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Table Of Contents

TREND-FOLLOWING INDICATORS: INDICATOR-DRIVEN TRIGGERS
MEAN REVERSION INDICATOR-DRIVEN TRIGGERS: OSCILLATORS
PRELIMINARY CONSIDERATIONS
TWO MOVING AVERAGE CROSSOVER
ICHIMOKU TWO MOVING AVERAGE CROSSOVER
THREE MOVING AVERAGE CROSSOVER
ICHIMOKU THREE MOVING AVERAGE CROSSOVER
MACD
DMI WITH ADX
CHANNEL BREAKOUT
BOLLINGER BANDS
SOME COMPARISONS
GENERAL RULES OF THUMB
CUTTING THE TAILS OF A SYSTEM’S DISTRIBUTION
PSYCHOLOGICAL PROFILE OF A TREND-FOLLOWING TRADER
TREND-FOLLOWING MEAN REVERSION SYSTEMS
NONDIRECTIONALLY BIASED MEAN REVERSION SYSTEMS
FADING THE LOSING SYSTEM
LIQUIDITY AND VOLATILITY
BACKTESTED RESULTS
SWING TRADING WITH 2-HOUR BARS
MEAN REVERSION SYSTEMS USING 60-MINUTE BARS
MEAN REVERSION SYSTEMS USING 30-MINUTE BARS
PSYCHOLOGICAL PROFILE OF A SHORT-TERM TRADER
TRADER PSYCHOLOGY: EVER THE SAME AND PERPETUALLY CHANGING
TIME FRAMES, TRADING SYSTEMS, AND PERSONALITY TRAITS
SYSTEM DEVELOPMENT ISSUES: AN OVERVIEW
Benefits and Pitfalls
BENEFITS OF MECHANICAL TRADING SYSTEMS
PITFALLS OF MECHANICAL TRADING SYSTEMS
OPTIMIZATION PROCESS
SYSTEM DEVELOPMENT PROCESS
DATA ANALYSIS PROCESS
TRADING SYSTEM PHILOSOPHY STATEMENTS
MEASURING TRADING SYSTEM PERFORMANCE
PRICE RISK MANAGEMENT ISSUES: AN OVERVIEW
STOP-LOSS PRICE RISK MANAGEMENT FOR TRADING ACCOUNTS
TWO SCHOOLS OF PRICE RISK MANAGEMENT
STOP-LOSS PRICE RISK MANAGEMENT
VALUE AT RISK: AN OVERVIEW
BENEFITS OF VALUE AT RISK
PITFALLS OF VALUE AT RISK
STRESS TESTING
PSYCHOLOGY OF PRICE RISK MANAGEMENT
THREE TYPES OF DIVERSIFICATION
DIVERSIFICATION OF PARAMETER SETS
MECHANICS OF TRADING SYSTEM DIVERSIFICATION
PSYCHOLOGY OF TRADING SYSTEM DIVERSIFICATION
DISCRETION AND PARADIGM SHIFTS
DISCRETION, VOLATILITY, AND PRICE SHOCKS
MECHANICAL DISCRETION
PROS AND CONS OF “TRUE” DISCRETION
DISCIPLINE AND FLEXIBILITY
FLEXIBILITY IN BODY AND MIND
KNOWING OURSELVES
SINGLE-MINDEDNESS: UNRAVELING THE ONION LAYERS
INTUITION VERSUS THE PSYCHIC TRADER SYNDROME
TRANSFORMATIONAL PROCESS: IN LIFE AND THE MARKETS
Notes
References and Further Reading
Index
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Mechanical Trading Systems

Mechanical Trading Systems

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Published by Murilo

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Published by: Murilo on Jul 26, 2011
Copyright:Attribution Non-commercial

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