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The ultimate algorithmic trading system toolbox + website : using today's technology to help you become a better trader /
"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...
| Clasificación: | Libro Electrónico |
|---|---|
| Autor principal: | |
| Formato: | Electrónico eBook |
| Idioma: | Inglés |
| Publicado: |
Hoboken :
Wiley,
2016.
|
| Temas: | |
| Acceso en línea: | Texto completo |
Tabla de Contenidos:
- Series Page; Title Page; Copyright; Table of Contents; About The Author; Introduction to The Ultimate Algorithmic Trading Systems ToolBox; Chapter 1: Introduction to Trading: Algorithm Development; What Is an Algorithm?; How to Get My Trading Idea into Pseudocode; Summary; Chapter 2: Stochastics and Averages and RSI! Oh, My!; Oscillators; Price-Based Indicators; Summary; Chapter 3: Complete Trading Algorithms; Trend-Trading Battle Royale; Portfolio Composition; Multi-Algorithm Strategy (MAS); Summary; Chapter 4: Introduction to AmiBroker's AFL; Quick Start; Price Bar Interface.
- AFL Array ProgrammingSyntax; AFL Wizard; AmiBroker Loop Programming; Summary; Chapter 5: Using Microsoft Excel to Backtest Your Algorithm; VBA Functions and Subroutines; Data; Software Structure; Programming Environment; Summary; Chapter 6: Using Python to Backtest Your Algorithm; Why Python?; Python Installation; PSB Installation; PSB Structure; Getting Down to Business; Summary; Chapter 7: An Introduction to EasyLanguage; TradeStation IDE; Syntax; Samples of EasyLanguage; Summary; Chapter 8: Genetic Optimization, Walk Forward, and Monte Carlo Start Trade Analysis.
- Utilizing TradeStation and AmiBrokerComputers, Evolution, and Problem Solving; Population; Initial Population Setup Using VBA Excel; Testing Fitness of Chromosomes Using VBA Excel; Selection; Reproduction; Mutation; Using Genetic Algorithms in Trading System Development; Preventing Over-Curve-Fitting; Walk-Forward Optimizer: Is It Worth the Extra Work and Time?; Monte Carlo Analysis; Start Trade Drawdown; Summary; Chapter 9: An Introduction to Portfolio Maestro, Money Management, and Portfolio Analysis; Fixed Fractional; Portfolio Maestro; Summary; Appendix A: AmiBroker; Keywords.
- Flow Control StructuresFunctions; Utilizing Exploration for Debugging; Position Sizing in Futures Mode; Appendix B: Excel System Backtester; Data Arrays; Keywords; Functions and Subroutines; Appendix C: Python System Backtester; Data Arrays or Lists; Keywords and Identifiers; Classes; Indicator Classes and Functions; Python-Specific Keywords; Appendix D: TradeStation and EasyLanguage; Importing ELD file from Book Website; Keywords and Functions; Sample Algorithm Codes; Appendix E; About the Companion Website; Index; End User License Agreement.