INDEX
385Active Tradermagazine, 4–5, 10, 55, 58, 65,
79, 80, 81, 84, 85, 95, 113, 123, 137,
155, 163, 173, 176, 185, 188, 220, 255,
296, 343, 374, 375
adding exits, 219–254
average profit per trade, 16–20, 17, 18, 19
average true range method, stops and,
211–212
average volume (AV), volume-weighted
average system and, 153
average winners and losers in, 20–22
back-adjustment method for splicing
contracts, 71–75, 72, 73, 74
Barclays Group, The, 329
benchmark indices, combined money market
strategies, 344–345, 345
Black Scholes evaluation, 5
Bollinger bands, 81, 123–124
Bradford-Raschke, Linda, 79–80
calculations in systems, number of, 188–189
Campaign Trading, 65
central limit theorem, profit calculation and,
25–28
Chebychef ’s theorem, profit calculation and,
31
Citigroup traded using Harris 3L-R pattern
variation system, 170
closed trade drawdown (CTD), 63–65
code (SeeTradeStation code)
combined money market strategies, 343–377
benchmark indices for, 344–345, 345
counterpunch stock system in, 374–375,
374, 375
filters in, 344
hybrid system No. 1 in, 366–369, 367,
368, 369, 369–374, 370, 371, 372
meander system in, 366–369, 367, 368,
369 , 369–374, 370, 371, 372
optimal fand, 343
relative strength bands as filter in,
359–374, 360–372combined money market strategies (continued)
rotation filter in, 363–374, 363–371
RS system No. 1 as filter in, 344,
345–359, 346–359
Sharpe ratio and, 343
stocks used in, 344
stop-loss version of expert exits in,
362–363, 362 , 365–366, 365, 366
stop-loss version of meander system in,
359–362, 360, 361
strategy 1, stop-loss version of meander
systems, 345–348, 346, 347, 349–351,
349, 350
strategy 2, trailing-stop version of
meander systems, 349–351, 349, 350
strategy 3 and 4, trailing-stop version of
volume-weighted average, 352–354,
352, 353, 354–356,
strategy 5, trailing-stop version of Harris
3L-R pattern variation, 356–358, 356,
357
strategy 6, stop-loss version of expert exits
in, 358–359, 358, 359
strategy 7, stop-loss version of hybrid
system No. 1 in, 359–362, 360, 361
strategy 8, stop-loss version of Harris
3L-R pattern variation in, 362–363,
362
strategy 9, trailing-stop version of hybrid
system No. 1, 363–365, 363, 364
strategy 10, stop-loss version of Harris
3L-R pattern variation in, 365–366,
365, 366
strategy 11, hybrid system, meander
system, volume-weighted average in,
366–369, 367, 368,
strategy vs. system in, 344
trailing-stop version of volume-weighted
average in, 359–362, 360, 361
trailing-stop version of expert exits in,
365–366, 365, 366
trailing-stop version of Harris 3L-R
pattern variation in, 362–363, 362Note: Boldface numbers indicate illustrations.Stridsman Index 5/27/03 4:37 PM Page 385
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