Trading the Quiet Before the Storm: How to Detect Volatility Compression
In financial markets, volatility is cyclical. It continuously oscillates between two primary phases: compression (consolidation) and expansion (trend). Volatility compression…
How to store indicator states for strategy access.
In high-frequency or complex algorithmic trading, calculating trading indicators on the fly can quickly become a computational bottleneck. More importantly,…
How do I code dynamic slippage models in Python?
Here is a robust Python implementation demonstrating how to model dynamic, volume-based slippage inside a custom Pandas backtester. Instead of…
Why backtest results can look better than live signals
It is a rite of passage for every algorithmic trader. You design a strategy, run a historical simulation over five…
The Invisible Leak: Mastering Multi-Timeframe Look-Ahead Bias
In algorithmic trading, utilizing multiple timeframes (MTF) is one of the most effective ways to build a comprehensive market perspective.…
How to avoid look-ahead bias when coding trading indicators
Every algorithmic trader has experienced this moment: You spend hours coding a new custom indicator, plug it into a backtester,…
The difference between strategy and indicator in Ninjatrader
In institutional algorithmic trading and quantitative development, maintaining a strict separation of concerns between data analysis and order execution is…
Elimination of Redundancy: How to Avoid Duplicate Signals in Automated Strategies
In the world of automated trading, “signal duplication” is a silent killer of equity curves. It occurs when a trading…
How to Detect the First Bar of a New Signal
How to Detect the First Bar of a New Signal In trading indicator development, detecting the first bar of a…