This week’s idea is based on the concept of Fractals, popularized by Bill Williams in his books Trading Chaos and New Trading Dimensions. This is the second fractal system I have featured here on Systematic Algo Trader.
Several weeks ago, I presented a scalping idea: SAT2021-12 Moderate Scalp 2. That idea was to take a trade in the depending on whether the bar closed up or down, and where the Kaufman’s Adaptive Moving Average (KAMA) is within the body of the bar: upper quartile, lower quartile, and middle two quartiles.
New week, new CPU, and new possibilities. This week’s idea is one I heard on episode 20 of the Top Traders Unplugged podcast, which featured Roman Lutz of Future Value Capital.
If last week’s idea was fun, this week was bound to be the opposite. This week’s idea, inspired by the Sofien Kabaar article, The Fisher Aggregate Index.