Building Winning Trading Systems With Tradestation, + Website - + Website

Informationen zum Autor 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's . Pruitt holds a bachelor's degree in computer science from the University of North Carolina at Asheville and co- 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's degree in chemical engineering from The Ohio State University and is the coauthor of The Ultimate Trading Guide (Wiley). Klappentext 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, "How can we build a trading system that will be paramount for our increasingly stressed markets?" 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 century* Expert advice from highly respected trading authority, George Pruitt* Includes 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. Zusammenfassung The updated edition of the guide to building trading systems that can keep pace with the market The 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. Inhaltsverzeichnis Foreword xi Preface xvii Acknowledgments xix Chapter 1 Fundamentals-What is EasyLanguage? 1 Variables and Data Types 2 Operators and Expressions 4 TradeStation 2000i vs TradeStation 9.0 7 Conclusions 32 Chapter 2 EasyLanguage Program Structure 33 Structured Programming 33 Program Header 34 Calculation Module: MyRSIsystem 35 Conclusions 40 Chapter 3 Program Control Structures 41 Conditional Branching with If-Then 41 Conditional Branching with If-Then-Else 45 Repetitive Control Structures 50 Conclusions 53 Chapter 4 TradeStation Analysis Techniques 55 Indicators 55 PaintBar and ShowMe Studies 62 Functions 68 Strategies 72 Conclusions 77 Chapter 5 Measuring Trading System Performance and System Optimization 79 TradeStation's Summary Report 80 Trade Analysis 90 Optimization Old School Style 95 Conclusions 126 Chapter 6 Trading Strategies That Work (or the Big Damn Chapter on Trading Strategies) 127 The...

List of contents

Foreword xi
 
Preface xvii
 
Acknowledgments xix
 
CHAPTER 1 Fundamentals--What Is EasyLanguage? 1
 
Variables and Data Types 2
 
Operators and Expressions 4
 
TradeStation 2000i vs TradeStation 9.0 7
 
Conclusions 32
 
CHAPTER 2 EasyLanguage Program Structure 33
 
Structured Programming 33
 
Program Header 34
 
Calculation Module: MyRSIsystem 35
 
Conclusions 40
 
CHAPTER 3 Program Control Structures 41
 
Conditional Branching with If-Then 41
 
Conditional Branching with If-Then-Else 45
 
Repetitive Control Structures 50
 
Conclusions 53
 
CHAPTER 4 TradeStation Analysis Techniques 55
 
Indicators 55
 
PaintBar and ShowMe Studies 62
 
Functions 68
 
Strategies 72
 
Conclusions 77
 
CHAPTER 5 Measuring Trading System Performance and System Optimization 79
 
TradeStation's Summary Report 80
 
Trade Analysis 90
 
Optimization Old School Style 95
 
Conclusions 126
 
CHAPTER 6 Trading Strategies That Work (or the Big Damn
 
Chapter on Trading Strategies) 127
 
The King Keltner Trading Strategy 128
 
The Bollinger Bandit Trading Strategy 131
 
The Thermostat Trading Strategy 134
 
The Dynamic Break Out II Strategy 141
 
The Super Combo Day Trading Strategy 147
 
The Ghost Trader Trading Strategy 165
 
The Money Manager Trading Strategy 168
 
Bonus Trading Strategies 171
 
Conclusions 174
 
CHAPTER 7 Debugging and Output 175
 
Logical versus Syntax Errors 176
 
Debugging with the Print Statement and the Print Log 176
 
Debugging with the Built-In Debugger 178
 
Table Creator 184
 
Conclusions 190
 
CHAPTER 8 TradeStation as a Research Tool 191
 
Commitment of Traders Report 191
 
Conclusions 210
 
CHAPTER 9 Using TradeStation's Percent Change Charts to Track Relative Performance 211
 
Working with Percent Change Charts 213
 
Conclusions 217
 
CHAPTER 10 Options: Introduction and Strategies 219
 
Part A: Getting Started with Options Trading 219
 
Part B: Real-Life Options Strategies and Trades 242
 

Conclusions 250
 
CHAPTER 11 Interviews with Developers 251
 
APPENDIX A TradeStation 2000i Source Code of Select
 
Programs 295
 
Bollinger Bandit 295
 
Dynamic Break Out II by George Pruitt 296
 
DBS II Fade by George Pruitt 297
 
King Keltner Program by George Pruitt 298
 
MyAdxSys 299
 
MyMomRsi 300
 
MyMovAvgSys 301
 
MyTrailPrcntStop 302
 
Seasonal Soybean 303
 
Super Combo by George Pruitt 304
 
Thermostat by George Pruitt 307
 
The Ghost Trader by George Pruitt 309
 
The Money Manager by George Pruitt 311
 
APPENDIX B Reserved Words Quick Reference 313
 
About the Website 389
 
Index 391

Product details

• Authors: Hill, John R Hill, John R. Hill, Hill John R., PRUITT, G Pruitt, Georg Pruitt, George Pruitt, George (University of North Carolina Pruitt, George Hill Pruitt, Pruitt George, PRUITT GEORGE HILL JOHN R, Russak, Michael Russak
• Assisted by: Michael Russak (Foreword), Russak Michael (Foreword)
• Publisher: Wiley, John and Sons Ltd
• Languages: English
• Product format: Hardback
• Released: 09.10.2012
• EAN: 9781118168271
• ISBN: 978-1-118-16827-1
• No. of pages: 416
• Series: Wiley Trading Series; Wiley Trading; Wiley Trading; Wiley Trading Series
• Subjects: Social sciences, law, business > Business > Business administration; trading, Börsenhandel, Finance & Investments, Finanz- u. Anlagewesen