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. |
Dentro del libro
Resultados 1-3 de 74
Página 93
... SHOWS HOW A SIDEWAYS CHOPPY MARKET USING A PROFIT OBJECTIVE STOP WOULD SHOW A PROFIT ON EVERY TRADE . SUGAR 09/20/96 12.15 12.15 12.10 12.10 12.05 12.05 12.00 12.00 11.95 11.95 11.90 11.90 11.85 11.85 11.80 11.80 11.75 11.75 11.70 11.70 ...
... SHOWS HOW A SIDEWAYS CHOPPY MARKET USING A PROFIT OBJECTIVE STOP WOULD SHOW A PROFIT ON EVERY TRADE . SUGAR 09/20/96 12.15 12.15 12.10 12.10 12.05 12.05 12.00 12.00 11.95 11.95 11.90 11.90 11.85 11.85 11.80 11.80 11.75 11.75 11.70 11.70 ...
Página 198
... shows the distribution of S & P prices . ' The " Kase Average Risk ” or KAR is formulated to show the amounts at risk at DevStops 1 , 2 , and 3. Similarly , another method for measuring risk is called “ Value at Risk , " or VAR . VAR is ...
... shows the distribution of S & P prices . ' The " Kase Average Risk ” or KAR is formulated to show the amounts at risk at DevStops 1 , 2 , and 3. Similarly , another method for measuring risk is called “ Value at Risk , " or VAR . VAR is ...
Página 227
... shows the performance summary for the S & P Crossover Buy sys- tem . In analyzing it , we see that this simple system yields 100 percent profitable trades . This is a significant result and shows that we are working with a promising ...
... shows the performance summary for the S & P Crossover Buy sys- tem . In analyzing it , we see that this simple system yields 100 percent profitable trades . This is a significant result and shows that we are working with a promising ...
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