Welcome to PriceDelta
Algorithm Science
Trading Strategy Discovery
What this spreadsheet does
This is a tool for investors of all kinds, enabling them to find trading systems which would have been profitable in the past year or less.
What do PriceDelta trading systems look like?
They take the general form
where you choose the reference price from a list, for example it could be the open price, or a moving average. There are currently nine preset reference price strategies to chose from, or you can enter your own formula. The reference price is changed at every market open.
In addition, there are many ways to tweak a strategy, for example you could set the transactions to occur at closes or opens, you can reset to long, short or out state at the open or close, and you can choose a variety of investment styles such as Long only, Short only, Stop and Reverse, go long or short depending on a moving average. You can also combine signals from two or more algorithms.
How often would they trade?
PriceDelta trading systems typically trade every few days, but it could be twice a day, or twice a year. They can be implemented with once a day limit and/or stop order entry so they don't need computers to run them.
What returns can I expect to find?
Trading systems which use more volatile stocks can be more profitable, but have higher risk. A blue-chip Dow component or a bond fund is usually hard to find algorithms for, and a 60% return would be good. On the other hand we have found algorithms which would have yielded compounded returns of 40,000% or more for the leveraged ETFs. Just as interestingly, you can almost always find strategies which had much lower risk than buy and hold.
Can I make money off finding a good algorithm?
PriceDelta helps find trading systems that worked in the past, that's our only claim.
How do I start using it?
First, you type in a stock symbol, the program imports one year of Open High Low Close data from the web. The program then scans through 100 buy percentages and 100 sell percentages for each algorithm. You then compare the results graphically, focus in on the algorithms of interest then tweak them to perfection.
What's Next?
You can click on any blue cell in the spreadsheet for help. Start with the Control Panel. You can also read the tutorials, watch the instructional videos, read the blog and look at interesting algorithms.
Happy Strategizing!
This is a tool for investors of all kinds, enabling them to find trading systems which would have been profitable in the past year or less.
What do PriceDelta trading systems look like?
They take the general form
where you choose the reference price from a list, for example it could be the open price, or a moving average. There are currently nine preset reference price strategies to chose from, or you can enter your own formula. The reference price is changed at every market open.
In addition, there are many ways to tweak a strategy, for example you could set the transactions to occur at closes or opens, you can reset to long, short or out state at the open or close, and you can choose a variety of investment styles such as Long only, Short only, Stop and Reverse, go long or short depending on a moving average. You can also combine signals from two or more algorithms.
How often would they trade?
PriceDelta trading systems typically trade every few days, but it could be twice a day, or twice a year. They can be implemented with once a day limit and/or stop order entry so they don't need computers to run them.
What returns can I expect to find?
Trading systems which use more volatile stocks can be more profitable, but have higher risk. A blue-chip Dow component or a bond fund is usually hard to find algorithms for, and a 60% return would be good. On the other hand we have found algorithms which would have yielded compounded returns of 40,000% or more for the leveraged ETFs. Just as interestingly, you can almost always find strategies which had much lower risk than buy and hold.
Can I make money off finding a good algorithm?
PriceDelta helps find trading systems that worked in the past, that's our only claim.
How do I start using it?
First, you type in a stock symbol, the program imports one year of Open High Low Close data from the web. The program then scans through 100 buy percentages and 100 sell percentages for each algorithm. You then compare the results graphically, focus in on the algorithms of interest then tweak them to perfection.
What's Next?
You can click on any blue cell in the spreadsheet for help. Start with the Control Panel. You can also read the tutorials, watch the instructional videos, read the blog and look at interesting algorithms.
Happy Strategizing!
SIGNAL A TRADE IF THE PRICE HITS A FIXED PERCENTAGE ABOVE OR BELOW A REFERENCE PRICE