Building Winning Trading Systems

George Pruitt 지음

Wiley 2012년 08월 15일 출간

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The updated edition of the guide to building trading systems that can keep pace with the marketThe stock market is constantly evolving, and coupled with the new global economic landscape, traders need to radically rethink the way they do business at home and abroad. Enter Building Winning Trading Systems, Second Edition, the all-new incarnation of the established text on getting the most out of the trading world. With technology now a pervasive element of every aspect of trading, the issue has become how to create a new system that meets the demands of the altered financial climate, and how to make it work.Giving voice to the question on every trader and investor's lips, the book asks, quot;How can we build a trading system that will be paramount for our increasingly stressed markets?quot; The answer? Establish mechanical trading systems that remove human emotion from the equation and form the cornerstone of a complete trading plan and with greater agility, characteristics that are more important than ever given the kinetic pace of the markets.Presents an all-new strategy for trading systems that will show traders how to create systems that will work in the twenty first centuryExpert advice from highly respected trading authority, George PruittIncludes a new website featuring updated TradeStation code and shows how to use the world's best investment software platform to develop and utilize trading systems that really workOnce again paving the way for traders who want to adapt to their environment, Building Winning Trading Systems, Second Edition combines expertise in indicator design and system building in one indispensable volume.

목차

Foreword xiPreface xviiAcknowledgments xixCHAPTER 1 Fundamentals&m-What Is EasyLanguage? 1Variables and Data Types 2Operators and Expressions 4TradeStation 2000i vs TradeStation 9.0 7Conclusions 32CHAPTER 2 EasyLanguage Program Structure 33Structured Programming 33Program Header 34Calculation Module: MyRSIsystem 35Conclusions 40CHAPTER 3 Program Control Structures 41Conditional Branching with If-Then 41Conditional Branching with If-Then-Else 45Repetitive Control Structures 50Conclusions 53CHAPTER 4 TradeStation Analysis Techniques 55Indicators 55PaintBar and ShowMe Studies 62Functions 68Strategies 72Conclusions 77CHAPTER 5 Measuring Trading System Performance and System Optimization 79TradeStation&'s Summary Report 80Trade Analysis 90Optimization Old School Style 95Conclusions 126CHAPTER 6 Trading Strategies That Work (or the Big DamnChapter on Trading Strategies) 127The King Keltner Trading Strategy 128The Bollinger Bandit Trading Strategy 131The Thermostat Trading Strategy 134The Dynamic Break Out II Strategy 141The Super Combo Day Trading Strategy 147The Ghost Trader Trading Strategy 165The Money Manager Trading Strategy 168Bonus Trading Strategies 171Conclusions 174CHAPTER 7 Debugging and Output 175Logical versus Syntax Errors 176Debugging with the Print Statement and the Print Log 176Debugging with the Built-In Debugger 178Table Creator 184Conclusions 190CHAPTER 8 TradeStation as a Research Tool 191Commitment of Traders Report 191Conclusions 210CHAPTER 9 Using TradeStation&'s Percent Change Charts to Track Relative Performance 211Working w

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저자(글) George Pruitt

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GEORGE PRUITT is Director of Research for Futures Truth magazine. He has written for Futures magazine and has had his research published by the Wall Street Journal and Barron#39;s. Pruitt holds a bachelor#39;s degree in computer science from the University of North Carolina at Asheville and co#45;programmed the Excalibur testing software. He has coded over 1,000 different trading methodologies and is the coauthor of The Ultimate Trading Guide (Wiley). JOHN R. HILL is President and founder of Futures Truth magazine, a leading periodical that analyzes and rates trading systems. He holds a master#39;s degree in chemical engineering from The Ohio State University and is the coauthor of The Ultimate Trading Guide (Wiley).