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Trading Strategies That Work (or the Big Damn Chapter on Trading Strategies)
George Pruitt, John Hill
Résumé : This chapter presents trading systems that guide people through the steps necessary to translate a trading idea into software. It first starts by describing the trading idea in general terms and objectives. The tools that are used to build trading methodology are then defined. Pseudocode is then used to bridge the gap between system description and actual code. Finally, the exact EasyLanguage program is provided. Since testing several different markets over an extended time period is cumbersome with TradeStation, it presents the overall and individual performance statistics of the system for users. Of course, one can also do this with own TradeStation by building workspaces and applying each system.