RSI looks simple on paper. It’s a 0-100 momentum oscillator. Everyone knows what it looks like on a chart. Most developers assume implementing it is an afternoon’s work. It took me longer than I expected. Not because the math is hard, but because there are three places where a naive implementation produces wrong answers, and… Continue reading
Post Category → rust
Donchian Channels: When the Infrastructure Does All the Work
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
quantedge-ta: Real-Time Technical Analysis for Rust
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
5 Years, 3 Languages, One Trading System
I built a trading bot in Dart. It lost a few thousand dollars. Best investment I ever made. Not because the bot eventually worked. It didn’t. But because chasing that problem through three languages over five years taught me more about software design than any project before it. Starting with what I knew In 2021,… Continue reading