Included Trading Systems
Every edition of Trading Blox ships with 215 ready-to-run systems — the classics of the public-domain trading literature alongside a system for each study in the built-in indicator library, faithfully implemented and fully parameterized. Test any of them over your data the minute you install, step their parameters to explore robustness, and combine them in multi-system suites. The Builder edition can open every system’s underlying Blox and modify the rules.
Classic systems
The named systems of the trading literature, with the rules as published.
Trend Following
Turtle The complete original Turtle rules — Donchian breakouts, ATR position sizing, pyramiding, and correlation-aware risk management.
Donchian Single-unit Donchian channel breakout with MACD direction filter.
Donchian 2 Donchian breakout variant with smart fill handling.
Dual Moving Average The classic two-average crossover, with optional crossover-only entries and ATR stops.
Triple Moving Average Three-average system: trade only when the fast, medium, and slow averages agree.
ADX System Trades strong trends only — ADX above threshold with DI+/DI− giving direction.
MACD System Trend entries from MACD momentum shifts.
Parabolic SAR Wilder's 1978 stop-and-reverse: always in, flipping when price crosses the accelerating SAR.
KAMA Trend Price crossing Kaufman's Adaptive Moving Average — the average speeds up in trends and flattens in noise.
Hull Moving Average Trend Rides the slope of the fast, smooth Hull Moving Average.
MAMA FAMA Crossover Ehlers' adaptive-average crossover — the MESA pair adapts to the market's measured cycle.
Aroon Crossover Chande's Aroon Up/Down crossover with trend-strength confirmation.
Vortex Crossover VI+/VI− trend rotation signals from the Vortex indicator.
Supertrend ATR band flip system — the ratcheting band trails price and reverses when crossed.
Ichimoku TK Cross The classic Tenkan/Kijun midpoint cross from the Ichimoku system.
VHF Filtered Trend Moving-average cross taken only when the Vertical Horizontal Filter confirms a trending market.
TRIX Zero Cross Triple-smoothed momentum crossing zero — trend signals with the whipsaws filtered out.
Momentum Rate of Change Time-series momentum: long when price beats its level N bars ago, short when it trails.
Coppock Curve Edwin Coppock's 1962 long-term signal — the curve turning up from below zero.
Breakout
ATR Channel Breakout Moving average ± ATR multiple channel breakout.
Bollinger Breakout Close beyond the Bollinger band enters in the direction of the break.
Keltner Channel Breakout Chester Keltner's 1960 channel — EMA center line with ATR bands.
MA Percent Envelope The classic percent envelope — breakouts through fixed-percent bands around a moving average.
Darvas Box Nicolas Darvas' box method — buy the breakout of a confirmed consolidation box, stop below it.
Stochastic Pop Jake Bernstein's momentum continuation — a push through overbought is strength to ride, not fade.
CCI System Donald Lambert's original CCI rules — trade beyond the ±100 band.
Mean Reversion & Counter-Trend
Bollinger Counter Trend Fades moves beyond the Bollinger band, expecting reversion to the mean.
RSI Mean Reversion Short-period RSI pullback buying inside a long-term uptrend.
RSI Trend Catcher RSI-driven entries in the direction of the prevailing trend.
Williams PercentR Larry Williams' %R — buys deep oversold readings in uptrends.
Stochastic System Swing entries from stochastic oscillator turns.
Stochastic RSI Oversold/overbought timing from the RSI within its own range — faster than raw RSI.
ZScore Mean Reversion Statistical stretch: buys multi-sigma dips inside an uptrend, exits at the mean.
Chande Momentum Washout readings on the Chande Momentum Oscillator, faded with a trend filter.
Ultimate Oscillator Larry Williams' three-timeframe oscillator, bought deep oversold in uptrends.
DPO Cycle Rides the short cycle isolated by the Detrended Price Oscillator.
Volume & Reversal
Chaikin Oscillator Volume-flow momentum: trades zero crossings of the accumulation/distribution oscillator.
Mass Index Reversal Donald Dorsey's reversal bulge — range expansion that collapses flags a trend change.
