xvi Contents
- Chapter
- Probability and Percent of Profitable Trades
- Calculating Profitable Trades
- The Difference Between Trades and Signals
- Chapter
- Risk
- Calculating Risk
- A Sample Strategy Analysis
- Chapter
- Drawdown and Losses
- Drawdown Compared to Equity
- Drawdown Compared to the Market
- Mean–Median Comparisons
- Types of Drawdown
- Chapter
- Quality Data
- A Scary Futures-Market Example
- Understanding Profitability
- TRADING SYSTEM DEVELOPMENT
- Chapter
- TradeStation Coding
- Export Code
- Comments on the Code
- The Exported Data
- Initial Description of the Systems
- Chapter
- Hybrid System No.
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- RS System No.
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Meander System V.1.0
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Relative Strength Bands
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Rotation
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Analysis
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Volume-weighted Average
- Suggested Markets
- Original Rules
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Harris 3L-R Pattern Variation
- Suggested Markets
- Original Rules (Long Trades Only)
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Expert Exits
- Suggested Markets
- Original Rules (Reverse the Logic for Short Trades)
- Test Period
- Test Data
- Starting Equity
- System Pros and Cons
- Revising the Research and Modifying the System
- TradeStation Code
- Chapter
- Evaluating System Performance
- STOPS, FILTERS, AND EXITS PART THREE
- Chapter
- Distribution of Trades
- Chapter
- Exits
- Limiting a Loss
- Taking a Profit
- End of Event
- Money Better Used Elsewhere
- Chapter
- Placing Stops
- Percent Stops
- Volatility
- Surface Charts
- Chapter
- Adding Exits
- Surface Chart Code
- Comments on the Code
- Hybrid System No.
- Stop-loss Version
- Trailing-stop Version
- Meander System, V.1.0
- Stop-loss Version
- Trailing-stop Version
- Volume-weighted Average
- Stop-loss Version
- Trailing-stop Version
- Harris 3L-R Pattern Variation
- Stop-loss Version
- Trailing-stop Version
- Expert Exits
- Stop-loss Version
- Trailing-stop Version
- Uncommented Bonus Stops
- Chapter
- Systems as Filters
- RS System No. 1 as the Filter
- Relative-strength Bands as the Filter
- Rotation as the Filter
- Chapter
- Variables
- Chapter
- Evaluating Stops and Exits
- MONEY MANAGEMENT PART FOUR
- Chapter
- The Kelly Formula
- Chapter
- Fixed Fractional Trading
- Chapter
- Dynamic Ratio Money Management
- Building a Sample Spreadsheet
- Chapter
- Spreadsheet Development
- Money Management Export Code
- Comments on the Code
- Chapter
- Combined Money Market Strategies
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- Strategy
- The Counterpunch Stock System
- Suggested Markets
- Rules
- Money Management
- Test Period
- Test Data
- Starting Equity
- System Analysis
- Chapter
- Consistent Strategies
- Conclusion
- INDEX