avatarPosy Churchgate

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Abstract

nge(len(<span class="hljs-class"><span class="hljs-keyword">data</span>)):</span>

        try:
            
            <span class="hljs-class"><span class="hljs-keyword">data</span>[i, where] = (<span class="hljs-title">data</span>[<span class="hljs-title">i</span> - <span class="hljs-title">lookback</span> + 1:<span class="hljs-title">i</span> + 1, <span class="hljs-title">close</span>].<span class="hljs-title">mean</span>())</span>
        
        except <span class="hljs-type">IndexError</span>:
            
            pass
        
<span class="hljs-class"><span class="hljs-keyword">data</span> = jump(<span class="hljs-title">data</span>, <span class="hljs-title">lookback</span>)</span>

return <span class="hljs-class"><span class="hljs-keyword">data</span></span></pre></div><div id="0f03"><pre><span class="hljs-attribute">def</span> demarker(Data, lookback, high, low, where):

<span class="hljs-comment"># Calculating DeMAX</span>
<span class="hljs-attribute">for</span> i in range(len(Data)):
    
    <span class="hljs-attribute">if</span> Data[i, high] &gt; Data[i - <span class="hljs-number">1</span>, high]:
        <span class="hljs-attribute">Data</span>[i, where] = Data[i, high] - Data[i - <span class="hljs-number">1</span>, high]
    <span class="hljs-attribute">else</span>:
        <span class="hljs-attribute">Data</span>[i, where] = <span class="hljs-number">0</span>

<span class="hljs-comment"># Calculating the Moving Average on DeMAX</span>
<span class="hljs-attribute">Data</span> = ma(Data, lookback, where, where + <span class="hljs-number">1</span>)        
        
<span class="hljs-comment"># Calculating DeMIN</span>
<span class="hljs-attribute">for</span> i in range(len(Data)):
    
    <span class="hljs-attribute">if</span> Data[i - <span class="hljs-number">1</span>, low] &gt; Data[i, low]:
        <span class="hljs-attribute">Data</span>[i, where + <span class="hljs-number">2</span>] = Data[i - <span class="hljs-number">1</span>, low] - Data[i, low]
    <span class="hljs-attribute">else</span>:
        <span class="hljs-attribute">Data</span>[i, where + <span class="hljs-number">2</span>] = <span class="hljs-number">0</span>    

<span class="hljs-comment"># Calculating the Moving Average on DeMIN</span>
<span class="hljs-attribute">Data</span> = ma(Data, lookback, where + <span class="hljs-number">2</span>, where + <span class="hljs-number">3</span>)        


<span class="hljs-comment"># Calculating DeMarker</span>
<span class="hljs-attribute">for</span> i in range(len(Data)):
    
    <span class="hljs-attribute">Data</span>[i, where + <span class="hljs-number">4</span>] = Data[i, where + <span class="hljs-number">1</span>] / (Data[i, where + <span class="hljs-number">1</span>] + Data[i, where + <span class="hljs-number">3</span>]) 

<span class="hljs-comment"># Removing Excess Columns</span>
<span class="hljs-attribute">Data</span> = deleter(Data, where, <span class="hljs-number">4</span>)

<span class="hljs-attribute">return</span> Data</pre></div><figure id="a207"><img src="https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*Hzlb4TnTDcvH3sxeXwjTUQ.png"><figcaption><b>EURUSD in the first panel with the 21-period Demarker in the second panel.</b></figcaption></figure><p id="9cfd">Check out my weekly market sentiment report to understand the current positioning and to estimate the future direction of several major markets through complex and simple models working side by side. Find out more about the report through this link:</p><div id="7415" class="link-block">
      <a href="https://coalescence.substack.com/">
        <div>
          <div>
            <h2>Coalescence</h2>
            <div><h3>A Weekly Report Covering FX &amp; Equities Market Positioning Using Complex Models. Let me read it first This site requires…</h3></div>
            <div><p>coalescence.substack.com</p></div>
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            <div style="background-image: url(https://miro.readmedium.com/v2/resize:fit:320/0*7zo8Jv6sfnts5WCL)"></div>
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      </a>
    </div><h1 id="8210">Using the Demarker</h1><p id="0df8">I am not a strong believer in the 0.30/0.70 overbought/oversold levels as I prefer to widen them a little bit to at least 0.20/0.80. Therefore, when we see the signals on the chart following the 0.20/0.80 rule, we can get something like the below plot.</p><ul><li><b>A long (Buy) signal is generated whenever the Demarker reaches 0.20 with the previous value above 0.20.</b></li><li><b>A short (Sell) signal is generated whenever the Demarker reaches 0.80 with the previous value below 0.80.</b></li></ul><div id="ff6e"><pre><span class="hljs-keyword">def</span> <span class="hljs-title function_">signal</span>(<span class="hljs-params"><span class="hljs-title class_">Data</span>, what, buy, sell</span>)<span class="hljs-symbol">:</span></pre></div><div id="0e12"><pre><span class="hljs-type">Data</span> = adder(<span class="hljs-type">Data</span>, <span class="hljs-number">10</span>)</pre></div><div id="4a8f"><pre><span class="hljs-symbol">for</span> i in range(len(<span class="hljs-meta">Data</span>)):
        