Elder Ray Alexander Elder's Bull/Bear Power — entries when the losing side visibly weakens.
Stocks & Research
Top Ranked Stocks Strength-ranked stock rotation with portfolio-level ranking.
Walk Forward Walk-forward testing harness with out-of-sample statistics.
Chart Charting workspace system for visual study of indicators and price.
Indicator catalog systems
A further 173 systems, one for each study in the indicator library — the author’s own signal where the study defines one, and the conventional reading of that kind of study where it does not. They are starting points to test and adapt, not finished strategies.
Moving Averages & Adaptive Trend
Center Of Gravity The centre of mass of the window with weights ascending toward the newest bar — not Ehlers' study of the same name.
Delta MA The move from the open of a bar some days back, plotted with its own average; the crossing between them is the signal.
Displaced Moving Average Long when the displaced line crosses above the plain average, short when it crosses below.
Elastic Volume Weighted Moving Average An average that lets each bar move it in proportion to the volume behind it, so a heavy bar drags it further than a quiet one.
Fractal Adaptive Moving Average An average whose smoothing follows the fractal dimension of price: fast when the path is direct, slow when it wanders.
Laguerre RSI Ehlers' Laguerre-filtered RSI, which runs 0..1 rather than 0..100.
MA Difference The gap between two averages, which crosses zero exactly where they cross each other.
McGinley Dynamic An average with a speed term that pulls it toward price when it is left behind, so it tracks a fast move without a shorter period.
Moving Average Envelope An exponential average with a percentage envelope either side. The rule is the previous bar reaching one side.
Moving Average of Oscillator MACD less its own signal — the histogram as a line. Zero is the crossing of MACD and signal.
Tilson IE2 Tilson IE/2 system, per Tim Tillson, "Smoothing Techniques for More Accurate Signals" (Technical Analysis of Stocks & Commodities, 1998).
Triangular Moving Average An average of an average, which puts the most weight in the middle of the window rather than at either end.
VIDYA1 Chande's variable index dynamic average: the smoothing constant is scaled by recent volatility, so it accelerates in a fast market.
Volume Weighted Moving Average An average weighted by volume, so the bars that traded set where it sits.
WAMI A twice-smoothed average of the percentage change, so it oscillates about zero rather than following price.
Trend & Directional
AGGZ Zero Cross AggZ zero-line system. AggZ is a short z-score entered negated against a long one, so it reads high when price is cheap against the noise and strong against the trend.
Accumulative Swing Index Trend J. Welles Wilder’s Accumulative Swing Index: a running total of swing index values, read as a buying trend above zero and a selling trend below it.
Choppiness Index How much ground price covered against how far it travelled: high is choppy, low is trending. Below the midpoint is the trending half.
Conditional Accumulator A counter that steps whenever its condition holds — a running score rather than a price.
Directional Trend Index Reversal Directional Trend Index. A peak above the top guide is the sell and a trough below the bottom guide is the buy, the turn being read off the previous bar.
Divergent Bars Reversal Divergent Bars. A bar that probes below the previous low and still closes above its own midpoint is the bullish divergent bar — rejection in a single bar — and the bearish one is its mirror.
Fractal Reversal Fractals. The up fractal is the swing low and carries the buy arrow; the down fractal is the swing high and carries the sell arrow.
Net Lines Reversal Net Lines. After three consecutive down bars the buy line sits at the low of the bar the run started from, and price closing back above it says the run failed — the reversal up.
OC Histogram The gap between an average of price and an average of the open.
Open Close Delta The size of the bar's body, signed by its direction.
Open Close Delta Direction The sign of the bar's body alone: +1 for a close above the open.
Percentage Trend A staircase that holds its level until price moves a set percentage against it, which is a trend definition with the noise removed.
Pivot Point Crossover Pivot Point Average. The pivot point is yesterday's high, low and close averaged; the second line is the simple average of the last three of them.
QStick The average body of the last few bars. Positive means they have been closing above their opens.
TFS MOB The gap between a fast and a slow average of price.
