█ OVERVIEW This script implements a rotation system for trading value and growth ETFs, as developed by Markos Katsanos and detailed in the article titled 'Growth Or Value?' in TASC's December 2023 edition of Traders' Tips . The purpose of this script is to demonstrate how short-term momentum can be employed to track market trends and provide clarity on when to...
█ OVERVIEW TASC's August 2022 edition of Traders' Tips includes an article by Markos Katsanos titled "Trading The Fear Index". This script implements a trading strategy called the “daily long/short trading system for volatility ETFs” presented in this article. █ CONCEPTS This long-term strategy aims to capitalize on stock market volatility by using ...
█ OVERVIEW TASC's April 2022 edition of Traders' Tips includes the "Sell In May? Stock Market Seasonality" article authored by Markos Katsanos. This is the code implementing the "Hybrid Seasonal System" from the article. █ CONCEPTS In his article, Markos Katsanos takes an updated look at the "Sell in May" adage by reviewing recent historical data for...
The Volume Positive Negative Indicator was created by Markos Katsanos (Stocks and Commodities April 2021 pg 9) and this indicator is useful for determining long trends but with some modification you can use it for short trends as well. Buy when the indicator line is green and sell when it turns red. Make sure to experiment with the threshold and see what works...
The idea and calculations for the Volume Positive Negative (VPN) indicator were created by Markos Katsanos. Markos wrote about the indicator in the article Detecting High-Volume Breakouts, published in Technical Analysis of Stocks & Commodities April, 2021 (Vol. 39, Issue 5). The goal of the VPN indicator is to detect breakouts using only volume. The basic idea...