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

over time, resulting in a data series that is far from being representative of the way the stock actually traded at the time, be ...

To come to grips with drawdowns, we need to put them in relation to both the equi- ty peaks preceding them and the value of the ...

PART TWO TRADING SYSTEM DEVELOPMENT In my opinion, coming up with a smart system idea to trade the markets is a little like comp ...

as a great developer of swing-trading strategies and good friend and inspirational source for both of us. For the relative-stren ...

The volume-weighted averagesystem also belongs to the volume-related systems, together with RS system No. 1, which really doesn’ ...

optimizing the systems, but rather trying to find the most robust solution that should work on average equally as well on as man ...

CHAPTER 7 TradeStation Coding As most of you who have followed my work over the years know, I prefer to work with TradeStation. ...

works by looking through the code instead of reading through the spelled-out logic and rules. To assure robustness and reliable ...

profitable on all markets tested as long as it works, on average, well on a majori- ty of them. Note that because Intel and Micr ...

/100)^(1/10)
1) * 100], respectively. Now, knowing that both markets currently are in rather severe drawdowns, we understand th ...

NameLength = StrLen(GetStrategyName) - 6; FileString = "D:\BookFiles\InitTest-" + RightStr(GetStrategyName, NameLength) + "-" + ...

SumTrLen = SumTrLen + TradeLength[ExportArrayPos]; End; {6} If PeriodLength <> 0 Then PercentInTrade = SumTrLen * 100 / Pe ...

End Else Begin ProfitFactor = 0; RiskFactor = 0; End; TestString = LeftStr(GetSymbolName, 5) + "," + TradeType + "," + NumToStr( ...

These calculations are done on every bar on the chart. We are now filling the array TradeProfit with the result of each trade. ...

every trade (this is not always the case and depends on a few assumptions, but will do as a good approximation), multiply the do ...

where column E refers to the net profit for all markets. The dollar mark inside the cell reference E$2 makes the formula adjust ...

itable months is more important than a high number of profitable trades, and sometimes it might be a good idea to take a higher ...

or one trading sequence, whereas cells F71 to F73 indicate how much the average profit per trade is likely to vary over several ...

Initial Description of the Systems Before we look at the individual systems, I would like to point out that all original systems ...

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