Computerized Trading: Maximizing Day Trading and Overnight ProfitsNew York Institute of Finance, 1999 - 415 páginas Discover the answers to all your computerized trading questions, from basic to advanced, in this ground-breaking new guide to successful day trading. Twenty top experts reveal their techniques and strategies for successful computerized trading in this practical guide. |
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Página 151
... drawdown represents various measures of loss ( risk ) , while run - up represents measures of reward ( profit ) . Drawdown We will begin our discussion with drawdown . The measure of drawdown can be calculated in several ways : largest ...
... drawdown represents various measures of loss ( risk ) , while run - up represents measures of reward ( profit ) . Drawdown We will begin our discussion with drawdown . The measure of drawdown can be calculated in several ways : largest ...
Página 152
... drawdown : The addition of drawdowns for all individual trades di- vided by the total number of trades . Largest consecutive losing series : The largest consecutive losing series for the test period . Maximum equity drawdown : The ...
... drawdown : The addition of drawdowns for all individual trades di- vided by the total number of trades . Largest consecutive losing series : The largest consecutive losing series for the test period . Maximum equity drawdown : The ...
Página 153
... Drawdown ( S ) 40000 20000 RINAL qNSP_460000 - Daily ( 08 / 19 / 85-08 / 01 / 97 ) 0 -20000 -40000 1 11 21 31 41 51 ... drawdown of $ 31,900 is more than twice the largest consecutive losing series . The more forms of drawdown calculated ...
... Drawdown ( S ) 40000 20000 RINAL qNSP_460000 - Daily ( 08 / 19 / 85-08 / 01 / 97 ) 0 -20000 -40000 1 11 21 31 41 51 ... drawdown of $ 31,900 is more than twice the largest consecutive losing series . The more forms of drawdown calculated ...
Contenido
Chapter | 3 |
Quantifying a Markets Upside and Downside Potential | 12 |
Exiting a Market | 76 |
Derechos de autor | |
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Términos y frases comunes
apply approach backtesting bars Bollinger Bands breakout buy signal calculated chart coefficient Coefficient of variation congestion contract data mining data vendors datafeed develop DJIA drawdown equity curve evaluation example Exchange exit Exponential Moving Average Figure formula future fuzzy logic genetic algorithms Index input intraday investors linear losing trades loss Louisiana Pacific method momentum money management moving average neural networks nodes nonlinear pricing nontrending number of trades Omega Research optimization options outlier output pattern percent period portfolio position predict problem programs ratio Relative Strength Index risk run-up sell signals simple moving average Statistical Network Steve Fossett stochastic stop T-bond Table Technical Analysis technical indicators techniques tick tion TradeStation trading performance trading strategy trading system trend trendline uptrend variables volatility volume winning trades zone