Tag Archives: custom

Cumulative Tick

Posted on December 30, 2011 by ThinkScripter

Plots the cumulative sum of the NYSE $TICK values throughout the day. Continue reading →

Posted in Indicator | Tagged , , , | 10 Comments

Step Moving Average

Posted on December 24, 2011 by ThinkScripter

The Step Moving Average is only allowed to change in discrete steps calculated based on the average true range (ATR) or a user supplied constant step size. Continue reading →

Posted in Indicator | Tagged , , , | 7 Comments

RSI Trading System

Posted on November 18, 2011 by ThinkScripter

Implementation of an RSI mechanical trading system. Continue reading →

Posted in Indicator | Tagged , , , | 7 Comments

MACD Trading System

Posted on November 13, 2011 by ThinkScripter

An automated trading strategy based on the MACD. Continue reading →

Posted in Indicator | Tagged , , , , | 3 Comments

Turtle Trading System: Update

Posted on August 21, 2011 by ThinkScripter

Thanks to some fantastic input from some of the Pro Members, I’ve made some changes under the hood of the Turtle Trading System. The updates drive the theoretical results closer to reality with the incorporation of slippage/commissions, improved gap handling, … Continue reading →

Posted in Update | Tagged , , , | 10 Comments