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trading systems

April 20, 2018 By Joe Marwood 11 Comments

How To Build A Mean Reversion Trading Strategy

Slide 1 Trading Desk

This post contains a detailed guide for creating a mean reversion trading strategy. You will learn what mean reversion is, how to trade it, 10 steps for building a system and a complete example of a mean reversion system. Let’s get going!

Filed Under: Amibroker, How to, Strategies/ Systems, Top Posts Tagged With: amibroker, trading systems

March 15, 2018 By Joe Marwood 3 Comments

Semi Automated Trading With Amibroker And End Of Day Data

using the ib controller with amibroker

Amibroker is an excellent tool for back testing and can also be set up for automated trading with Interactive Brokers. The basic infrastructure is to connect Amibroker to the Interactive Brokers Trader Workstation software using the Amibroker IBController plugin as a buffer.

Filed Under: Amibroker, How to, Strategies/ Systems Tagged With: amibroker, trading systems

February 26, 2018 By Joe Marwood 2 Comments

New System – VWAP Pilot

Example trade setup in LLTC

Members of our research program at Marwood Research will know that I update the program with new trading strategies on a regular basis. Last month was Vix Trio and this month I have included another new trading system (with source code) called VWAP Pilot. 

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: amibroker, stocks, trading systems

February 22, 2018 By Joe Marwood Leave a Comment

Filling The Gap In Stocks – Don’t Be Fooled

filling the gap in stocks chart example in adbe

Filling the gap is a popular strategy where you buy a stock when it gaps down in the morning and then wait for it to fill the gap. Many bloggers have written about how good this strategy is. However, there usually isn’t much evidence to support those claims. I test the strategy on 20 Nasdaq […]

Filed Under: Amibroker, Intraday, Stocks, Strategies/ Systems Tagged With: amibroker, intraday, stocks, trading systems

December 21, 2017 By Joe Marwood Leave a Comment

Low Volatility Stocks For Low Volatility Times

high volatile stocks in high volatile times stock strategy

There is substantial evidence that high volatility stocks earn abnormally low returns while low volatility stocks are lower risk and thus a better choice for investors. In this article, I take a look at the facts and present a number of strategies. The best of which is to buy low volatility stocks in low volatility […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: amibroker, stocks, trading systems

November 30, 2017 By Joe Marwood Leave a Comment

November Performance Report – Solid Returns Year To Date

simple ma crossover equity

We have a number of trading strategies available on Marwood Research and we have been tracking their performance throughout the year. Following you will find year-to-date performance of a selection of our trading strategies. Please note that these are all end-of-day, low maintenance strategies. They require very little work and investment of time and can be […]

Filed Under: Amibroker, Stocks, Strategies/ Systems Tagged With: stocks, trading systems

November 20, 2017 By Joe Marwood 2 Comments

How I Lost Money Trading Rough Rice Futures And What You Can Learn

A losing trade in rough rice futures

Since starting this blog I’ve been able to document a few of the mistakes that I’ve made over the years trading the financial markets. There was the time that I lost money buying Alibaba shares even though I pretty much picked the bottom.

Filed Under: Commodities, How to, Intraday Tagged With: Ideas, trading systems

October 9, 2017 By Joe Marwood Leave a Comment

How To Trade The Money Flow Index With Pinbar Strategy

money flow index strategy with pin bar equity curve

The Money Flow Index indicator (MFI) is an oscillator that uses price and volume to measure momentum. It’s also known as a volume-weighted RSI and can be used in a similar way. In this article I will be testing a strategy that I found on a popular trading website.

Filed Under: Stocks, Strategies/ Systems, Technical Analysis Tagged With: stocks, trading systems

October 4, 2017 By Joe Marwood Leave a Comment

When To Go Long Volatility – Three Simple Ideas For The VIX Tested With Mixed Results

Bloomberg volatility myth

I’ve been doing some work on volatility products and I’m particularly interested in finding long volatility strategies. Unfortunately, there are several reasons why betting on volatility going up is difficult: Stock markets tend to go up and volatility tends to drop. Volatility products that track the VIX suffer from time decay. Macroeconomic factors and central […]

Filed Under: Amibroker, Strategies/ Systems Tagged With: trading systems, volatility

September 24, 2017 By Joe Marwood

Lack Of Direction But No Lack Of Profit – Our Trading System Performance In August

profitable trade in VNQ.

The month of August was characterized by a lack of direction across many of the major stock market indices. Despite any notable trend, several of our premium trading strategies were able to profit and put in a solid month of results.

Filed Under: Stocks, Strategies/ Systems, Update Tagged With: trading systems, update

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Financial trading is risky and you can lose money. JB Marwood is not a registered investment advisor and nothing on this site is to be regarded as personalised investment advice. Past performance is not indicative of future results. Data errors and mistakes do occur. Please see the full disclaimer.

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About The Author

Joe Marwood is an independent trader and investor specialising in financial market analysis and trading systems. He worked as a professional futures trader for a trading firm in London and has a passion for building mechanical trading strategies. He has been in the market since 2008 and working with Amibroker since 2011.

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