STA Blog

Jeff Boccaccio’s R-factory: And how it’s been trained to trade crypto

An interesting audience rocked up on Tuesday the 11th October’s STA monthly meeting – in-person at One Moorgate Place. Board member Jeff had probably enticed them with the title of his talk: ‘Simplifying (and Automating) Crypto in 3 Indicators’. Pals from a couple of his meet-up groups were there and he was certainly very chummy with an audience where he knew many.

He explained the thinking behind his firm, based on Van Tharp’s ideas of R, where R equals the return (or reward) based on the raw material input and the measurement of risk. Using charts from Trading View, which allows for coding via Pine Script, his presentation was well thought out, clear and to the point.

His first indicator is a linear regression over the last 20 days. Here he traces the last point of the line and creates a moving regression line; confusingly he calls both ‘’RLs’’. Interesting to see how the two lines vary considerably from each other.

The second indicator is a basic parabolic stop-and-reverse set of price levels. These supply his buy, stop, and reverse trading points.

The third indicator is a simple 200-day moving average. Any price action below this line would hint at a short position, something he currently doesn’t activate.He explains that his trading is based on close-of-business prices, does not measure slippage or include commissions, and is based on long-only trading as anything else is difficult to execute in the United States. He shows us some statistics of previous performance based on Bitcoin and Etherium, and reminds us that there are 86 Alt-Coins. Plenty to get one’s teeth into.

For further info one can contact him at:

(I didn’t know this but .io is a geeky domain name, originally for the British Indian Ocean Territory, but now favoured by gamers and start-ups as it stands for Input/Output, as in computer language.)

Posted in Finance, Markets, STA news, Technical Analysis, Technical Analysis Courses, Trading, Trending
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The views and opinions expressed on the STA’s blog do not necessarily represent those of the Society of Technical Analysts (the “STA”), or of any officer, director or member of the STA. The STA makes no representations as to the accuracy, completeness, or reliability of any information on the blog or found by following any link on blog, and none of the STA, STA Administrative Services or any current or past executive board members are liable for any errors, omissions, or delays in this information or any losses, injuries, or damages arising from its display or use. None of the information on the STA’s blog constitutes investment advice.

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