Computerized Trading: Maximizing Day Trading and Overnight ProfitsComplete with explanatory charts, diagrams, and checklists, a detailed discussion of the use of computerized trading systems draws on the expertise of twenty expert traders, and gives step-by-step advice on strategies and reliable data to both beginning and experienced investors. |
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Página 180
An out - of - sample approach might , for example , require optimization over the
first half of the date range and then a real - time simulation over the second half .
The results from the two halves would then be compared . A blind - simulation ...
An out - of - sample approach might , for example , require optimization over the
first half of the date range and then a real - time simulation over the second half .
The results from the two halves would then be compared . A blind - simulation ...
Página 238
Optimization : Intermarket Two Optimize Lenl = 3 to 10. Subtract Commissions = $
25 , Slippage = $ 50 Len1 Net Profit PFact MaxDD ROA #Trds % Prft AvgTrd 3.00
306350.00 1.55 -65925.00 464.69 535 52 572.62 5.00 249700.00 1.48 ...
Optimization : Intermarket Two Optimize Lenl = 3 to 10. Subtract Commissions = $
25 , Slippage = $ 50 Len1 Net Profit PFact MaxDD ROA #Trds % Prft AvgTrd 3.00
306350.00 1.55 -65925.00 464.69 535 52 572.62 5.00 249700.00 1.48 ...
Página 240
Optimization : Intermarket Three Optimize Lenl = 2 to 10 , Len2 = 2 to 10. Subtract
Commissions = $ 25 , Slippage = $ 50 FIGURE 14.14 OPTIMIZATION :
INTERMARKET THREE CONT'D . Source : Lenl Len2 Net Profit 3.00 9.00
404025.00 ...
Optimization : Intermarket Three Optimize Lenl = 2 to 10 , Len2 = 2 to 10. Subtract
Commissions = $ 25 , Slippage = $ 50 FIGURE 14.14 OPTIMIZATION :
INTERMARKET THREE CONT'D . Source : Lenl Len2 Net Profit 3.00 9.00
404025.00 ...
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Contenido
PART | 1 |
Popular Trading Indicators | 13 |
Combining Trend Analysis with Indicator Readings | 30 |
Derechos de autor | |
Otras 21 secciones no mostradas
Términos y frases comunes
amount analysis apply approach bars better calculated Chapter chart close congestion considered continue contract curve daily designed determine develop direction distribution drawdown effective equity evaluation example Exchange exit expected factor Figure formula function future gain give important Index indicators initial input largest less limit linear look losing loss means measure method moving average NASDAQ neural networks occur offer optimization options oscillator pattern percent performance period position predict problem produce profit question range ratio received represents Research risk selection sell short shown shows signals simple standard statistical stochastic stop strategy Table technical techniques tick tion trading system trend variables vendors volatility volume winning
Información bibliográfica
| Título | Computerized Trading: Maximizing Day Trading and Overnight Profits New York Institute of Finance Series |
| Autor | Mark Jurik |
| Editor | Mark Jurik |
| Edición | ilustrada |
| Editor | New York Institute of Finance, 1999 |
| Procedencia del original | Universidad de Michigan |
| Digitalizado | 2 Sep. 2011 |
| ISBN | 0735200777, 9780735200777 |
| Largo | 415 páginas |
| Exportar cita | BiBTeX EndNote RefMan |