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

Test Data Daily prices for the 30 stocks making up the Dow Jones Industrial Average. A total of $10 slippage and commission dedu ...

This page intentionally left blank. ...

CHAPTER 29 Consistent Strategies The fourth and final part of the book started by discussing the paradox between a near-random m ...

to put into one trade; the wider the stop loss, the less capital you need to put into one trade. A good trader also tries to bal ...

To end up with a positive TWR, we must make sure APM is larger than SD. If we can achieve this, the end result for TWR will only ...

to be in, we can calculate how far away from the entry price we need to place MMP to make that possible by dividing the desired ...

Strategies 5 and 6 used the trailing-stop version of the Harris 3L-R pattern variation and the stop-loss version of the expert e ...

deterioration of performance over the bull market in the 1990s. Most likely this would have been counterweighted by a better per ...

INDEX 385 Active Tradermagazine, 4–5, 10, 55, 58, 65, 79, 80, 81, 84, 85, 95, 113, 123, 137, 155, 163, 173, 176, 185, 188, 220, ...

combined money market strategies (continued) trailing-stop version of meander system in, 363–365, 363, 364 trailing-stop version ...

exits(continued) reasons for, 282 relative strength bands system and, 129–132, 132 rotation system and, 139, 140, 141 short vs. ...

hybrid system No. 1, 81, 97–103, 187–188 combined money market strategies, 366–374, 367–372, exit placement in, 220, 226–237 len ...

Microsoft(continued) performance signals, 44, 45, 46 quality of data examples for, 67–78 trading data, 68, 69, 71 min-move stop, ...

profits(continued) quality data and, 76–78 relative strength bands system and, 127–128, 131–132 risk and risk adjusted return vs ...

rotation(continued) original rules for, 138 revising and modifying, 139–146, 146 risk–reward ratio in, 140, 144–145, 144 short v ...

stop loss(continued) expert exits and, 178–180, 180 , 249, 249 , 358–359, 358, 359, 362–366, 362, 365, 366 Harris 3L-R pattern v ...

trailing stops, 251, 252–253 expert exits and, 180–182, 180, 181, 249, 250 , 365–366, 365, 366 Harris 3L-R pattern variation sys ...

ABOUT THE AUTHOR Thomas Stridsmanis a systems researcher and designer for Rotella Capital Management, a Chicago-based commodity ...