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
... largest loss , maximum adverse excursion , average draw- down , largest consecutive losing series , or maximum equity loss . No matter what def- inition is chosen ... Largest loss : The largest losing trade Evaluating Trading Performance 151.
... largest loss , maximum adverse excursion , average draw- down , largest consecutive losing series , or maximum equity loss . No matter what def- inition is chosen ... Largest loss : The largest losing trade Evaluating Trading Performance 151.
Página 152
... largest losing trade for the test period . Maximum adverse excursion : The largest unrealized loss based on the ulti- mate low for long positions or high for short positions during the trade . Average drawdown : The addition of ...
... largest losing trade for the test period . Maximum adverse excursion : The largest unrealized loss based on the ulti- mate low for long positions or high for short positions during the trade . Average drawdown : The addition of ...
Página 154
... largest gain , maximum favorable ex- cursion , average run - up , largest consecutive winning series , or maximum equity gain . Each definition represents a different form of reward ( see Box 7 ) . The largest gain is the trade that ...
... largest gain , maximum favorable ex- cursion , average run - up , largest consecutive winning series , or maximum equity gain . Each definition represents a different form of reward ( see Box 7 ) . The largest gain is the trade that ...
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