Cybernetic Trading Strategies: Developing a Profitable Trading System with State-of-the-Art Technologies

Index

Adaptive channel breakout, see Breakout systems

Adaptive stops, 137–139. See also Exit development

Advanced GET (Trading Techniques, Inc.), 187

Advanced technologies:

overviews, 149–175

chaos theory, 168–171

fuzzy logic, 173–175

genetic algorithms, 160–168

machine induction methods, 153–160

neural networks, 149–153

statistical pattern recognition, 171–172

use of for trading strategy development, 239–306

data preprocessing/postprocessing, 241–258

genetic algorithms, 290–306

machine induction methods, 280–289

neural network development, 259–279

Adverse movement, scatter charts, and stop development, 132–136

ADX (Average Directional Movement), 48, 59, 78–79, 80, 147, 215, 221, 250, 252, 262, 263, 264, 284, 285

Attar Software, 155

Average Directional Movement, see ADX (Average Directional Movement)

Backpropagation, 151, 270

Barna, Michael, 45

Blind data set, 211, 288–289

Bollinger band, 98

Braincel (Promised Land Technologies, Inc.), 270, 276

Breakout mode, 81, 82, 83, 108

Breakout systems, 76–78

channel breakout, 76–77, 78, 79, 80, 108, 131–132, 142, 143–146, 213, 214, 228, 234, 259. 284, 285

adaptive, 114, 218, 259, 261, 262

classes of (two: channel/volatility), 76

and neural network, 261–262

volatility, 76. 78

Bresser, Walter, 104

Briese, Steven, 89

Bull/bear market, 212

Bullish engulf, 200, 202, 203

Bullish Review newsletter, 89

Burg, J. P., 104

Butterworth filters, 104