• signal
• programming

Just a short blog post today to give regular followers of this page an update where I am heading with my trading system. After I released version v0.3 (follow this link for the release announcement) I now started working on improving the codebase. When I started to code the program, I absolutely had no clue what I was doing. Almost 2 years later I now improved to a point where I can see my cluelessness :) Due to some design decisions I made and the way I implemented certain internals makes it pretty hard to maintain and further improve/extend the software. That is why I decided to clean up the code and rewrite certain parts for better maintainability. This means that most likely no bigger new features will be added until I finished the cleanup. That does not mean the next version will have no advantages for the users: the changes I would like to implement will fix some long standing bugs and are intended to increase the speed of the program- something every end user should like :)

Ho Ho Ho- 8 months after the release of the last version I hereby proudly present

ichinscratchy v0.3.0

It is an Ichimoku-based trading system originally developed in libreoffice/ openoffice basic macro language and rewritten in C from scratch. To immediately jump to the shiny new page, use: The Ichinscratchy trading system (or continue reading to find out about the new features).

This release contains many brand new features and might be followed by some maintenance releases that do some polish and/or fix bugs. Most prominent new features include a complete money management system that is aware of an account currency, can handle markets in different currencies and does the per-position risk-management in the account currency. Besides that the new version introduces two different market regime filters that are targeted towards filtering out sideways markets, more verbose outputs, a new way to access the database using a wrapper script that will execute pre-canned sql scripts and a lot more. See the complete changelog at the end of this article.

Today I'd like to use my blog... well like a blog again, at least a little. As you might have noted, at the beginning of the year I stated I´d like to do more blog posts and use my homepage not for signals only. Well, as it sometimes happens: Knock, knock!- Who´s there?- Reality!

During the course of the year I was again pretty busy with my dayjob, my family, and way too little freetime in my evenings. At the same time I pushed the development of my code, as I had ideas over ideas that needed implementation and testing. So unfortunately I had the choice of doing teasing blogposts (plus the usual signal and weekly ichimoku posts) or try to do something productive. I chose the latter.

Today I upgraded the content management system, that does all the work behind the scenes of my little blog. As far as I can tell, everything is running smooth and looks similar , at least on the side that is accessible to you, my dear readers. If you experience any difficulties accessing the pages on this blog, or have general feedback, drop me a line in the comment section below or via mail This email address is being protected from spambots. You need JavaScript enabled to view it.

Thank you for your attention :)

5 weeks after the release of the last version I hereby proudly present

ichinscratchy v0.2.1

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).

This is mainly a maintenance release fixing some bugs, but also has a couple of shiny new features to play with. Most prominent is an additional filter to improve quality of Kumo breakouts, you can read more following this link.

• Ichimoku
• Know-How
• backtest

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!

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).

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!

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 :)

• open source
• GNU

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