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Tag Archives: trading system design
Price Patterns With Delayed Entry
The introduction of a delay in the entry of a position after a price pattern is formed can under certain circumstances act as a filter of price corrections that often follow. In the absence of a delay, positions may suffer an immediate … Continue reading
Posted in Trading System Analysis, Trading System Design, Trading System Synthesis
Tagged delay patterns, Machine generation of trading systems, trading system design
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The Secret to Profitable Trading
Regardless of your market and timeframe, profitable trading requires that the profit expectation is greater than zero. However, this is a requirement of profitable trading and not the secret as some book authors and academic types argue. The secret is finding … Continue reading
Posted in Trading System Design, Trading System Synthesis
Tagged expectancy, expectation, trading system design
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Curve-fitting and Optimization
The subject of optimization and curve-fitting has received a lot of attention by trading system developers, especially during the last 10 years. There is a lot of confusion about this subject and different views, some even conflicting. There are those who claim that … Continue reading
Posted in Trading System Design
Tagged curve-fitting, objective function, optimization, trading system design
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Price Action Trading
Price action trading is a trading methodology that, as the name implies, is based on price action. Not surprisingly, as it is the case with many other things, this terminology has been abused and misused by many. Of course, this is a … Continue reading
Proper Use of Back-testing
Here is a link to a very short paper I have written on the subject of back-testing. It is a very basic introduction to an area that has many pitfalls, especially for new and inexperienced technical traders. Back-testing tells us how a system … Continue reading
Posted in Trading System Design
Tagged Back-testing, technical trading, trading system design
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