## 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. |

### From inside the book

Results 1-3 of 52

Page 16

Following are several of the more popular sentiment indicators in use today:

Advisor's Sentiment Index Member's Short

Balance Index Gross Trinity Index Odd Lot Short

Public Short

Put / Call Open Interest Margin Debt Short Interest

Specialist / Public

indicators seek to ...

Following are several of the more popular sentiment indicators in use today:

Advisor's Sentiment Index Member's Short

**Ratio**Confidence Index Odd LotBalance Index Gross Trinity Index Odd Lot Short

**Ratio**Insider's Buy / Sell**Ratio**Public Short

**Ratio**Installment Debt Indicator Put / Call**Ratio**Large Block**Ratio**Put / Call Open Interest Margin Debt Short Interest

**Ratio**Margin RequirementsSpecialist / Public

**Ratio**Monetary Indicators Monetary, or flow-of-funds,indicators seek to ...

Page 140

The next few sections will help traders answer these tough questions to fully

quantify a system's true strength and weakness. Profit

use net profit as a building block for more detailed oriented evaluation tools. To

fully appreciate the evaluation tools listed in Box 1, let's take a look at two trading

systems. The systems in Table 9.3 made the same dollar amount but their

tell a slightly difierent story. System A had a higher Profit Factor, Adjusted Profit

Factor, ...

The next few sections will help traders answer these tough questions to fully

quantify a system's true strength and weakness. Profit

**Ratios**The following**ratios**use net profit as a building block for more detailed oriented evaluation tools. To

fully appreciate the evaluation tools listed in Box 1, let's take a look at two trading

systems. The systems in Table 9.3 made the same dollar amount but their

**ratios**tell a slightly difierent story. System A had a higher Profit Factor, Adjusted Profit

Factor, ...

Page 156

l BOX 8 REWARDI RISK

profit. Look for a

excursion (MAE) divided by net profit. Look for a

up/drawdown

never bothering to combine the two into a simple

shown in ...

l BOX 8 REWARDI RISK

**RATIOS**Largest loss**ratio**: Largest loss divided by netprofit. Look for a

**ratio**of 0.1 or less. Max drawdown**ratio**: Maximum adverseexcursion (MAE) divided by net profit. Look for a

**ratio**of 0.1 or less. Average run-up/drawdown

**ratio**: Average run-up divided by average drawdown. Look for a**ratio**of 1.5 or more. often, individual traders center on risk or reward calculationnever bothering to combine the two into a simple

**ratio**. Two trading systems areshown in ...

### What people are saying - Write a review

We haven't found any reviews in the usual places.

### Contents

PART l | 1 |

Popular Trading Indicators | 13 |

Combining Trend Analysis with Indicator Readings | 30 |

Copyright | |

22 other sections not shown

### Common terms and phrases

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