How to Import OHLC Data from MetaTrader5 to Python for Analysis. — In research, we need the idea generation phase to have enough time to deliver good results and this cannot be done if we have a long process of transforming the ideas into visible results. One thing we can do is automating the import of historical data and this precisely the…

Creating and Back-testing a Contrarian Trading Strategy in Python — This article discusses a trading strategy based on the stochastic oscillator and the Keltner channel, a known volatility indicator. The strategy’s type is contrarian and is best used in ranging markets. The second part of the article will deal with performance evaluation on a selected sample of markets. Knowledge must…

Creating a Trend-Following Strategy Using the Hull Moving Average — Trend-following strategies come in all shapes and forms. This article proposes an algorithmic way of confirming a change in trend using the Hull moving average as an example. Medium is a hub to interesting reads. I read a lot of articles before I decided to start writing. …

Analyzing Results from Different RSI Approaches — This article will compare the results of the relative strength index — RSI — strategy to two different types of relative strength indexes over a period of ten years’ worth of intraday FX data. Theoretically, an indicator followed by a sizeable number of market participants such as the relative strength…

Coding and Trading a Volatility-Adjusted RSI in Python — Structured indicators are the result of fusing two or more together to form a weighted or adjusted indicator that takes into account more variables. For example, we know that there is a Stochastic-RSI indicator which combines the two formulas together in an attempt to improve the signals, this article discusses…

Coding & Presenting the Linear-Weighted Moving Average — Moving averages come in all shapes and forms and each type has its advantages and limitations. In this article, we will discuss a less common type called the linear-weighted moving average. Medium is a hub to interesting reads. I read a lot of articles before I decided to start writing…

Back-testing the 3–2–2 Pattern in the Strat Price Action Technique — Candlestick patterns are an amazing pattern recognition tool that needs to be studied more. This article discusses the 3–2–2 pattern that is applied using the Strat indicator, a technique discussed in a previous article. It is finally out! My newest book with O’Reilly Media on candlestick pattern recognition is now…

Presenting and Coding the Black Indicator — The Black indicator is the first indicator in the collection of the colored technical indicators which will be presented in future articles. A contrarian indicator, the idea is to seek out quick reversal opportunities. If you are interested by trend following indicators and strategies then my book could interest you…

Mean-Reversion Trading with Technical Indicators — We are constantly told about oversold and overbought levels as fixed numbers, but as markets move, so do their structure and statistical properties. We need to find a more objective and dynamic way to detect oversold and overbought levels on technical indicators. It is finally out! My newest book with…