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 129
... sample " and " out - of - sample " data . In - sample data is the data used to design the trading strategy . Out - of - sample data is the data used to test the trading strategy . A cardinal rule of backtesting is : In - sample data ...
... sample " and " out - of - sample " data . In - sample data is the data used to design the trading strategy . Out - of - sample data is the data used to test the trading strategy . A cardinal rule of backtesting is : In - sample data ...
Página 130
... OUT - OF - SAMPLE . In - Sample data set Tuning Data Set Out - of - Sample data set 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 You can think of the tuning set as a psychological crutch . If , after ...
... OUT - OF - SAMPLE . In - Sample data set Tuning Data Set Out - of - Sample data set 1982 1983 1984 1985 1986 1987 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 You can think of the tuning set as a psychological crutch . If , after ...
Página 161
... out - of - sample data significantly poorer than on in - sample data ? Backtesting will help you pinpoint which approaches to the market are likely to be successful and which ones are not . It will also produce a record of your sys ...
... out - of - sample data significantly poorer than on in - sample data ? Backtesting will help you pinpoint which approaches to the market are likely to be successful and which ones are not . It will also produce a record of your sys ...
Contenido
Chapter | 3 |
Quantifying a Markets Upside and Downside Potential | 12 |
Exiting a Market | 76 |
Derechos de autor | |
Otras 16 secciones no mostradas
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