LIterature

(posting with permission only*)

TITLE	FORMAT
What You Can Do with Price Action Lab	html
Using Price Action Lab to Discover Profitable Patterns Across Multiple Instruments	html
Pattern Search Function Example	html
Examples of Out of Sample Tests of the Results of Price Action Lab	html
Bootstrap Tests of the Predictive Power of the Patterns Discovered by Price Action Lab	html
Price Action Lab Manual v3.0
The p-Indicator: A Technical Analysis Indicator Based on Price Patterns
Margin and Leverage in Futures and Forex Trading
Fixed Fractional Position Sizing
Relation of Expected Gain to Kelly Formula
A Short Introduction to Trading System Back Testing
Trading System Synthesis
The Profitability Rule
An Introduction to Price Patterns	html

*Harrison Investments, Inc. grants permission to all registered members of trading forums (Elite Trader, T2W, etc.) to provide links to these articles for educational purposes only and to operators of those websites to host the links free of any obligation.

Books

The book "Profitability and Systematic Trading: A Quantitative Approach to Profitability, Risk, and Money Management"   by Michael Harris is also available from Wiley & Sons. Out of print. 

The best seller "Stock Trading Techniques based on Price Patterns" describes the theory developed by Michael Harris for trading the stock markets using price patterns and its application in the development of the pattern search algorithms. Out of print. 

The best seller "Short-term Trading with Price Patterns", by Michael Harris, has become a classic read of futures traders. Out of print.

        Published papers

• "Trading Probabilities", Active Trader Magazine, March 2001, p. 76.
• "Keeping it Simple", Active Trader Magazine, September 2001, p. 82.
• "Beyond Strategy Testing", Active Trader Magazine, March 2002, p. 70.
• "Facing the Facts of Risk and Money Management", Active Trader Mag., May 2002, p. 54.
• "Simple but Effective", Active Trader Magazine, June 2002 p. 64
• "Price Pattern Autopilot", Active Trader Magazine, September 2002, p. 70.
• "The Profitability Rule", Stocks & Commodities, September 2002, p. 30.
• "When it Pays to Wait", Active Trader Magazine, February 2003, p. 48.
• "Trend Trading with Short-term Price Patterns", Active Trader Magazine, June 2003, p. 31
• "Testing for Profitable Short-term Price Patterns", Traders' Magazine, January 2005
• "Using a Trade Input Delay", Traders' Magazine, March 2005
• "Pice Patterns Surviving the Test of Time", Traders' Magazine, May 2005
• "Derivation of the Profitability Rule", Traders' Magazine, July 2005
• "Trading System Development in Six Steps", Traders' Magazine, September 2005
• "Going Against the Trend – Do Countertrend Strategies Payoff?", Traders' Magazine, November 2005
• "Synthesis of Trading Systems: Beyond Back-testing and Analysis", Traders' Magazine, January  2006
• "Trade Signals", Traders' Magazine, March  2006
• "Trend Following Strategies Based on Short-Term Price Patterns", Traders' Magazine, June  2006