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tradingsystems

End of day backtesting of Technical trading rules

 

Entry strategies:

  • Double MA Crossover
  • Triple MA Crossover
  • Quad MA Crossover
  • Parabolic SAR
  • Channel Breakout
  • Stochastic Crossover
  • Stochastic Over Under
  • Stochastic Pop
  • Relative Strength Index (RSI)
  • Average Directional Index (ADX)
  • Moving Average Convergence Divergence (MACD)
  • Commodity Channel Index (CCI)
  • Momentum
  • Volatility

 

Exit strategies:

  • Parabolic SAR
  • Support / Resistance
  • Trailing Relative Strength Index
  • Key Reversal Day
  • Trailing Stop
  • Volatility
  • Stochastic Crossover
  • Profit Target
  • High/Low Range
  • Random

 

Stop strategies:

  • Initial Dollar
  • Support / Resistance
  • Immediate Profit
  • Breakeven
  • Trailing Close Stop
  • Trailing High / Low Stop

 

Data Sources:

  • Norgate Data: Commodities (requires a [Futures package] subscription)
  • Alpha Vantage: Cash Equities, FX, Crypto (requires an [Alpha Vantage API key])
  • Yahoo Finance: US Cash Equities

 

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