    <span class="hljs-meta">if</span> <span class="hljs-meta">Data</span>[i, what] &lt; lower_barrier <span class="hljs-keyword">and</span> <span class="hljs-meta">Data</span>[i - <span class="hljs-number">1</span>, what] &gt; lower_barrier:
        <span class="hljs-meta">Data</span>[i + <span class="hljs-number">1</span>, buy] = <span class="hljs-number">1</span>
        
    <span class="hljs-meta">if</span> <span class="hljs-meta">Data</span>[i, what] &gt; upper_barrier <span class="hljs-keyword">and</span> <span class="hljs-meta">Data</span>[i - <span class="hljs-number">1</span>, what] &lt; upper_barrier:
        <span class="hljs-meta">Data</span>[i + <

Options

span class="hljs-number">1</span>, sell] = -<span class="hljs-number">1</span>

return <span class="hljs-meta">Data</span></pre></div><figure id="7ee7"><img src="https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*Vwt17ycpypw7FqWrOQ2urQ.png"><figcaption><b>Signal chart.</b></figcaption></figure><p id="251c">Another strategy can be created which states that only the exit of the extreme zones will yield a trade:</p><ul><li><b>A long (Buy) signal is generated whenever the Demarker exits 0.20 with the previous value below 0.20.</b></li><li><b>A short (Sell) signal is generated whenever the Demarker exits 0.80 with the previous value above 0.80.</b></li></ul><div id="47c0"><pre><span class="hljs-keyword">def</span> <span class="hljs-title function_">signal</span>(<span class="hljs-params"><span class="hljs-title class_">Data</span>, what, buy, sell</span>)<span class="hljs-symbol">:</span></pre></div><div id="2fa6"><pre><span class="hljs-type">Data</span> = adder(<span class="hljs-type">Data</span>, <span class="hljs-number">10</span>)</pre></div><div id="f24b"><pre><span class="hljs-symbol">for</span> i in range(len(<span class="hljs-meta">Data</span>)):
        
    <span class="hljs-meta">if</span> <span class="hljs-meta">Data</span>[i, what] &gt; lower_barrier <span class="hljs-keyword">and</span> <span class="hljs-meta">Data</span>[i - <span class="hljs-number">1</span>, what] &lt; lower_barrier:
        <span class="hljs-meta">Data</span>[i + <span class="hljs-number">1</span>, buy] = <span class="hljs-number">1</span>
        
    <span class="hljs-meta">if</span> <span class="hljs-meta">Data</span>[i, what] &lt; upper_barrier <span class="hljs-keyword">and</span> <span class="hljs-meta">Data</span>[i - <span class="hljs-number">1</span>, what] &gt; upper_barrier:
        <span class="hljs-meta">Data</span>[i + <span class="hljs-number">1</span>, sell] = -<span class="hljs-number">1</span>
        
