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In order to evaluate real time performance i will provide real-time signals on my twitter account under the hastag #QQQIBSM1. From time to time i will also provide here the updated results of the system. Any comments or critics? Or can we go to the next one?

Regarding the number of days in the Highest High Close i found a stable range between 3 and 6 days.

As you can see the system make money with all the range of IBS threshold value. I found a stable range between 20-35. I choose the original value that I tested (20).

Basically the system have two parameters that can be optimized (i never change, with a small exception the ATR_STOP formula (in theory you could, but i choose not to do it), so i don’t considered it a parameter that can be optimized). The parameters are: The IBS threshold The number of days...

I usually do that test in related markets like (SPY, IWM or MDY) and see if the system makes profit and if the equity line have a positive slope. I dont expect to achieve the same results.... Also, i dont test the system in other non related markets because i dont follow the idea that one size...

I´m not expert at write code but i have some basic knowlodge of amibroker and Mestatock. I think i can translate the rules to both languages. Dont ask me about tradestation code.... i'm not that good.

Here is the complete rules for the #QQQIBSM1 system: Entry/Exit price: Allways at the next open daily bar. Its not possible entry and exit at the same bar (only executes on of the signal - Flat - Long Signal, Long - Exit Signal). It only opens a position at a time. MAIN RULES IBS =...

There are two possibilities to exit the trade. It will depends if the yesterday the Close is greater than ATR_STOP. If thats the case the Exit Signal is: today Close less than ATR_STOP. If NOT the Exit Signal is Close equals the higgest High Value of Closes of last 3 days. If you like to...

In my research, at least in QQQ i found that the last trading day activity isn't so much important and i allways check if the signal the trading day before get better overall results. For this system, the IBS pattern is found in the previous day, not in the last trading. The entry signal is...

Before I put the rules, some explanation. My signals are short term by nature (swing trading), but if I can ride a trend I don't mind. My solution to this is using a simple (not so) proprietary indicator that permits that. The indicator is named (because is that what it is ) a ATR_STOP. See an...

Some stats before the code!

Will post full details soon.... but: How many trades does the system make per year? Average 21 trades. Is there any optimization involved? Yes, between 2000-2005. I always divide my data in periods of 5 years: 2000-2005, 2005-2010 and 2010-2015. I do optimization in one of those periods...

#QQQIBSM1 system is on daily data. Entries are made on the open of next day after the signal. Exits are also on the next open day after the exit signal.

The first system that i will present is based on the Internal Bar Strenght (IBS) concept. I called it #QQQIBSM1. It's a long only system apllied to QQQ. Its shows historical performance of 15.41% (Annual Return). Here is the equity line.

Hi guys. I will post here info about Algo Trading Strategies and Trading System Development. This is for educational purposes only. You shouldn't follow any of the signals of the trading systems that i will disclosure and that i usually post also on my twitter. Any feedback (good or bad) will...