TFS Tether Line The line is the midpoint of the last fifty bars, and it's crossing rule is a fade of the stretch away from it: the high crossing up through the tether sells, the low crossing down through it buys.
VIX Trading System Volatility Index (VIX) Trading System. The count is how many consecutive bars price has held one side of its fifty-bar average.
Momentum & Oscillators
Acceleration Oscillator The Awesome Oscillator less its own average — the rate at which momentum is changing. Zero is where that acceleration reverses.
Accelerator Decelerator Reversal Accelerator/Decelerator Oscillator. It sells a reading that is above the top guide and has started to fall, and buys one below the bottom guide that has started to rise — the…
Awesome Oscillator Bill Williams' fast-minus-slow midpoint average.
Bears Power How far the bar's low fell below the average. Crossing zero means even the low held above consensus.
Bollinger Bands %B Where price sits across the Bollinger band, 0 at the lower and 1 at the upper.
Bulls Power How far the bar's high rose above the average. Crossing zero means even the high failed to reach consensus.
CMO ABS Average Chande Momentum Oscillator family (Tushar Chande and Stanley Kroll, 1994) — the absolute CMO against its own average.
CMO Abs Chande Momentum Oscillator family (Tushar Chande and Stanley Kroll, 1994) — the absolute CMO, direction stripped out.
CMO Average Chande Momentum Oscillator family (Tushar Chande and Stanley Kroll, 1994) — the CMO crossing its own average.
CMO Filter Chande Momentum Oscillator family (Tushar Chande and Stanley Kroll, 1994) — the CMO used as a trend filter.
CMO WMA Cross Chande Momentum Oscillator family (Tushar Chande and Stanley Kroll, 1994) — the CMO crossing a weighted moving average.
D Three Ten Crossover D Three Ten Oscillator. Buy when the oscillator is below the bottom guide and crosses up through its 16-period signal line; sell on the mirror above the top guide.
DeMarker Breakout Tom DeMark's DeMarker: buy when it crosses up through the top guide and sell when it crosses down through the bottom guide — a break out of the band rather than a fade of it.
Dynamic Momentum Reversal Dynamic Momentum Index. A variable-period RSI: volatility shortens the window, quiet lengthens it. The rule is the same as an RSI reversal — a peak above the top guide sells, a trough…
Elder Ray Power Elder Ray Bear Power and Bull Power. Buy when the trend EMA is rising and Bear Power is below the mid guide but strengthening — the bears are losing their grip — and sell on the…
Elliott Wave Oscillator The same difference of midpoint averages under its Elliott Wave name.
Ergodic Mean Deviation Crossover Ergodic Mean Deviation Indicator. The distance between price and its own long average, smoothed twice, so the line wanders around zero instead of trending with price.
Fast Slow Kurtosis Crossover Buy when the line crosses above its weighted average, sell when it crosses below.
IMI Zone Crossover Intraday Momentum Index (Tushar Chande, 1991): Wilder's relative strength applied to the body of the bar rather than to the gap between bars, so it is blind to overnight moves and measures the conviction inside the session.
Mobility Oscillator Where price sits in the distribution of its own recent values, 0..100.
Oscar A smoothed stochastic of the true range, 0..100.
PPO Zero Cross Percentage Price Oscillator: the MACD spread divided by its own slow average, which states it as a percentage of price and so makes it comparable across instruments and across eras of one instrument.
Projection Oscillator Crossover Projection Oscillator (Mel Widner, Technical Analysis of Stocks & Commodities, 1995): a stochastic on a detrended range.
Relative Momentum Alternative Reversal Relative Momentum Alternative Index: relative strength computed on a multi-bar momentum instead of on a one-bar change, in the manner of Roger Altman's Relative Momentum Index (Technical Analysis of Stocks & Commodities, 1993).
Relative Momentum Index RSI measured against price some bars back rather than the bar before, so it ranges 0..100 like the original.
Relative Vigor Crossover Relative Vigor Index (John Ehlers, Technical Analysis of Stocks & Commodities, 2002): where the bar closed relative to where it opened, as a fraction of the bar's range, averaged over the period.
