In the Know How section I added a (pretty long) article that describes a trading system based on the Kijun-Sen indicator of Ichimoku. As basis for that I used my ichinscratchy software, that you can find here. I did a couple of backtests, optimization and took a look at my toolchain and possible pitfalls. Feel free to ask a question or just drop a comment. You can find the article by browsing to the Know-How section of this blog or simply follow this link.

Enjoy and I wish you relaxed trading!

Write comment (0 Comments)

After 3 months of hard development I hereby proudly present

ichinscratchy v0.2.0

It is an Ichimoku-based trading system originally developed in libreoffice/ openoffice basic macro language and rewritten in C from scratch.The initial release with a feature list can be found following this link. To immediately jump to the shiny new page, use: The Ichinscratchy trading system (or continue reading to find out about the new features).

Write comment (0 Comments)

Tomorrow there will be no posting for new signals on my blog. I will be on a business trip until Thursday (Oh yes, I do have a real life... and a real job, too ;)). So maybe also on Thursday I won't have the time to post anything. Of course if anything is triggered, it will be mentioned in the weekly overview. Until then, I wish you relaxing trading!

Write comment (0 Comments)

Unfortunately I have to delay the weekly overview somewhat due to a nasty bug I discovered today. This bug shows only under certain circumstances if the additional trend filter is applied. When run daily with the last quotes of today, everything works fine. If the system runs a couple of days backwards (like I do when compiling the weekly overview) the program generates signals that would be valid only with the filter=off.

I think I found and fixed this bug, but have to test this a bit. Because of that the weekly overview will come on Saturday, maybe Sunday.  If you can't wait: In addition to the 3 signals mentioned in the blog, Cocoa generated a short signal today:

==== Executable signal: 2017-01-13  Cocoa  short  Kijun Cross  Death X at 2215.50000

Wish you a nice and relaxing weekend and a lot of spare time :)

Write comment (0 Comments)

The power of open source- a.k.a. "Stupid me".

To phrase it like a well-know commercial back in the 2000s:

Research about correlation, their advantages and disadvantages:

5 hrs

Implement your own correlation algorithm:

5 hrs

Write comment (0 Comments)

So that's it: 2016. End of this year, but just the beginning of this blog. Started in April, I wrote around 200 articles since. One of the biggest developments during the year was the re-implementation of the trading system. Overall I am pretty satisfied with the process and the results. Currently I am working on the portfolio manager, which will be in charge of controlling the risk-/moneymanagement of the system. After finishing that, there will come the time to test the system under live conditions, with real money.

So, whats year resolutions?

Well kinda: write more on the german side of the blog, better and more frequent documentation of the development and testing process and last but not least: World Domination! (well that might take until 2018).

Happy New Year and all the best to my readers, c ya in 2017!


Write comment (0 Comments)

After 8 months development I hereby proudly present ichinscratchy v0.1.0

It is an Ichimoku-based trading system originally developed in libreoffice/ openoffice basic macro language and rewritten in C from scratch. This is the initial release, the highlights of this version include:

  • fully customizable Ichimoku analysis: Tweak periods, choose which signals and/which strength should be executed
  • two different stop loss strategies: classic percentage stop plus volatility based stop. Both can be set to be trailing, up/down or fixed ones
  • arbitrary number of markets: you have the data- ichinscratchy does the ichimoku!
  • risk management currently position/symbol-wise (stop loss, number of positions per market)
  • generates skript files to plot charts with GNUPlot (price, indicators, signals)
  • backtest the strategy (10 year DAX backtest ~100sec on my machine)
  • statistics for backtests
  • printout current market situation (see weekly ichimoku overview on this blog)
  • fully opensource, source code included. Documentation continuously growing

As this is the initial release, it currently of course has limitations:

  • Linux only (though you could try to compile it yourself for other platforms)
  • MySQL needed (program stores everything there)
  • definetly not a fire-and-forget/easy-to-use program, some skills in MySQL/Linux console/C programming wouldn't hurt

If you are interested, I created a new category for it on my blog (see top menu), or follow this link: The Ichinscratchy trading system

Write comment (0 Comments)

This is an updated version of an article I originally posted in German (change language with the little flags in the upper right). After posting a lot of charts and chart snippets lately, I thought I could share some ideas (and code :)) with whoever is interested in Gnuplot. When I made the initial design/architecture of my (future) trading system framework, I added a charting component to my wishlist. Not because I needed it for the actual trading, but for debugging the signal generation part (and of course enhance my signal posts on this blog with some visuals).

Almost instantly Gnuplot came to my mind, a scientific plotting utility with scripting capabilities. The best part: it is free and open source software, free as in free speech AND free beer! :) And of course, to conclude the teaser with shameless name-dropping: picking up a code snipped John Bollinger posted more than 11 years ago! So I spend a couple of evenings with Gnuplot, googling and playing around...

For the article please follow this link or use the menu item Know-How...


Write comment (0 Comments)

Two or three weeks ago I decided to post trading signals regularly during the week. Not neccessarily so comprehensive as the weekly ichimoku analysis, but as much I could do in my rare spare time :) Since a couple of weeks I encountered occasional problems with the python script, that fetches my data from a free source from the web. Since monday the script stopped working at all, of course at a time I was on a business trip and could not react. Perfect timing.

Write comment (0 Comments)

Last two weeks showed me again that your perception of the state of the market(s) depends heavly on your trading style and the system one prefers (if any, hopefully you do have one :)). Different players with different styles come to completely diverging conclusions. I chose two examples with chart snapshots, that occured during this (and last) week (if you want to see the corresponding weekly analysis, see here for the 40th and here for the 41st week of the year):

Write comment (0 Comments)


A weekly overview over a lot of important markets

Freshly generated trading signals

posts that do not fit into another category