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E-raamat: Ultimate Algorithmic Trading System Toolbox + Website: Using Today's Technology To Help You Become A Better Trader

(University of North Carolina, Asheville, NC)
  • Formaat: EPUB+DRM
  • Sari: Wiley Trading
  • Ilmumisaeg: 22-Apr-2016
  • Kirjastus: John Wiley & Sons Inc
  • Keel: eng
  • ISBN-13: 9781119262978
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  • Formaat: EPUB+DRM
  • Sari: Wiley Trading
  • Ilmumisaeg: 22-Apr-2016
  • Kirjastus: John Wiley & Sons Inc
  • Keel: eng
  • ISBN-13: 9781119262978
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The accessible, beneficial guide to developing algorithmic trading solutions The Ultimate Algorithmic Trading System Toolbox is the complete package savvy investors have been looking for. An integration of explanation and tutorial, this guide takes you from utter novice to out-the-door trading solution as you learn the tools and techniques of the trade. You'll explore the broad spectrum of today's technological offerings, and use several to develop trading ideas using the provided source code and the author's own library, and get practical advice on popular software packages including TradeStation, TradersStudio, MultiCharts, Excel, and more. You'll stop making repetitive mistakes as you learn to recognize which paths you should not go down, and you'll discover that you don't need to be a programmer to take advantage of the latest technology. The companion website provides up-to-date TradeStation code, Excel spreadsheets, and instructional video, and gives you access to the author himself to help you interpret and implement the included algorithms.

Algorithmic system trading isn't really all that new, but the technology that lets you program, evaluate, and implement trading ideas is rapidly evolving. This book helps you take advantage of these new capabilities to develop the trading solution you've been looking for.





Exploit trading technology without a computer science degree Evaluate different trading systems' strengths and weaknesses Stop making the same trading mistakes over and over again Develop a complete trading solution using provided source code and libraries

New technology has enabled the average trader to easily implement their ideas at very low cost, breathing new life into systems that were once not viable. If you're ready to take advantage of the new trading environment but don't know where to start, The Ultimate Algorithmic Trading System Toolbox will help you get on board quickly and easily.
About the author ix
Introduction to the Ultimate Algorithmic Trading Systems Toolbox xiii
Chapter 1 Introduction to Trading: Algorithm Development
1(24)
What Is an Algorithm?
1(11)
How to Get My Trading Idea into Pseudocode
12(11)
Summary
23(2)
Chapter 2 Stochastics and Averages and RSI! Oh, My!
25(52)
Oscillators
26(32)
Price-Based Indicators
58(17)
Summary
75(2)
Chapter 3 Complete Trading Algorithms
77(36)
Trend-Trading Battle Royale
86(14)
Portfolio Composition
100(8)
Multi-Algorithm Strategy (MAS)
108(4)
Summary
112(1)
Chapter 4 Introduction to AmiBroker's AFL
113(32)
Quick Start
113(5)
Price Bar Interface
118(2)
AFL Array Programming
120(9)
Syntax
129(4)
AFL Wizard
133(6)
AmiBroker Loop Programming
139(1)
Summary
140(5)
Chapter 5 Using Microsoft Excel to Backtest Your Algorithm
145(22)
VBA Functions and Subroutines
147(1)
Data
148(1)
Software Structure
149(5)
Programming Environment
154(9)
Summary
163(4)
Chapter 6 Using Python to Backtest Your Algorithm
167(36)
Why Python?
167(2)
Python Instauation
169(1)
PSB Instauation
169(2)
PSB Structure
171(22)
Getting Down to Business
193(9)
Summary
202(1)
Chapter 7 An Introduction to EasyLanguage
203(24)
TradeStation IDE
204(5)
Syntax
209(12)
Samples of EasyLanguage
221(3)
Summary
224(3)
Chapter 8 Genetic Optimization, Walk Forward, and Monte Carlo Start Trade Analysis
227(44)
Utilizing TradeStation and AmiBroker
227(3)
Computers, Evolution, and Problem Solving
230(1)
Population
231(1)
Initial Population Setup Using VBA Excel
232(1)
Testing Fitness of Chromosomes Using VBA Excel
232(1)
Selection
233(5)
Reproduction
238(2)
Mutation
240(3)
Using Genetic Algorithms in Trading System Development
243(4)
Preventing Over-Curve-Fitting
247(2)
Walk-Forward Optimizer: Is It Worth the Extra Work and Time?
249(9)
Monte Carlo Analysis
258(6)
Start Trade Drawdown
264(5)
Summary
269(2)
Chapter 9 An Introduction to Portfolio Maestro, Money Management, and Portfolio Analysis
271(22)
Fixed Fractional
272(1)
Portfolio Maestro
272(18)
Summary
290(3)
APPENDIX A AmiBroker
293(8)
Keywords
293(1)
Flow Control Structures
294(1)
Functions
295(1)
Utilizing Exploration for Debugging
295(3)
Position Sizing in Futures Mode
298(3)
APPENDIX B Excel System Backtester
301(8)
Data Arrays
301(1)
Keywords
302(1)
Functions and Subroutines
302(7)
APPENDIX C Python System Backtester
309(14)
Data Arrays or Lists
309(1)
Keywords and Identifiers
310(1)
Classes
310(5)
Indicator Classes and Functions
315(5)
Python-Specific Keywords
320(3)
APPENDIX D TradeStation and EasyLanguage
323(12)
Importing ELD file from Book Website
323(1)
Keywords and Functions
324(1)
Sample Algorithm Codes
325(10)
APPENDIX E
335(4)
About the Companion Website
337(2)
Index 339
GEORGE PRUITT is director of research for Futures Truth Magazine. In addition to coding more than 1,000 different trading methodologies, he has written for Futures, ActiveTrader, and SFO Magazine, had his research published by The Wall Street Journal and Barron's, and coauthored The Ultimate Trading Guide and Building Winning Trading Systems with TradeStation.