Sentiment Zone Reversal Sentiment Zone Oscillator (Walid Khalil, Technical Analysis of Stocks & Commodities, 2010): score every bar +1 or -1 by whether it closed up, smooth the score with a triple exponential average, and divide by the period — which is what puts the plot on it's own +/-7 guides.
Stochastic Momentum Crossover Stochastic Momentum Index (William Blau, Technical Analysis of Stocks & Commodities, 1993): the plain stochastic measures the close against the LOW of the range; this measures it against the MIDPOINT, which centres the plot on zero and gives it a sign.
Stochastic SC Crossover Stochastic SC: a stochastic whose numerator and denominator are smoothed separately before they are divided, so a bar with a pinched range cannot carry the weight of a bar with a wide one.
Support Resistance Reversal Support And Resistance Oscillator: .
Turbo Stochastic Crossover Turbo Stochastic Fast: a fast stochastic fitted with a least-squares line over its last few values and read off that line `turbo` bars away from the end.
Stochastics & Cycle Timing
DMI Stochastic A stochastic taken of the directional movement spread rather than of price, 0..100.
DSS Bressert Bressert's double-smoothed stochastic with its trigger line.
Double Smooth Stochastic A twice-smoothed stochastic. Its documented rule pairs the crossing of its signal with the guides; the guides carry the rule here.
Ergodic TSI2 Blau's ergodic construction with a fast and a slow chain, traded against its own signal average.
Fast And Slow RSI An RSI of a fast/slow momentum spread. The rule is that line crossing its signal average.
Fast And Slow Stochastics A fast stochastic and a slow one on one plot, traded where the fast line crosses the slow.
Know Sure Thing Pring's summed rate-of-change oscillator. Its rule is the KST line crossing its signal average.
RSI Divergence Divergence between price and RSI, marked on the bar that confirms the pivot.
Schaff Trend Cycle A stochastic taken twice over a MACD. The rule is the line falling back through 75 or rising through 25.
Technical Rank A composite score of several trend and momentum measures, 0..100.
Turbo Stochastic Slow The slow member of the turbo stochastic pair, projected along its own regression. Its rule is the %K/%D crossing.
Bands, Channels & Price Structure
Acceleration Bands Bands set a fraction of the bar's own range away from an average, so they widen with the bar rather than with its deviation.
Alligator Bill Williams' three displaced averages — jaw, teeth and lips.
Buff Averages Buff Dormeier's volume-weighted pair. The fast average crossing the slow one is it's own signal.
DEMA 2Lines Two double-exponential averages. The rule is the fast one crossing the slow one.
Darvas Box Breakout Nicolas Darvas’ box, drawn once the range has held long enough to count, traded on the break of the box rather than a fade of it.
Drunkards Walk The band a random walk of this volatility would be expected to stay inside.
Envelopes A fixed percentage either side of an average.
Fibonacci Retrace Retracement levels measured back from the window's own range.
Gator Oscillator The two gaps of the Alligator drawn as histograms.
Ichimoku Kinko Hyo The Tenkan-Sen crossing the Kijun-Sen, which is it's own documented rule.
Kase Indicator Kase's up and down lines.
Kirshenbaum Bands Bands set by the standard error of a regression rather than by the standard deviation of price.
LBR Paint Bars Linda Raschke's volatility band.
Linear Regression Channel A regression line with a channel either side. The rule is price reaching the channel.
MA High Low An average of the highs and an average of the lows, drawn as a band.
Moving Average Displaced Envelope An envelope drawn a few bars forward of the average that made it. The rule is the previous bar reaching one side.
Moving Average Support Resistance Support and resistance taken as a factor either side of an average.
Narrow Sideways Channel The channel a quiet market sits in. The rule is a bar both narrow and outside it.
Pivot Points Classic floor pivots: yesterday’s high, low and close averaged, with the first support and resistance traded.
Polynomial Regression Channel A curved regression through the window with a channel either side.
Projection Band UL Widner's bands: the window's highs and lows each projected along their own slope. The rule is price reaching one.
Starc Bands An average with bands a multiple of average true range either side.
Support Resistance The window's own support and resistance levels.
