Building Reliable Trading Systems

Building Reliable Trading Systems
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Building Reliable Trading Systems
Reference : SKU1705VF

Building Reliable Trading Systems: Tradable Strategies That Perform As They Backtest and Meet Your Risk-Reward Goals

PDF - 273 pages

An award winning system developer explains how to create, test, and implement a profitable trading system

Traders have long been drawn to the idea of translating their strategies and ideas into trading systems. While successful trading systems have been developed, in most cases, they work very well for a period of time in specific markets, but perform less well across all markets in all time frames.

Trading Strategy Generation skillfully explains how to take market insights or trading ideas and develop them into a robust trading system. In it, is described the critical steps a trader needs to follow, including: translating the market insight into a rules-based approach; determining entry and exit points; testing against historical data; and integrating money management and position sizing into the system.

Written by an award winning system developer who has actively traded his systems for thirty years
Introduces new ideas on money management and position sizing for different markets
Details exactly what it takes to build, test, and implement a profitable technical trading system

Written with the serious trader in mind, Trading Strategy Generation is an accessible guide to building a system that will generate realistic returns over time.
Table of Contents
Preface vii

Chapter 1 What Is a “Tradeable Strategy?” 1

Chapter 2 Developing a Strategy So it Trades Like it Back-Tests 7

Chapter 3 Find the Path of Least Resistance in the Market You Want to Trade 31

Chapter 4 Trading System Elements: Entries 45

Chapter 5 Trading System Elements: Exits 65

Chapter 6 Trading System Elements: Filters 89

Chapter 7 Why You Should Include Money Management Feedback in Your System Development 107

Chapter 8 Bar-Scoring: A New Trading Approach 119

Chapter 9 Avoid Being Swayed by the “Well-Chosen Example” 133

Chapter 10 Trading Lore 153

Chapter 11 Introduction to Money Management 175

Chapter 12 Traditional Money Management Techniques for Small Accounts: Commodities 191

Chapter 13 Traditional Money Management Techniques for Small Accounts: Stock Strategy 215

Chapter 14 Traditional Money Management Techniques for Large Accounts: Commodities 221

Chapter 15 Traditional Money Management Techniques for Large Accounts: Stocks 233

Chapter 16 Trading the Stock and Commodity Strategies Together 241

Appendix A Understanding the Formulas 245

Appendix B Understanding Futures 251

Appendix C Understanding Continuous Contracts 265

Appendix D More Curve-Fitting Examples 273

Index 277

RISK DISCLAIMER: All forms of trading carry a high level of risk so you should only speculate with money you can afford to lose. You can lose more than your initial deposit and stake. Please ensure your chosen method matches your investment objectives, familiarize yourself with the risks involved and if necessary seek independent advice.
2021-12-31 14.9514.95 $
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