New Book “Algo Trading Cheat Codes”

[Nick Radge]

I haven’t read it yet but I hear its quite good. Code is in TradeStation but concepts should be easily understood. Only $3 on kindle

[ChrisThong]

I bought it last month and currently at the chapter relating to exit. In so far, I found the volatility filter, being ATR n-days > ATR n-days and volume > Avg volume, quite useful, at least for me. I changed the parameters and use it as one of the entry condition for a MR strategy that I am testing in Russell 3000.

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