E-Book Overview
The Encyclopedia of Trading Strategies is for traders who want to take the next step to consistently profitable trading. The authors - themselves seasoned veterans of the futures trading arena - pinpoint the trading methods and strategies that have been shown to produce market-beating returns. Their rigorous and systematic backtesting of each method, using the same sets of markets and analytic techniques, provides a scientific, system-based approach to system development...to help you assemble the trading system that will put you on the road to becoming a more consistently profitable trader.
E-Book Content
THE ENCYCLOPEDIA OF TRADING STRATEGIES JEFFREY OWEN KATZ, Ph.D. DONNA 1. M C CORMICK T R A D E M A R K S A N D S E R V I C E M A R K S Company and product names associated with listings in this book should be considered as trademarks or service marks of the company indicated. The use of a registered trademark is not permitted for commercial purposes without the permission of the company named. In some cases, products of one company are offered by other companies and are presented in a number of different listings in this book. It is virtually impossible to identify every trademark or service mark for every product and every use, but we would like to highlight the following: Visual Basic, Visual C++, and Excel are trademarks of Microsoft Corp. NAG function library is a service mark of Numerical Algorithms Group, Ltd. Numerical Recipes in C (book and software) is a service mark of Numerical Recipes Software. TradeStation, SuperCharts, and SystemWriter Plus are trademarks of Omega Research. Evolver is a trademark of Palisade Corporation. Master Chartist is a trademark of Robert Slade, Inc. TS-Evolve and TradeCycles (MESA) are trademarks of Ruggiero Associates. Divergengine is a service mark of Ruggiero Associates. C++ Bui