Category Archives: Futures

Trend-Following Strategy Insights

Posted on June 27, 2013 by

Trend-following has been around for 40+ years and is one of the most widely-used strategies among commodity trading advisers (CTAs).  In my personal library, I have six different books dedicated to the subject. I have experimented with futures trend-following strategies … Continue reading →

Share
Posted in Futures, Market Timing, Risk Management, Strategy Development, Technical Analysis | Tagged , , , , , , , , , | Leave a comment

A Relative Strength Market Timing Oscillator

Posted on December 1, 2012 by

I read about this indicator in an article titled “Roulette Wheels and Individual Stocks,” which appeared in the December 2012 issue of Active Trader.  The article was written by Richard J. Bauer, Jr.  In the article, Bauer used an innovative … Continue reading →

Share
Posted in AmiBroker Code, COT Analysis, Futures, Market Commentary, Market Timing, Relative Strength, Technical Analysis | Tagged , , , , , , , , , , , , , , , , | 5 Comments

Automated Trendlines for Indicators

Posted on September 30, 2012 by

I recently posted an article titled “How to Draw Trendlines & Avoid Severe Losses.”  In that article, I provide a set of objective, unambiguous rules for drawing trendlines. In response to a request from a reader, I followed up with … Continue reading →

Share
Posted in AmiBroker Code, Futures, In-Depth Article, Market Timing, Technical Analysis, Trade Analysis | Tagged , , , , , , , , , , , | Leave a comment

11 Rules to Improve Your Trading: Rules 6 & 7

Posted on September 14, 2012 by

The purpose of this series of posts is to provide a manageable list of fundamental trading rules to help you improve your trading process – regardless of your experience level.  I will also explain the rationale behind each rule and … Continue reading →

Share
Posted in 11 Rules to Improve Your Trading, Futures, Risk Management, Strategy Development | Tagged | Leave a comment

Williams’s POIV Indicator Identifies Reversal Prospects

Posted on August 23, 2012 by

In the December 2007 issue of Futures Magazine, Larry Williams described his Price, Open Interest, and Volume (POIV) indicator and he also included the formula for POIV, which allows us to reproduce the indicator calculations.  The following post reexamines the … Continue reading →

Share
Posted in COT Analysis, Futures, In-Depth Article, Market Commentary, Market Timing, Technical Analysis | Tagged , , , , , , , , , , , | 2 Comments

Use Relative Strength to Identify Market Trends

Posted on June 8, 2012 by

Relative strength rotational strategies have a proven track record of success, but the potential uses of relative strength extend much further than security selection.  One of my favorite techniques is to use the relative strength of two different indices, futures … Continue reading →

Share
Posted in Economic Indicators, Futures, In-Depth Article, Market Breadth, Market Commentary, Market Timing, Relative Strength, Technical Analysis | Tagged , , , , , , , , | 3 Comments

How to Draw Trendlines & Avoid Severe Losses

Posted on June 1, 2012 by

From the high in 2000 to the low in 2002, the NASDAQ 100 index lost 83% of its value.  It has never recovered its losses.   From 2008 to 2009, the S&P 500 index lost 57% of its value (peak … Continue reading →

Share
Posted in Futures, In-Depth Article, Market Commentary, Market Timing, Risk Management, Stocks & ETFs, Technical Analysis | Tagged , , , , , , , | 5 Comments

Are the Seasonal Trends Working this Year?

Posted on May 18, 2012 by

Knowing the historical seasonal tendencies of our trading instruments can dramatically improve our returns, but how much weight should we assign to seasonal trends?  What should we do if our other indicators are bearish and the historical seasonal trend is … Continue reading →

Share
Posted in Futures, In-Depth Article, Market Timing, Options, Seasonal Tools, SWAMI Charts, Technical Analysis | Tagged , , , , , , , , | Leave a comment