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. |
Dentro del libro
Resultados 1-3 de 27
Página 180
To increase the chances that it will hold up on a real-time basis, the alternatives
include out-of-sample testing and blind simulation. An out-of-sample approach
might, for example, require optimization over the first half of the date range and ...
To increase the chances that it will hold up on a real-time basis, the alternatives
include out-of-sample testing and blind simulation. An out-of-sample approach
might, for example, require optimization over the first half of the date range and ...
Página 238
FIGURE 14.12 OPTIMIZATION: INTERMARKET TWO. Optimization: Intermarket
Two Optimize Len1= 3 to 10. Subtract Commissions = $25, Slippage = $50 Lenl
Net Profit PFact MaxDD ROA #Trds %Prfi AvgTrd 3.00 306350.00 1.55 -65925.00
...
FIGURE 14.12 OPTIMIZATION: INTERMARKET TWO. Optimization: Intermarket
Two Optimize Len1= 3 to 10. Subtract Commissions = $25, Slippage = $50 Lenl
Net Profit PFact MaxDD ROA #Trds %Prfi AvgTrd 3.00 306350.00 1.55 -65925.00
...
Página 240
FIGURE 14.14 OPTIMIZATION: INTERMARKET THREE. Optimization:
Intennarket Three Optimize Lenl = 2 to 10, Len2 = 2 to 10. Subtract Commissions
=$25, S1ippage=$50 71 69 71 67 64 67 66 64 67 69 66 69 66 68 62 66 66 69 63
74 61 65 ...
FIGURE 14.14 OPTIMIZATION: INTERMARKET THREE. Optimization:
Intennarket Three Optimize Lenl = 2 to 10, Len2 = 2 to 10. Subtract Commissions
=$25, S1ippage=$50 71 69 71 67 64 67 66 64 67 69 66 69 66 68 62 66 66 69 63
74 61 65 ...
Comentarios de la gente - Escribir un comentario
No encontramos ningún comentario en los lugares habituales.
Contenido
PART l | 1 |
Popular Trading Indicators | 13 |
Combining Trend Analysis with Indicator Readings | 30 |
Derechos de autor | |
Otras 22 secciones no mostradas
Términos y frases comunes
analysis approach backtesting bars benefit Bollinger Bands breakout buy signal chart close congestion contract data mining data vendors datafeed defined develop diversification drawdown equity curve evaluation example Exchange exit Exponential Moving Average Figure filter financial find first fit five formula frame futures futures contract fuzzy logic genetic algorithms Index input Intermarket intraday investors linear losing trades loss method momentum money management moving average neural networks nodes nontrending Omega Research optimization options oscillator out-of-sample pattern percent period portfolio position predict profit profitable ratio real-time Relative Strength Index risk sell signals significant simple moving average specific Statistical Network Steve Fossett stochastic stop T-bond Table technical analysis technical indicators techniques tick tion TradeStation trading strategy trading system trend trendline uptrend variables volatility volume winning trades zone