ENGLISH

Building Reliable Trading Systems: Tradable Strategies That Perform as They Backtest and Meet Your Risk-Reward Goals

By Keith Fitschen(auth.)

Book information

Publisher
Wiley
Year
2013
ISBN
9781118528747, 9781118656617, 1118528743
DOI
10.1002/9781118656617
Language
english
Format
PDF
Filesize
3 MB (3433823 bytes)
Pages
304\290
Orientation
yes
Scanned
yes
Time added
2013-09-16 18:10:04

Description

An award winning system developer explains how to create, test, and implement a profitable trading system Traders have long been drawn to the idea of translating their strategies and ideas into trading systems. While successful trading systems have been developed, in most cases, they work very well for a period of time in specific markets, but perform less well across all markets in all time frames. Nobody understands this better than author Keith Fitschen—a thought-leader in trading system development—and now, with Trading Strategy Generation + Website, he shares his extensive experience in this field with you. Trading Strategy Generation skillfully explains how to take market insights or trading ideas and develop them into a robust trading system. In it, Fitschen describes the critical steps a trader needs to follow, including: translating the market insight into a rules-based approach; determining entry and exit points; testing against historical data; and integrating money management and position sizing into the system. Written by an award winning system developer who has actively traded his systems for thirty yearsIntroduces new ideas on money management and position sizing for different marketsDetails exactly what it takes to build, test, and implement a profitable technical trading systemA companion Website contains supplementary material, including Excel spreadsheets designed to rate the strength of entry signals and provide money management guidance based on market volatility and portfolio correlations Written with the serious trader in mind, Trading Strategy Generation is an accessible guide to building a system that will generate realistic returns over time.

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