Trading Systems and Money Management : A Guide to Trading and Profiting in Any Market

Keeping the original rules and calculations, let’s look at another strange fea- ture of this system: Namely, the condition for s ...

tem does a good job in catching the anticipated move early with its original rules, instead of waiting for the move to get start ...

The short side is still not as good as it was in the original model, using a trend filter based on hindsight. But, as Table 13.6 ...

AverageUpVolume = Average(Volume, AverageUpLength); HighAvgUpVolume = Highest(AverageUpVolume, AverageUpLength); LowAvgUpVolume ...

AverageDownVolume = Average(Volume, AverageDownLength); HighAvgDownVolume = Highest(AverageDownVolume, AverageDownLength); LowAv ...

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Chapter Harris 3L-R Pattern Variation Originally presented in November 2001, this system shows that you don’t have to be a rocke ...

Suggested Markets Stocks, stock index futures, index shares (SPYs, DIAs, QQQs), commodity futures, and currencies. Original Rule ...

could help. It also could be a good idea to add a trailing stop that, for example, never lets you lose more than half your profi ...

stops and exit techniques. For now, let’s just state that we should not stay in a trade for any longer than what can be validate ...

after the entry in case of a high-volatility day, which hasn’t been all that uncom- mon recently. To achieve a desired 3:1 risk– ...

which is the high from four days prior. The test was done on the system with the 1 percent stop and the 3 percent profit target. ...

low values for the lower one-standard-deviation boundaries for both the profit fac- tor and the risk factor. But both the profit ...

170 PART 2 Trading System Development Both sides, 3:1 risk–reward relationship, slightly altered PercProf: 73.85 Trades PercWin ...

by multiplying the average number of trades per market by the average profit per trade and market. For the original system, this ...

End; End; {Code for testing stops in Excel goes here (see Part 3 of book), with Normalize(False). Set SurfaceChartTest(True). Di ...

Chapter Expert Exits Originally presented in June 2002, the idea behind this simple swing trading sys- tem is to maintain profit ...

Suggested Markets Stocks, stock index futures, index tracking stocks (SPDRs, DIAs, QQQs), futures, and currencies. Original Rule ...

winner is larger, but because there’s only one winner for two losers, the average profit per trade is affected. Another importan ...

homework before you set out to trade the pattern in question and analyzed the exits in such a way that they would work on averag ...