Building winning trading systems with TradeStation
Praise for BUILDING WINNING TRADING SYSTEMS with TradeStation (TM)""This book will prove vital to all systematic traders. Pruitt and Hill share a wealth of innovative timing patterns and fully disclosed trading strategies. For TradeStation(TM) users, there are powerful tutorials on indicat...
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| Formato: | Libro electrónico |
| Idioma: | Inglés |
| Publicado: |
Hoboken, NJ :
John Wiley & Sons
c2003.
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| Edición: | 1st edition |
| Colección: | Wiley trading series.
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| Materias: | |
| Ver en Biblioteca Universitat Ramon Llull: | https://discovery.url.edu/permalink/34CSUC_URL/1im36ta/alma991009627927706719 |
Tabla de Contenidos:
- Building Winning Trading Systems with TradeStationTM; Contents; Acknowledgments; Introduction; Chapter 1 Fundamentals; What is EasyLanguage?; Variables and Data Types; Operators and Expressions; Precedence of Operators; TradeStation 2001i versus TradeStation 6.0; TradeStation 2000i; PowerEditor; A Simple Program; TradeStation StrategyBuilder; TradeStation 6.0; PowerEditor; A Simple Program; Conclusions; Chapter 2 EasyLanguage Program Structure; Structured Programming; Program Header; Calculation Module: MyRSIsystem; Conclusions; Chapter 3 Program Control Structures
- Conditional Branching with If-ThenConditional Branching with If-Then-Else; Repetitive Control Structures; For Loop; While Loop; Conclusions; Chapter 4 TradeStation Analysis Techniques; Indicators; PaintBar and ShowMe Studies; Functions; Strategies; Conclusions; Chapter 5 Measuring Trading System Performance and System Optimization; TradeStation's Summary Report; Total Net Profit; Maximum Intraday Draw Down; Account Size Required and Return on Account; Average Trade; Maximum Consecutive Winners and Losers; Number of Trades and Average Number of Bars Per Trade; Average Winning and Losing Trade
- TradesAnalysis; Graphs; Optimization; Conclusions; Chapter 6 Trading Strategies That Work (or The Big Damn Chapter on Trading Strategies); The King Keltner Trading Strategy; King Keltner Pseudocode; King Keltner Program; King Keltner Summary; The Bollinger Bandit Trading Strategy; Bollinger Bandit Pseudocode; Bollinger Bandit Program; Bollinger Bandit Summary; The Thermostat Trading Strategy; Thermostat Pseudocode; Thermostat Program; Thermostat Summary; The Dynamic Break Out II Strategy; Dynamic Break Out II Pseudocode; Dynamic Break Out II Program; Dynamic Break Out II Summary
- The Super Combo Day Trading StrategySuper Combo Daily Data Bar Calculation Pseudocode; Super Combo Code; Super Combo Summary; The Ghost Trader Trading Strategy; Ghost System Code; Real System Code; The Money Manager Trading Stragegy; The Money Manager Code; Conclusions; Chapter 7 Debugging and OutPut; Logical Versus Syntax Errors; Debugging with the Print Statement and Print Log; Table Creator; Conclusions; Chapter 8 TradeStation as a Research Tool; Commitment of Traders Report; Day of Week Analysis; Open to Close and Open to Open Relationships; Day of Week Volatility Analysis
- Time of Day AnalysisPattern Recognition; Intermarket Analysis; Conclusions; Chapter 9 Using TradeStation's Percent Change Charts to Track Relative Performance; Working with Percent Change Charts; Conclusions; Chapter 10 Options; Option Basics; Listed Options; Nomenclature and Terminology; Long and Short; Closing Option Trades; American Versus European Options; The Special Properties of Options; Volatility Trading; Options and Changing Conditions; The Greeks; Who Are Market Makers?; Option Strategies; Single-Option Strategies; Long Call; Short Covered Call; Short Naked Call
- Long Call with Short Stock