Swing Points The confirmed swing highs and lows. It reads price reaching a swing high as a place to sell.
Three Lines Three averages at increasing periods.
Uni Channel A channel with an independent factor on each side.
Volume Weighted Average Price VWAP with a deviation band either side.
Volatility & Range
Bollinger Band Width How wide the Bollinger band currently is, which is a volatility regime reading rather than a direction.
Bollinger Bands ATR Band width measured in units of average true range.
Chaikin Volatility Indicator The rate of change of the high-low spread, which rises as a market gets livelier.
Elders Thermometer Elder Thermometer system, per Alexander Elder, "Come Into My Trading Room" (2002).
Projection Bandwidth The width of the projection band as a percentage.
Relative Volatility Index Donald Dorsey (1993): Wilder’s RSI computed on the standard deviation of price rather than on price, so 50 divides expanding volatility from contracting.
Ulcer Index The depth and duration of drawdown over the window — a measure of how uncomfortable holding has been.
Volatility Ratio Today's range against the recent average range.
Wilder Volatility Stop J. Welles Wilder’s volatility stop-and-reverse: a trailing stop set a multiple of average true range from the extreme, flipping the position when touched.
Volume & Money Flow
Ease Of Movement Richard W. Arms Jr., “Volume Cycles in the Stock Market” (1983): a bar’s midpoint travel divided by the volume it took to get there, so price advancing on little volume reads high.
Elders Force Index Elder Force Index system, per Alexander Elder, "Trading for a Living" (1993).
Force Index The bar's price change weighted by the volume behind it. Its sign is the side that did the pushing.
Herrick Payoff Index Money flow built from open interest as well as volume.
Market Facilitation Index Range per unit of volume — how much movement the market gave for the trading it took.
Multi Vote OnBalance Volume On-balance volume that votes by how much of the bar moved, not just by its sign.
Negative Volume Index A running total that only changes on days volume fell, on the premise that the quiet days are the informed ones.
Percentage Volume Oscillator MACD applied to volume and expressed as a percentage, with its signal average and histogram as lines 1 and 2.
Positive Volume Index The mirror of the negative index: it only changes on days volume rose.
Relative Volume This bar's volume against its own recent average. Above one is heavier participation than usual.
TFS Volume Oscillator Volume signed by the direction of the bar and averaged.
Twiggs Money Flow Colin Twiggs (2003), his repair of Chaikin Money Flow: accumulation measured against the true range taken from the prior close, so a gap is not scored as though the bar opened inside it.
UpSide DownSide Volume The volume transacted on advancing bars over the volume on declining bars, so the mid guide is 1 — as much volume pushing up as down.
Volume Accum Percent Accumulated volume as a percentage of its own recent total.
Volume Accumulation Oscillator Volume signed by where the bar closed within its own range.
Volume Oscillator The gap between a fast and a slow average of volume.
Volume Price Confirmation Buff Dormeier’s VPCI: the gap between volume-weighted and simple averages, scaled by the volume ratio, so it reads whether volume is confirming the price trend.
Volume Price Trend A running total of volume weighted by each bar's percentage change.
Volume Rate Of Change Reads volume against its own level some periods back, normalised by the sum of the two, so it is bounded to +/-100.
Volume Zone Oscillator Volume signed by the direction of price, as a percentage of total volume. Its guides are +/-40, and its full rule is gated by a trend filter it expects you to supply.
Williams AD Line Williams' accumulation/distribution running total.
Ehlers Cycle Studies
Adaptive Smoothing Indicator Ehlers' adaptive smoother, which speeds up as the market trends and slows down as it ranges. Price crossing it is the reading every smoother of this kind is put to.
Detrended Ehlers Leading Indicator The detrender less an average of itself, which leads it by about a quarter cycle.
Detrended Synthetic Price Ehlers' detrender: the gap between two averages of a synthetic price, which oscillates about zero by construction.
Ehlers Filter A filter weighted by how far price has moved rather than by time, so quiet bars count for little.
Ehlers Filter Distance Coeff The distance-coefficient form of the Ehlers filter.
