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Trading System Concepts and Design


Trading models are created so that the so called human factor can be minimized. Most of the time, production trading models are utilized by firms like hedge funds and larger institutions. Retail traders having access to backtesting tools like TradeStation and other trading platforms can build their own trading systems easily but rarely do they successfully deploy any models to trade their own money.

Over the years I have helped many hedge funds and pro traders developing, refining and maintaining trading models. The sharp contrast between professionals and the retail traders in understanding what trading systems are driving me insane sometimes.

Here is a partial list of articles I have written on building trading system over the years. I have organized the material below into several sections so that it would be easier to find them. Whenever I can locate the rest of the articles I have written will add them here.


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alphabetical order | posting date

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ES TRIN Driver_20130529_211324
The TRIN Bearish Bias Play  premium content

TRIN bearish bias is different from its bullish bias for the same reason that bull market behaviour is different from bear market. Short term overbought condition in TRIN has more requirements than its counterpart. First, net gain from day trading t ...

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ES TRIN Driver_20130527_184455
The TRIN Bullish Bias Play  premium content

TRIN is also called the Arms Index. It is often used as a swing term indicator. It can be used that way but it is a waste of the information provided by the index. First, net gain from day trading this TRIN bias.   The Setup [DTBMember] ...

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ES Basic Weekday Bias_20130521_222445
The Extremely Uneven Distribution Behaviour In Emini S&P 500 Regular Trading Session

Following is a chart showing the net gains from long only models that trade only on a particular weekday. The results are very interesting. Notice the drastic difference in net gain for each weekday. I can guess that you have many questions in you ...

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ES Weekly STOPD Patterns_20130514_215946
Weekly STOPD Pattern: S&P Bearish Continuation 1  premium content

There are quite a number of patterns that work around the weekly STOPD price levels giving us a solid edge. This one is a classic bearish continuation setup. Net gain chart below. The Setup [DTBMember] Low below previous week low by 25% of ...

2 comments


ES VIX Bearish Core Driver. DaytradingBias.com
The VIX Bearish Bias Play  premium content

The bearish property of VIX that no one talks about. If you need background information about the Volatility Index (VIX) please read The VIX Bullish Play. It has more background information about VIX that I do not want to repeat here. I am going to ...

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ES VIX Bullish Core Driver_20130509_124803
The VIX Bullish Bias Play  premium content

The Volatility Index from Chicago Board Option Exchange (VIX) is used to be a great tool for short term timing. It has many excellent properties that are useful for trading. Since the introduction of the VIX Future, however, many of these characteris ...

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ES Daily Range_20130509_214428
Betting On The Gaps Themselves

Many people are fixated on the idea of long term "investment" while others would like to explore for better return day trading. Here is an interesting chart with net gains from several trading strategies. You may be surprised by the results ...

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ES Gap Driver_20130508_192037
The One Bearish Setup Everyone Must Know Daytrading Emini S&P  premium content

This trading setup is kind of complement pattern of the one presented in The One Bullish Setup Everyone Must Know Daytrading Emini S&P. It is short only, strictly day trade from open to close. It has been profitable all these years. Yet no one ev ...

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ES Bullish Price Driver. DaytradingBias.com
The One Bullish Setup Everyone Must Know Daytrading Emini S&P  premium content

If I am going to tell you that there is one simple day trading setup that works all these years you will probably think that I am kidding. What if I tell you that this setup is long only, strictly day trade from open to close? I must be joking, right ...

7 comments


ES CHADTP_20130427_144354
Market Breadth Primer: CHADTP Past and Present

This article is going to show you an example on the change in characteristics of the Advance / Decline Issues affecting trading models based on the breadth data. The example system I am going to use is called Conner Hayward Advance Decline Trading Pa ...

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