Building winning trading systems with TradeStation [[electronic resource] /] / George Pruitt and John R. Hill |
Autore | Pruitt George <1967-> |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2012 |
Descrizione fisica | 1 online resource (417 p.) |
Disciplina | 332.64/2028553 |
Altri autori (Persone) | HillJohn R. <1926-> |
Collana | Wiley trading series |
Soggetto topico |
Investments - Data processing
Stocks - Data processing |
ISBN |
1-119-20495-X
1-283-52964-5 9786613842091 1-118-22643-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Building Winning Trading Systems with TradeStation; Contents; Foreword; Preface; Acknowledgments; CHAPTER 1 Fundamentals-What Is EasyLanguage?; VARIABLES AND DATA TYPES; OPERATORS AND EXPRESSIONS; Precedence of Operators; TRADESTATION 2000I VS TRADESTATION 9.0; TradeStation 2000i; TradeStation 9.0; CONCLUSIONS; CHAPTER 2 EasyLanguage Program Structure; STRUCTURED PROGRAMMING; PROGRAM HEADER; CALCULATION MODULE: MYRSISYSTEM; CONCLUSIONS; CHAPTER 3 Program Control Structures; CONDITIONAL BRANCHING WITH IF-THEN; CONDITIONAL BRANCHING WITH IF-THEN-ELSE; REPETITIVE CONTROL STRUCTURES; ForLoop
WhileLoopCONCLUSIONS; 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; Sharpe Ratio; Rina Index; Buy-and-Hold Return; Trades; TRADE ANALYSIS; 1 Std. Deviation of Avg. Trade Number of OutliersAvg. Efficiency; Total; Entry/Exit; Graphs; OPTIMIZATION OLD SCHOOL STYLE; Using Excel Versions Prior to 2010; Using Excel 2010; Genetic Optimization; Walk-Forward Testing and Optimizer; 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 ProgramThermostat 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 STRATEGY; Super Combo Daily Data Bar Calculation Pseudocode; Super Combo Code; Super Combo Summary; THE GHOST TRADER TRADING STRATEGY; THE MONEY MANAGER TRADING STRATEGY; BONUS TRADING STRATEGIES; CONCLUSIONS; CHAPTER 7 Debugging and Output; LOGICAL VERSUS SYNTAX ERRORS; DEBUGGING WITH THE PRINT STATEMENT AND THE PRINT LOG; DEBUGGING WITH THE BUILT-IN DEBUGGER; TABLE CREATOR; CONCLUSIONS CHAPTER 8 TradeStation as a Research ToolCOMMITMENT OF TRADERS REPORT; Day of Week Analysis; Day of Week Volatility Analysis; Time of Day Analysis; Pattern 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: Introduction and Strategies; PART A: GETTING STARTED WITH OPTIONS TRADING; Options Basics; Listed Options; Options Strategies; PART B: REAL-LIFE OPTIONS STRATEGIES AND TRADES; Putting Theory to the Test; Basic Options Strategies; CONCLUSIONS CHAPTER 11 Interviews with Developers |
Record Nr. | UNINA-9910139092303321 |
Pruitt George <1967-> | ||
Hoboken, N.J., : John Wiley & Sons, c2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|
Building winning trading systems with TradeStation / / George Pruitt and John R. Hill |
Autore | Pruitt George <1967-> |
Edizione | [2nd ed.] |
Pubbl/distr/stampa | Hoboken, N.J., : John Wiley & Sons, c2012 |
Descrizione fisica | 1 online resource (417 p.) |
Disciplina | 332.64/2028553 |
Altri autori (Persone) | HillJohn R. <1926-> |
Collana | Wiley trading series |
Soggetto topico |
Investments - Data processing
Stocks - Data processing |
ISBN |
1-119-20495-X
1-283-52964-5 9786613842091 1-118-22643-7 |
Formato | Materiale a stampa |
Livello bibliografico | Monografia |
Lingua di pubblicazione | eng |
Nota di contenuto |
Building Winning Trading Systems with TradeStation; Contents; Foreword; Preface; Acknowledgments; CHAPTER 1 Fundamentals-What Is EasyLanguage?; VARIABLES AND DATA TYPES; OPERATORS AND EXPRESSIONS; Precedence of Operators; TRADESTATION 2000I VS TRADESTATION 9.0; TradeStation 2000i; TradeStation 9.0; CONCLUSIONS; CHAPTER 2 EasyLanguage Program Structure; STRUCTURED PROGRAMMING; PROGRAM HEADER; CALCULATION MODULE: MYRSISYSTEM; CONCLUSIONS; CHAPTER 3 Program Control Structures; CONDITIONAL BRANCHING WITH IF-THEN; CONDITIONAL BRANCHING WITH IF-THEN-ELSE; REPETITIVE CONTROL STRUCTURES; ForLoop
WhileLoopCONCLUSIONS; 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; Sharpe Ratio; Rina Index; Buy-and-Hold Return; Trades; TRADE ANALYSIS; 1 Std. Deviation of Avg. Trade Number of OutliersAvg. Efficiency; Total; Entry/Exit; Graphs; OPTIMIZATION OLD SCHOOL STYLE; Using Excel Versions Prior to 2010; Using Excel 2010; Genetic Optimization; Walk-Forward Testing and Optimizer; 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 ProgramThermostat 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 STRATEGY; Super Combo Daily Data Bar Calculation Pseudocode; Super Combo Code; Super Combo Summary; THE GHOST TRADER TRADING STRATEGY; THE MONEY MANAGER TRADING STRATEGY; BONUS TRADING STRATEGIES; CONCLUSIONS; CHAPTER 7 Debugging and Output; LOGICAL VERSUS SYNTAX ERRORS; DEBUGGING WITH THE PRINT STATEMENT AND THE PRINT LOG; DEBUGGING WITH THE BUILT-IN DEBUGGER; TABLE CREATOR; CONCLUSIONS CHAPTER 8 TradeStation as a Research ToolCOMMITMENT OF TRADERS REPORT; Day of Week Analysis; Day of Week Volatility Analysis; Time of Day Analysis; Pattern 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: Introduction and Strategies; PART A: GETTING STARTED WITH OPTIONS TRADING; Options Basics; Listed Options; Options Strategies; PART B: REAL-LIFE OPTIONS STRATEGIES AND TRADES; Putting Theory to the Test; Basic Options Strategies; CONCLUSIONS CHAPTER 11 Interviews with Developers |
Record Nr. | UNINA-9910809150003321 |
Pruitt George <1967-> | ||
Hoboken, N.J., : John Wiley & Sons, c2012 | ||
Materiale a stampa | ||
Lo trovi qui: Univ. Federico II | ||
|