Beyond Technical Analysis: How to Develop and Implement a Winning Trading System

Автор(ы):Tushar S.
Год изд.:1997
Описание: Сотни раз об этом говорилось, но скажем об этом ЕЩЁ РАЗ: на бирже выигрывает тот, у кого есть СИСТЕМА. Хорошая система дает большую прибыль, плохая система дает мизерную прибыль. И лишь одно ведет к убыткам - это отсутствие какой-либо системы вообще. Данная книга научит вас проектировать, реализовывать, тестировать и внедрять собственные торговые системы. Язык английский, текст сверстан криво.
Beyond Technical Analysis: How to Develop and Implement a Winning Trading System — обложка книги. Обложка книги.
1. Developing and Implementing Trading Systems [1]
  Introduction [1]
  The Usual Disclaimer [3]
  What Is a Trading System? [3]
  Comparison: Discretionary versus Mechanical System Trader [4]
  Why Should You Use a Trading System? [5]
  Robust Trading Systems: TOPS COLA [6]
  How Do You Implement a Trading System? [7]
  Who Wins? Who Loses? [8]
  Beyond Technical Analysis [9]
2. Principles of Trading System Design [11]
  Introduction [11]
  What Are Your Trading Beliefs? [12]
  Six Cardinal Rules [14]
  Rule 1: Positive Expectation [15]
  Rule 2: A Small Number of Rules [17]
  Rule 3: Robust Trading Rules [22]
  Rule 4: Trading Multiple Contracts [29]
  Rule 5: Risk Control, Money Management, and Portfolio Design [32]
  Rule 6: Fully Mechanical System [36]
  Summary [37]
3. Foundations of System Design [39]
  Introduction [39]
  Diagnosing Market Trends [40]
  To Follow the Trend or Not? [44]
  To Optimize or Not to Optimize? [48]
  Initial Stop: Solution or Problem? [52]
  Does Your Design Control Risks? [60]
  Data! Handle with Care! [64]
  Choosing Orders for Entries and Exits [66]
  Understanding Summary of Test Results [67]
  What the Performance Summary Does Not Show [70]
  A Reality Check [71]
4. Developing New Trading Systems [73]
  Introduction [73]
  The Assumptions behind Trend-Following Systems [74]
    The 65sma-3cc Trend-Following System [75]
    Effect of Initial Money Management Stop [88]
    Adding Filter to the 65sma-3cc System [93]
    Adding Exit Rules to the 65sma-3cc System [99]
  Channel Breakout-Pull Back Pattern [101]
  An ADX Burst Trend-Seeking System [111]
  A Trend-Antitrend Trading System [116]
  Gold-Bond Intermarket System [123]
  A Pattern for Bottom-Fishing [132]
  Identifying Extraordinary Opportunities [140]
  Summary [144]
5. Developing Trading System Variations [147]
  Introduction [147]
  Channel Breakout on Close with Trailing Stops [149]
  Channel Breakout on Close with Volatility Exit [152]
  Channel Breakout with 20-Tick Barrier [155]
  Channel Breakout System with Inside Volatility Barrier [159]
  Statistical Significance of Channel Breakout Variations [161]
  Two ADX Variations [165]
  The Pullback System [168]
  The Long Bomb — A Pattern-based System [173]
  Summary [177]
6. Equity Curve Analysis [179]
  Introduction [179]
  Measuring the "Smoothness" of the Equity Curve [180]
  Effect of Exits and Portfolio Strategies on Equity Curves [186]
  Analysis of Monthly Equity Changes [194]
  Effect of Filtering on the Equity Curve [200]
  Summary [204]
7. Ideas for Money Management [207]
  Introduction [207]
  The Risk of Ruin [208]
  Interaction: System Design and Money Management [212]
  Projecting Drawdowns [218]
  Changing Bet Size after Winning or Losing [221]
  Summary [224]
8. Data Scrambling [227]
  Introduction [227]
  What You Really Want to Know about Your System [227]
  Past Is Prolog: Sampling with Replacement [229]
  Data Scrambling: All the Synthetic Data You'll Ever Need [231]
  Testing a Volatility System on Synthetic Data [236]
  Summary [239]
9. A System for Trading [241]
  Introduction [241]
  The Problem with Testing [242]
  Paper Trading: Pros and Cons [242]
  Do You Believe in Your System? [243]
  Time Is Your Ally [244]
  No Exceptions [245]
  Full Traceability [245]
  "Guaranteed" Entry into Major Trends [246]
  Starting Up [247]
  Risk Control [248]
  Do You Have a Plan? [248]
  How Will You Monitor Compliance? [249]
  Get It Off Your Chest! [249]
  Focus on Your Trading [250]
  Trading with Your Head and Heart [250]
  Summary [252]
  Selected Bibliography [253]
  Index [255]
  About the Disk [261]
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