline must occur over the next 40 trading bars in order to be considered a success. Three-quarters of successful movement occur after at least 16 trading bars; half occur within 28 trading bars, and one-quarter require at least 32 trading bars. The black dotted arrow represents median historical movement. Medians are a good metric, but they are just one of many I use when forecasting future movement. As always, the stock could decline the very next bar after the signal without looking back (therefore the red boxes would not come into play) or the stock may never decline (and the green boxes may never come into play).
NASDAQ:OPENShort
by StockSignaler
2
Bristol-Myers Squibb Set To Rise, ButLooks like a little more downside is possible through remainder of month, but BMY is primed for a very strong October if the algorithms are correct and history continues to be accurate. Based on historical movement, the trough could occur anywhere in the larger red box. The final targets are in the green boxes. The pending top should occur within the larger green box as has been the historical case. Half of all movement has ended in the smaller green box. In this instance, the signal indicated BUY on September 15, 2021 with a closing price of 62.0. If this instance is successful, that means the stock should rise to at least 62.9 which is the bottom of the larger green box. Three-quarters of all successful signals have the stock rise 3.9935% from the signal closing price. This percentage is the bottom of the smaller green box. Half of all successful signals have the stock rise 6.5875% which is the end point of the black dotted arrow. One-quarter of all successful signals have the stock rise 10.224499999999999% from the signal closing price which is the top of the smaller green box. The maximum rise on record would see a move to the top of the larger green box. These are the same concepts for the levels in the red boxes as well. The ends/vertical sides of the boxes are determined in a similar fashion. The peak of the rise can occur as soon as the next trading bar after signal close, while the max rise occurs within the limit of study at 35 trading bars after the signal. A 1% rise must occur over the next 35 trading bars in order to be considered a success. Three-quarters of successful movement occur after at least 6.5 trading bars; half occur within 19.0 trading bars, and one-quarter require at least 31.0 trading bars. The black dotted arrow represents median historical movement. Medians are a good metric, but they are just one of many I use when forecasting future movement. As always, the stock could decline the very next bar after the signal without looking back (therefore the red boxes would not come into play) or the stock may never decline (and the green boxes may never come into play).
NYSE:BMYLong
by StockSignaler
1
Is Kraft Heinz Worth The Squeeze. History says its time to dropI have changed up how to best display projected movement. In the case of KHC, 6 of my algorithms signaled a SELL on March 29, 2021. Equities nearly always obey the signal and move down, but sometimes it may continue to move up first. I have placed two red boxes and two green boxes on the chart. The larger red box depicts all of the historical movement, from a percentage standpoint, that this stock has moved on the Hourly chart after a SELL signal occurred. Therefore, this box represents 100% of previous movement upward before the stock finally moved downward. The smaller red box represents 50% of all historical movement upward, before the stock moved downward. The smaller box is more of a precise target for the potential top in this instance. The green boxes represent the same thing. In this instance, the smaller green box would be my projected target for the final bottom. The black dotted arrow represents median historical movement. Medians are a good metric, but they are just one of many I use when forecasting future movement. As always, the stock could decline the very next bar after the signal without looking back (therefore the red boxes would not come into play) or the stock may never decline (and the green boxes may never come into play). All statistics and the full analysis are available for free as always at the site below.
NASDAQ:KHCShort
by StockSignaler
Buy Signal: 467.19Ingenuity Trading Model used in- Stock, Forex, Futures, and Crypto markets The model is a Geometric Markov Model : In probability theory, a Markov model is a stochastic model used to predict randomly changing systems. Markov Models are used in all aspects of life from Google search to daily weather forecast. The randomly changing systems we focus on are the equity, futures, and forex markets. The geometric element of the model is the fractal wave structure you can find on any chart you look at across any market and across all time dimensions. Our model focuses on the current wave formation (current state)- geometric price formation along with its volume and volatility over a given time period and using that information to predict the future state- future price movement. For questions or more information feel free to contact me in the comment section or via private chat
NASDAQ:ADBELong
by IngenuityTrading
Simple Bollinger Band Oscillator- Algorithmic tradingFollowing Multiple requests from the community to Publish most popular trading strategies along with their backtest results. I have a listed down some popular strategies from the web and we would be posting regarding the methodology and related parameters used. This is not financial advice and we won't suggest you invest in any strategies without doing your own research. About the strategy: Simple Bollinger band oscillators are a technical analysis tool, specifically, they are a type of trading band or envelope. Trading bands and envelopes serve the same purpose, they provide relative definitions of high and low that can be used to create rigorous trading approaches, in the pattern. recognition, and for much more. This strategy is pretty much straight forward and uses Bollinger upper and lower bands along with the current price. Buy : When close price crosses up the lower band of Bollinger. CROSSOVER( Price , BBT(CLOSE, 25, 2, EXPONENTIAL)) Image: imgur.com Sell : When close price crosses down the upper band of Bollinger. CROSSOVER( BBB(CLOSE, 25, 2, EXPONENTIAL),Price ) Image: imgur.com This strategy looks like this: Strategy Builder Backtest results : Returns--5.01 % Market Returns--17.2 % Start Value-0.05 BTC Current Value-0.04707 BTC Profit Factor-0.75 Returns vs Market-12.19 % Annualized total return--19.08 % Total Trades-11 Max Drawdown--15.54% Sharpe Ratio--0.46 You can find the detailed view of the backtest along with the share by following the link You can optimize the strategy by putting in STOP loss and Take Profits and also by playing with multiple time frames without coding. Happy Trading!
Education
by UnknownUnicorn4737063
A SMA pair that still being the most profitable for 13 years!Hey there! This is an example of how you can improve and simplify your trading decisions using algorithmic approaches. Watching this video you can see that SMA 15/16 crossover trading system still being the most profitable combination for the last 13 years on daily AUDCAD. The most profitable combination of the periods was obtained using Profitable SMA Crossover . You can see this indicator below the price chart. What is intresting is that it uses a decision tree-based algorithm under the hood to find and plot the most profitable SMA combination and that makes it stand out from other technical analysis indicators. As I promised, this year I will work a lot on optimizing classical indicators and strategies. Good luck and Happy Trading!
by everget
SP 500, initiative institutional selling on 2/8/19Indicators computed on the SP500 daily data, that include volume of SPY and ES March19, indicate initiative institutional selling in the SP500 stocks on 2/8/19. Also the algorithm Arzamas-16 indicates big money flowing out of SP500 stocks. These two factors make it likely that we have reached a market top. The coming days will be important. Sellers took the initiative on 2/8/19, we will see today and on Monday how strong the commitment of buyers are. Longs should be cautios. In fact, taking a 1 unit short position is justified.
SP:SPXShort
by KP400
ExxonMobil long signal reached prior to earnings.Lately long side moves on 30 TF in XOM have been too aggressive to capitalize on as my signals appear too late. I have the same issue only short side on SPX and FTSE. This merely tells the trending direction of a security along with giving the probability of what direction a sustained move in a security will go. Going back to the SPX example, the short side moves are incredibly aggressive and fast and each short opportunity is immediately removed by a rush to buy more given that a lower SPX presents a good opportunity to add to a position or enter if one hasn't done so already (probably very rare). I am unsure of how long this opportunity will last or even if it will reach the 40 basis point increase I am expecting prior to earnings. Given the lack of strength in previous XOM rallies it is likely it dies out fast. A rule I have found to be important for this system is exiting prior to earnings. Some people are good at playing earnings but as there is no math involved and it's merely an emotional catalyst for stocks, I will stay away. I will post charts that will show the importance of having this principle.
NYSE:XOMLong
by AlexanderHamilton