Building winning trading systems with TradeStation / George Pruitt, John R. Hill.

Format:

Book

Author/Creator:

Pruitt, George, 1967-

Contributor:

Hill, John R., 1926-

Series:

Wiley trading series.

The Wiley trading series

Language:

English

Subjects (All):

Investments--Data processing.

Investments.

Stocks--Data processing.

Stocks.

Physical Description:

1 online resource (407 p.)

Edition:

1st edition

Place of Publication:

Hoboken, NJ : John Wiley & Sons, c2003.

Language Note:

English

System Details:

text file

Summary:

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 indicator design and system building. The authors' vast expertise will benefit even practiced TradeStation(TM) veterans.""-Nelson FreeburgEditor, Formula Research""TradeStation(TM) systems traders will discover a virtual gold mine of knowledge, guidance, and the benefit of vicarious experienc

Contents:

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

Notes:

Includes index.

ISBN:

9786610340897

9781280340895

1280340894

9780471291503

0471291501

OCLC:

52323556