Building Winning Trading Systems with Tradestation / Wiley Trading Series (PDF)

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

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).

Dieses eBook können Sie uneingeschränkt auf allen Geräten der tolino Familie lesen. Zum Lesen auf sonstigen eReadern und am PC benötigen Sie eine Adobe ID.