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Building Winning Trading Systems with TradeStation™

Book Description

Praise for BUILDING WINNING TRADING SYSTEMS with TradeStation (TM)

"This book will prove vital to all systematic traders. Pruitt and Hill share a wealth of innovative timing patterns and fully disclosed trading strategies. For TradeStation(TM) users, there are powerful tutorials on indicator design and system building. The authors' vast expertise will benefit even practiced TradeStation(TM) veterans."

-Nelson Freeburg

Editor, Formula Research

"TradeStation(TM) systems traders will discover a virtual gold mine of knowledge, guidance, and the benefit of vicarious experience from the two foremost experts on the subject in this valuable new addition to trading systems literature. There has long been a notable lack of worthwhile reference material for TradeStation(TM) users, and Building Winning Trading Systems with TradeStation(TM) fills a large void in this area."

-Edward Dobson

President, Traders Press, Inc.

"Building Winning Trading Systems with TradeStation(TM) is filled with useful information and practical real-world examples. I believe TradeStation 6(TM) users will find it a valuable resource."

-Bill Cruz

Co-CEO, TradeStation(TM) Group, Inc.

Note: The ebook version does not provide access to the companion files.

Table of Contents

  1. Cover Page
  2. Title Page
  3. Copyright
  4. Dedication
  5. Contents
  6. Acknowledgments
  7. Introduction
  8. 1: Fundamentals
    1. WHAT IS EASYLANGUAGE?
    2. OPERATORS AND EXPRESSIONS
    3. PRECEDENCE OF OPERATORS
    4. TRADESTATION 2000i VERSUS TRADESTATION 6.0
    5. CONCLUSIONS
  9. 2: EasyLanguage Program Structure
    1. STRUCTURED PROGRAMMING
    2. PROGRAM HEADER
    3. CALCULATION MODULE: MYRSISYSTEM
    4. CONCLUSIONS
  10. 3: Program Control Structures
    1. CONDITIONAL BRANCHING WITH IF-THEN
    2. CONDITIONAL BRANCHING WITH IF-THEN-ELSE
    3. REPETITIVE CONTROL STRUCTURES
    4. CONCLUSIONS
  11. 4: TradeStation Analysis Techniques
    1. INDICATORS
    2. PAINTBAR AND SHOWME STUDIES
    3. FUNCTIONS
    4. STRATEGIES
    5. CONCLUSIONS
  12. 5: Measuring Trading System Performance and System Optimization
    1. TRADESTATION's SUMMARY REPORT
    2. TRADES
    3. ANALYSIS
    4. GRAPHS
    5. OPTIMIZATION
    6. CONCLUSIONS
  13. 6: Trading Strategies That Work (or The Big Damn Chapter on Trading Strategies)
    1. THE KING KELTNER TRADING STRATEGY
    2. THE BOLLINGER BANDIT TRADING STRATEGY
    3. THE THERMOSTAT TRADING STRATEGY
    4. THE DYNAMIC BREAK OUT II STRATEGY
    5. THE SUPER COMBO DAY TRADING STRATEGY
    6. THE GHOST TRADER TRADING STRATEGY
    7. THE MONEY MANAGER TRADING STRATEGY
    8. The Money Manager Code
    9. CONCLUSIONS
  14. 7: Debugging and OutPut
    1. LOGICAL VERSUS SYNTAX ERRORS
    2. DEBUGGING WITH THE PRINT STATEMENT AND PRINT LOG
    3. TABLE CREATOR
    4. CONCLUSIONS
  15. 8: TradeStation as a Research Tool
    1. COMMITMENT OF TRADERS REPORT
    2. DAY OF WEEK ANALYSIS
    3. DAY OF WEEK VOLATILITY ANALYSIS
    4. TIME OF DAY ANALYSIS
    5. PATTERN RECOGNITION
    6. INTERMARKET ANALYSIS
    7. CONCLUSIONS
  16. 9: Using TradeStation's Percent Change Charts to Track Relative Performance *
    1. WORKING WITH PERCENT CHANGE CHARTS
    2. CONCLUSIONS
  17. 10: Options *
    1. OPTION BASICS
    2. LISTED OPTIONS
    3. OPTION STRATEGIES
  18. 11: Interviews with Developers
    1. Welles Wilder
    2. Dr. John Clayburg
    3. Keith Fitschen
    4. Randy Stuckey
    5. Dave Fox
    6. Wayne Griffith
    7. Mike Barna
    8. Ziad Chahal
    9. John Tolan
    10. Steve Marshall
    11. John Ehlers
    12. “Chuck” Charles LeBeau
    13. Lundy Hill
    14. Peter Aan
    15. Michael Chisholm
    16. Michael A. Mermer
    17. A TALK WITH LARRY WILLIAMS
  19. APPENDIX A: EasyLanguage Syntax Errors
  20. APPENDIX B: TradeStation 2000i Source Code of Select Programs
  21. APPENDIX C: Reserved Words Quick Reference
  22. About the CD-ROM
  23. Index