Fisher Stochastic Reversal Fisher Transform Stochastic Oscillator (John Ehlers): a roofing-band filter run through a stochastic and then squashed by a hyperbolic tangent into a bounded 0..100 line.
Fisher Transform Reversal Fisher Transform (John Ehlers, Technical Analysis of Stocks & Commodities, 2002): price stretched into something close to a normal distribution.
Inverse Fisher Cycle Reversal Inverse Fisher Cyber Cycle (John Ehlers, "Cybernetic Analysis for Stocks and Futures", 2004): the cyber cycle — a two-pole high-pass of a four-bar smoothed price — passed through the inverse Fisher transform, which is the hyperbolic tangent.
Inverse Fisher Reversal Inverse Fisher Transform (John Ehlers, Technical Analysis of Stocks & Commodities, 2004): the inverse Fisher transform of a smoothed, recentred RSI.
Median Average Adaptive Filter An adaptive filter built on the median rather than the mean, so a single outlying bar does not drag it.
Moving Average Adaptive Filter An average whose smoothing constant is driven by the market's own measured cycle.
Price Cycle Oscillator The cycle component of price, scaled by its own average true range.
Signal To Noise Ratio Ehlers' measure of how much of the recent range is signal rather than noise, centred on its own zero.
Swiss Army Knife Indicator Ehlers' single filter that becomes nine different filters depending on its type parameter; the default here is the exponential form.
Two Pole Butterworth Filter A two-pole low-pass filter, flatter in its passband than a moving average of the same length.
Ribbons & Multi-Average
Bollinger Bands Fibonacci Ratios Three Bollinger pairs at Fibonacci multiples. The outermost pair is traded here.
MA Ribbon Six averages a fixed step apart. The conventional reading of a ribbon is its fastest line crossing its slowest.
New Market Paradigm Contraction A Bollinger pair with the marks where the band last contracted.
New Market Paradigm Expansion A Bollinger pair with the marks where the band last expanded.
Rainbow A The two most-smoothed levels of the rainbow stack.
Rainbow B Levels five through ten of the rainbow stack.
Rainbow C All ten levels of the rainbow stack.
Rainbow Oscillator The spread of the rainbow average stack expressed as a band, with price's position inside it.
Reversing MACD MACD carried with the prices at which it would reach zero and at which its two averages would meet.
Statistics & Performance Ratios
Calmar Ratio Annual return over the worst drawdown in the window.
Information Ratio Return over a benchmark divided by the tracking error against it.
JRC Fractal Dimension The fractal dimension of the price path: near 1 is a straight line, near 2 is noise. Below 1.5 is the trending half.
Linear Regression Curve The curve is the endpoint of the least-squares line fitted over the window, plotted bar by bar, and tracks price with less lag than an average of the same length.
Linear Regression Slope The slope of the least-squares line through the window. Its sign is the direction of the fit.
Martin Ratio Excess return over the Ulcer Index — the ulcer performance index.
Omega Ratio The ratio of gains above a threshold to losses below it. One is the break-even, which is why the filter defaults there.
Percent Change The bar's percentage change. Its sign is the bar's direction.
Polarized Fractal Efficiency Hans Hannula (1994): the straight-line distance covered over the window against the distance actually walked, signed by direction and smoothed.
R Squared How much of price's movement the regression line explains — a measure of how trend-like the window is.
Rate Of Change From Start Percentage change measured from the first bar of the test, so only its direction is comparable across instruments.
Sharpe Ratio Excess return over its own standard deviation — a measure of how well paid the risk has been, not a signal.
Sortino Ratio Sharpe counting only downside deviation, so upside volatility is not penalised.
Spearman Indicator Spearman rank correlation between price and a straight line — how orderly the window's advance has been.
Standard Error Percent Average The regression's standard error as a percentage of price. A low reading means price is hugging its own trend.
Trend Analysis Index How far price has travelled against how far it has moved.
Treynor Ratio Excess return per unit of beta rather than per unit of deviation.
Upside Potential Ratio Upside above a minimum acceptable return over downside below it.
System rules reference indicators from the built-in library — see the full indicator list.