Professional Stock Trading System Design and Automation phần 1 ppsx

... Bottom 5.5 DoubleTop 5.6 Triple Bottom 5.7 Triple Top 5.8 Triangle 10 5 .10 6 .10 9 .10 9 .11 0 .11 2 .11 2 11 3 ,11 4 11 4 11 5 ,11 6 ,11 8 .11 9 .11 9 1 Introduction Finally, in the spirit of open source, we encourage ... 2 21 10.4.5 After the Bell 223 11 SOURCE CODE 225 11 .1 Inventory 226 11 .1. 1 Web Site 226 11 .1. 2 Money Management 226 11 .1. 3 Geometr...

Ngày tải lên: 10/08/2014, 07:21

... following day trading techniques: - Gap Trading - Continuation Trading - Block Trading - Spread Trading 242 11 Source Code Acme Float Channel Indicator 11 .4 Source Code 243 230 11 Source Code 11 .1. 9 Float ... to 6.70, over 50% from the close (Figure 10 .19 ). 228 11 Source Code 11 .1. 5 Pair Trading Table 11 .5. Pair Trading Modules Name Acme P Strategy Acme P System...

Ngày tải lên: 10/08/2014, 07:21

... example, if Stock A is trading at $60 and has an ATR of 1. 5, and Stock B is trading at $10 with an ATR of 1. 2, a screen based on a minimum ATR of 1. 5 eliminates the more volatile Stock B. To ... intraday drawdown Profit Factor $272, 214 .50 $447,0 01. 50 18 0 10 6 $12 ,16 8.00 $4, 217 .00 1. 79 7 30 ($ 21, 993.00) 2.56 Open position P/L Gross Loss Percent profitable $0...

Ngày tải lên: 10/08/2014, 07:21

... Winners Avg # bars in winners Max intraday drawdown Profit Factor $9 ,11 4.00 $22,392.00 32 19 $3 ,15 9.00 $1, 178.53 1. 15 4 50 ($5 ,14 9.00) 1. 69 Open position P/L Gross Loss Percent profitable Number losing ... contracts held $0.00 ( $12 ,8 31. 00) 62.50% 12 ($3,500.00) ( $1, 069.25) $462. 41 3 71 2,600 66 3 Pattern Trading 3 .1 Market Patterns 67 3 .1. 5 Harami (M) A Harami...

Ngày tải lên: 10/08/2014, 07:21

... Example 14 0 7 Range Trading 7.3 Range Trading System (Acme N) 14 1 7.3 Range Trading System (Acme N) With all of the patterns defined, we can now implement a range trading system known as the Acme N System. ... strength and 13 0 6 Volatility Trading Table 6 .1. Acme V System Performance from March 2000 - March 2002 % Winners Winners Avg Win Losers Avg Loss Profit Fact...

Ngày tải lên: 10/08/2014, 07:21

... account $0.00 ($29,7 41. 00) 53.45% 27 ($2,455.00) ( $1, 1 01. 52) $ 419 .28 5 2 4,200 293.24% 17 4 8 Market Models Table 8.9. Performance (20) - Acme Market Strategy $SPX-Weekly (11 /29 /19 85-3 /1/ 2002) Total ... performance here, we applied the system filters. The results arc shown in Tables 8.3 and 8.4, sorted by profit factor. 8 .1 Systems Model 15 5 Table 8.2. QQQ Performance Re...

Ngày tải lên: 10/08/2014, 07:21

... Characteristics Symbol csco MSFT VRSN NVDA MERQ. HOTT PNRA Market Makers 10 6 88 77 68 63 42 31 ADV (millions) 79.39 27.42 18 .79 9.72 2.90 0.39 0.28 Float (millions) 718 0.0 4 510 .0 19 5.9 10 8.4 77.6 30.2 12 .3 ATR 0.80 1. 89 1. 98 2.82 2.29 0.92 2.44 Spread . 01 . 01 .02 .06 .06 .10 .30 VP 5. 71 3.63 11 .00 8.06 6.36 4.00 3.75 ADV Float 1. 11 0. 61 9.59 8.97 3.74 1. 29...

Ngày tải lên: 10/08/2014, 07:21

... Code 11 .4 Source Code 273 256 11 Source Code 11 .4 Source Code 257 246 11 Source Code 11 .4 Source Code 247 Acme HV Indicator Acme ID2 PaintBar 250 11 Source Code 11 .4 Source Code 2 51 252 11 Source ... Source Code 265 268 11 Source Code Acme R System 11 .4 Source Code 269 270 11 Source Code Acme Rectangle 11 .4 Source Code 2 71 248 11 Source Code Acme M Strategy Strategy T...

Ngày tải lên: 10/08/2014, 07:21

... 288 11 Source Code 11 .4 Source Code 289 286 11 Source Code 11 .4 Source Code 287 280 11 Source Code 11 .4 Source Code 2 81 284 11 Source Code 11 .4 Source Code 285 278 11 Source Code 11 .4 Source ... 277 strength • 11 7 left • 11 7 right • 11 8 Sun-Tzu • 19 3 swing • 11 7 trader • 19 4 system ATR standard • 21 buying a • 19 design • 19 , 20- 21 filters • 22 rules • 2...

Ngày tải lên: 10/08/2014, 07:21

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Ngày tải lên: 20/06/2014, 18:20