Richard Donchian’s channels are among the oldest systematic trading tools. The Turtle Traders used them in the 1980s. The rules were simple: buy when price breaks above the 20-bar high, sell when it breaks below the 20-bar low. The math is equally simple: Three lines. No smoothing, no ratios, no weighting. Just the extremes and… Continue reading
Every indicator in quantedge-ta before the Stochastic Oscillator shares a design pattern: each new bar’s contribution decays over time. SMA: uniform average, old bars age out as the window slides. EMA: exponential weight, old contributions shrink but never hit zero. RSI: Wilder’s smoothing, same story. MACD: two EMAs composing. ATR: Wilder’s smoothing on True Range. None of… Continue reading
Some bugs are hard because they’re complex. Some are hard because they’re intermittent. The worst ones are both. This one took three months. Forty-eight builds. An iOS crash that appeared under conditions that resisted every attempt to reproduce it reliably. If you read the first post, you know the setup: a third-party Flutter-backed ticketing SDK embedded… Continue reading
Implementing Expo apps can sometimes feel boring. Yet another view, yet another component, yet another Zustand store. Not often do you get a chance to venture out from the safe and comfortable Expo stack. But sometimes, you get the opportunity to do something you never thought would happen: embed a full native view into an… Continue reading
Most technical analysis libraries work on closed bars. Feed in 200 closing prices, get 200 SMA values back. Clean, simple, works for backtesting. But in a live environment, you get OHLCV updates every second before the bar closes. A naive implementation counts each update as a new bar and produces garbage. The safe alternative is… Continue reading