Next meeting: The next meeting is booked for Sunday 18 August 2024
Time: Starting at 9.30 am and finishing no later than 12 midday on Sunday 18 August.
Place: New Farm Library Meeting Room, 135 Sydney Street, New Farm. When facing the Library the Meeting Room is on the left near the parking area.
Topics to be Discussed:
Book Discussion: Trading Psychology - Brett Steenbarger -Second Instalment
Bollinger Band Breakout Strategy Backtested
Company Reports Price/Volume Breakout Strategy Backtest
Sunday Meetings Booked at New Farm for 2024: 18 August, 22 September, 20 October, 24 November, 22 December
No charge for attending
Updates:
160624 Mean Reversion article in Members' part of site. Also long overdue update on Power Saving Computing.
170507 New version of Sigma Tails system : This version allows prosecuting Short Trades (as well as Long Trades): available on the Tails Page.
170424 Trading ASX cycles with the the ETFs GEAR and BBOZ : Will has tested a discretionary method to track cycles in the ASX 200 using the geared surrogates BBOZ and BEAR. He has provided a spreadsheet containing Rules and backtest results for the period January 2016 to April 2017.available on the ETF Page.
170302 Exchange Traded Funds by David Bassanese (BetaShares): David has provided a copy of the slides of the presentation (members only). available on the ETF Page.
170217 Weekly Trading (Tails System): Will has provided Tools and Back-Tested results of a new Weekly Tails System. available here.
170121 Results of Mean Reversion Trades on behalf of TfaC Club: available here.
170106 A Dividend Strategy update is available on the Div Strip page (thanks to Bob James): available here
161221 Error in coding V5 Indicators in Mean Reversion V5 systems: obtain the fix here.
161129 Displaying Various Patterns in AmiBroker along with Pattern Statistics [contributed by Michael Sester]: available here.
161127 : Mean Reversion systems based on Connors and Alvarez book available here.
161101 Haguro AmiBroker: John has made available a Haguro weekly indicator for AmiBroker (à la MetaStock "Expert Adviser"): available here.
160520 Price-Volume Breakout: Will has released results of backtesting over 2011-2016. Download the data on the PV Breakout page.
160422 Price Volume Breakout: Will has upgraded the EOD Search file. Visit the download link on the PV Breakout page.
160222 AmiBroker Workshop: John has upgraded the package to include issues from the Sunday Workshop. Visit the download link on the AmiBroker Resources page.
160116 Price-Volume: a revision of Will's Price-Volume Breakout system is now available on the PV Breakout page. It contains the backtesting spreadsheets, AmiBroker watch lists, rules and code version IV.
160104 Price-Volume: Johnn has put an optional new learning tool on the PV Breakout page. It allows viewing Will's backtested positions in AmiB candle charts with the future blanked out on decision days (the PV trigger and the EOD Exit decision day). [originally 151213 upgraded 160116]
151117 John's Line: the code for John's Index Filter has been upgraded to V05 in advance of the Workshop on Sunday 22 November. See the Volatility-Based Index Filter page.
151102 Price Volume: Will has provided a package relating to the Price Volume breakout strategy showcased in the November meeting. It is available for download on the PV breakout page.