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Market Timing Rules - Used to construct profitable trading strategies

by QuantShare, 4960 days ago
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The current list of rules contains 44 series/indicators based on the sum function. This list can be used when implementing the technique described in the following blog post: How to turn any ordinary trading strategy into a very profitable one

The indicators are transformed by the PercentRank function, then a market indicator is created for each one of them. Each market indicator is then added as a buy rule in a basic trading system to see its impact on the strategy results. The example provided in the blog post shows how, by adding a single market rule, a strategy that have a low 4.23% annual return was turned into a highly profitable strategy that have an annual return of 47.2% and a low drawdown of -13.09%.

Here are some examples of indicators you can find in this list:
- Number of times price is higher than yesterday's price during the previous 30 trading bars
- Number of times price is higher than its 10-Bar moving average during the previous 20 bars
- Sum of the 30 previous values of the 14-Bar Relative strength index
- Number of instances, in the last 30 bars, where the price closed below the open price
- Sum of the previous 30 instances of the low to high ratio


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Type: List of Rules

Object ID: 973


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Technical Analysis


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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.