The Ultimate Algorithmic Trading System Toolbox + Website

George Pruitt 지음

Wiley 2016년 04월 22일 출간

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The accessible, beneficial guide to developing algorithmic trading solutions The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade. You'll explore the broad spectrum of today's technological offerings, and use several to develop trading ideas using the provided source code and the author's own library, and get practical advice on popular software packages including TradeStation, TradersStudio, MultiCharts, Excel, and more. You'll stop making repetitive mistakes as you learn to recognize which paths you should not go down, and you'll discover that you don't need to be a programmer to take advantage of the latest technology. The companion website provides up-to-date TradeStation code, Excel spreadsheets, and instructional video, and gives you access to the author himself to help you interpret and implement the included algorithms. Algorithmic system trading isn't really all that new, but the technology that lets you program, evaluate, and implement trading ideas is rapidly evolving. This book helps you take advantage of these new capabilities to develop the trading solution you've been looking for. Exploit trading technology without a computer science degree Evaluate different trading systems' strengths and weaknesses Stop making the same trading mistakes over and over again Develop a complete trading solution using provided source code and libraries New technology has enabled the average trader to easily implement their ideas at very low cost, breathing new life into systems that were once not viable. If you're ready to take advantage of the new trading environment but don't know where to start, The Ultimate Algorithmic Trading System Toolbox will help you get on b

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Chapter 1 Introduction to Trading: Algorithm Development What Is an Algorithm? How to Get My Trading Idea into Pseudocode Summary Chapter 2 Stochastics and Averages and RSI! Oh, My! Oscillators Price-based Indicators Summary Chapter 3 Complete Trading Algorithms Trend Trading Battle Royale Portfolio Composition Multi-Algorithm Strategy (MAS) Summary Chapter 4 Introduction to AmiBroker’s AFL Quick Start Price Bar Interface AFL - Array Programming Syntax AFL Wizard AmiBroker Loop Programming Summary Chapter 5 Using Microsoft Excel To Back Test Your Algorithm VBA Functions and Subroutines Data Software Structure Programming Environment Chapter 6 Using Python to Back Test Your Algorithm Why Python Python Installation PSB Installation PSB Structure Getting Down To Business Summary Chapter 7 An Introduction to EasyLanguage TradeStation IDE Syntax Samples of EasyLanguage Summary Chapter 8 Genetic Optimization, Walk Forward, and Monte Carlo Analysis Utilizing TradeStation and AmiBroker Computers, Evolution and Problem Solving Population Initial Population Setup Using VBA Excel Testing Fitness of Chromosomes Using VBA Excel Selection Reproduction Mutation Using Genetic Algorithms in Trading System Development Preventing Over Curve Fitting Walk Forward Optimizer: Is It Worth the Extra Work and Time? Monte Carlo Analysis Summary Chapter 9 An Introduction to Portfolio Maestro, Money Management and Portfolio Analysis Fixed Fractional Portfolio Maestro Summary Appendix A AmiBroker Keywords Flow Control Structu

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저자(글) George Pruitt

GEORGE PRUITT is director of research for Futures Truth Magazine. In addition to coding more than 1,000 different trading methodologies, he has written for Futures, ActiveTrader, and SFO Magazine, had his research published by The Wall Street Journal and Barron's, and coauthored The Ultimate Trading Guide and Building Winning Trading Systems with TradeStation.