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.

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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 :)

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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.

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This article deals with an addition of the ichinscratchy system, that was introduced with version 0.2.1: A filter that enhances the quality of Kumo breakout signals. For this I owe a "thank you" to a couple of people:

Kumowizard and TA Scilab Ichimoku (you can follow them on twitter) who brought up the problem initially, and Yeara Kozlov and Tino Weinkauf, who wrote the Persistence1D library.

The article describes the problem, suggests a possible solution and describes the results of an implementation that incorporates the solution.

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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!

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A couple of weeks ago I read somewhere you couldn't build a trading system on isolated components of the Ichimoku Kink Hyo System, because each indicator works together with several others and only in combination the true power of Ichimoku unfolds. Sounded reasonable that time, but after a while I started to question that. Why should this not work? In the end such a system is trend following system build on a moving average at it´s core. Admittedly, the Kijun-Sen indicator is calculated differently than the SMAs or EMAs of this world, which most traders should be familiar. But it still is a moving average, and combined with a reasonable exit strategy I did not see why such a try should be doomed. That said, I fired up my program and did some backtesting :)

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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).

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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!

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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 :)

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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

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Subcategories

A weekly overview over a lot of important markets

Freshly generated trading signals

posts that do not fit into another category

Know How zur Erstellung eines Handelssystems.