Contents
1 Developing and Implementing Trading Systems
Classification of Return Generation Processes
Comparison: Discretionary versus Mechanical System Trader
Why Should You Use a Trading System?
Robust Trading Systems: TOPS COLA
What Is a “Good” Trading Program?
How Do You Implement a Trading System?
Appendix to Chapter 1: A Brief Technical Analysis Primer
Assumptions of Technical Analysis
Typical Price Patterns and Chart Formations
Measured Objectives from Chart Formations
Estimating Long-Term Support and Resistance
2 Principles of Trading System Design
What Are Your Trading Beliefs?
Rule 2: A Small Number of Rules
Rule 4: Trading Multiple Contracts
Rule 5: Risk Control, Money Management, and Portfolio Design
Rule 6: Fully Mechanical System
3 Foundations of System Design
To Optimize or Not To Optimize?
Initial Stop: Solution or Problem?
Does Your Design Control Risks?
Choosing Orders for Entries and Exits
Understanding Summary of Test Results
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