return <span class="hljs-meta">Data</span></pre></div><figure id="2c88"><img src="https://cdn-images-1.readmedium.com/v2/resize:fit:800/1*_4OQFQtIqhz1AfcsJcXosg.png"><figcaption><b>Signal chart.</b></figcaption></figure><p id="d761">The second technique of waiting before initiating the position showed slightly better results but not statistically different. In anyways, both are losing strategies with the second one losing less (0.94 profit factor compared to 0.96).</p><p id="3618">I have recently partnered with Lumiwealth, and if you want to see how to create all sorts of algorithms yourself, feel free to check out the below link. From algorithmic trading to blockchain and machine learning, they have hands-on detailed courses that I highly recommend.</p><div id="fead" class="link-block">
      <a href="https://www.lumiwealth.com/algorithmic-trading-landing-page/?utm_source=influence&amp;utm_medium=medium&amp;utm_campaign=sofien">
        <div>
          <div>
            <h2>Learn Algorithmic Trading with Python Lumiwealth</h2>
            <div><h3>undefined</h3></div>
            <div><p>undefined</p></div>
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            <div style="background-image: url(https://miro.readmedium.com/v2/resize:fit:320/0*FbCz_ARtbOdywMlC)"></div>
          </div>
        </div>
      </a>
    </div><h1 id="e420">Summary</h1><p id="05a4">To sum up, what I am trying to do is to simply contribute to the world of objective technical analysis which is promoting more transparent techniques and strategies that need to be back-tested before being implemented. This way, technical analysis will get rid of the bad reputation of being subjective and scientifically unfounded.</p><p id="570c">Medium is a hub to interesting reads. I read a lot of articles before I decided to start writing. Consider joining Medium using my referral link (at <b>NO </b>additional cost to you).</p><div id="de8c" class="link-block">
      <a href="https://kaabar-sofien.medium.com/membership">
        <div>
          <div>
            <h2>Join Medium with my referral link — Sofien Kaabar</h2>
            <div><h3>As a Medium member, a portion of your membership fee goes to writers you read, and you get full access to every story…</h3></div>
            <div><p>kaabar-sofien.medium.com</p></div>
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            <div style="background-image: url(https://miro.readmedium.com/v2/resize:fit:320/0*XBqK-oHjNF_4ydU8)"></div>
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    </div><p id="5d41">I recommend you always follow the the below steps whenever you come across a trading technique or strategy:</p><ul><li>Have a critical mindset and get rid of any emotions.</li><li>Back-test it using real life simulation and conditions.</li><li>If you find potential, try optimizing it and running a forward test.</li><li>Always include transaction costs and any slippage simulation in your tests.</li><li>Always include risk management and position sizing in your tests.</li></ul><p id="beb3">Finally, even after making sure of the above, stay careful and monitor the strategy because market dynamics may shift and make the strategy unprofitable.</p><p id="4f75">For the paperback link of the book, you may use the following link:</p><div id="355f" class="link-block">
      <a href="https://www.amazon.com/dp/B09VG3SH2P?&amp;linkCode=sl1&amp;tag=sofien-20&amp;linkId=f0daa140733c5f6b08c1e744bd1b98b5&amp;language=en_US&amp;ref_=as_li_ss_tl">
        <div>
          <div>
            <h2>Contrarian Trading Strategies in Python</h2>
            <div><h3>Amazon.com: Contrarian Trading Strategies in Python: 9798434008075: Kaabar, Sofien: Books</h3></div>
            <div><p>www.amazon.co</p></div>
          </div>
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            <div style="background-image: url(https://miro.readmedium.com/v2/resize:fit:320/0*C7k3f3kawsSsQCVn)"></div>
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    </div></article></body>
Image by Charlie Utting — used with permission from TJ Dallas

Teaser for a Novel

Is It a Sin to Hide a Deadly Secret?

A bartender is conflicted about finding her boss attractive

Lara is running late for a job interview. She is new to the city and late with the rent, so securing employment and a steady wage is key to her survival. Then she enters an exclusive club in the heart of Edinburgh and meets Harry, and her background and upbringing have prepared her for neither.

The reader is plunged into the action pretty quickly, like Lara, it is sink or swim. There’s a lot to learn about the Cardinal Club and the enigmatic staff who manage the establishment, but so much seems mysterious and conflicting. Especially if you’ve led a sheltered life.

I could have derived some clues from the titles of the chapters, perhaps the club’s lion head symbol or the number seven would have wised me up, but I hate spoilers and I have no complaints about the stealthy way the secrets of the club and its inhabitants are revealed.

Every character is vividly drawn, and the feeling of family among the staff is strong. My favourite, the enigmatic bar manager Harry, is larger than life and seems unbreakable, unshakeable, and infallible, but we all wear a mask and intimacy tends to create a chink in even the most impenetrable armour.

The first secret that’s revealed is that the Cardinal is a gay club, which initially has Lara doubting her ability to work there. Lara’s journey is interesting to observe; on arrival she is certain that she is straight, having been raised in an environment that only tolerated hetero-normal relationships. But she soon finds herself surrounded by temptation and some revelations that open her mind and body to an abundance of pleasure and sensation.

The erotic, sapphic passages in this book are sublime, so filled with passion and energy, tenderness and teasing; the reader might need to take a few breaks. TJ tells me that she crafts these first and then arranges them in such a way that the plot holds them together. This is the kind of novel that I would describe as a one-handed read, but don’t expect to be short-changed. Its plot is strong and exciting, packed with twists and revelations to keep the pages turning, with plenty of players to cheer for and others to dislike.

TJ Dallas — (she/her) is a Scottish sapphic author of romantic adult fiction. The Bartender’s Pride is the first in a six-book series: The Cardinal Trilogy which features the Seven Deadly Sins is closely followed by The Four Horsewomen of the Apocalypse. TJ has also created two standalone novels linked to the series. For her venture into romance novellas, she’s adopted the pen name Taryn J Dallas.

Image from the cover of Bartender’s Pride by TJ Dallas

Posy Churchgate is based in the UK & writes |Fiction : Romantic, Erotic, Fantasy, YA |Non fiction : sexuality, relationships |Editor for Tantalizing Tales, she supports new talent. More stories can be found on FrolicMe.com & Tickle.life | Using her link for Medium membership gives you access to all Medium’s great content. Use this link to receive an email so Posy’s latest stories come to your inbox.

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