Recruitment of participants SPY 3-Lines-of-Code Swing Trading Strategy TradeStation

SPY 3-Lines-of-Code Swing Trading Strategy TradeStation

1

An educational trading strategy designed as a sandbox for testing your trading ideas.

This lays the foundation of good strategy design and can be further developed by the curious student.

This SPY "3-Lines-of-Code" swing trading strategy is for demonstration purposes only.

This is not an "out-of-the-box" trading solution.

The code lays a solid foundation for understanding the functions that comprise a successful strategy.

However, with further development and testing, it can eaisly be made into a world-class strategy.

How It Works

The strategy operates on fundamental principles of trend following and mean reversion.

SPY must be in a confirmed uptrend or downtrend (trend following).
SPY must have made a new daily closing low in a variable number of days.
Positions are exited when SPY makes a new daily closing high in a variable number of days.



Features

A launching point for the curious student into the world of tested-analysis (not technical analysis)
Easy to understand code
Variables to tweak for trend and mean reversion parameters
Full transparency with no "black boxes"

What's Included

Quick start guide
EasyLanguage source code (.eld format)
TradeStation Workspace (.tsw format)
Full code (.txt format)
Life-time strategy updates



Learning From My Code

I think you'll find the following functions of interest to start coding and testing your own strategies!

Implemented Sub-Functions In This Strategy:
Trend determination
Basic mean reversion demonstration
Average true range determination
Automatic position size calculation based on volatility

Happy Trading!