System development

System development final step: Money management, Monte Carlo and a review

Neil Rosenthal
February 28, 2013
Here we integrating money management techniques and performing Monte Carlo analysis as the final test on a new trading system.

Minimizing loss: Run-length trade statistics

Michael Gutmann
January 24, 2013
How many losses should you accept before mothballing your system? Simple statistics can help you decide how much pain to bear.

Guide to trading system development

Neil Rosenthal
August 31, 2012
It’s easier than ever to build a trading system; building it right is the hard part. In this series, we help you get off on the right foot

System development with MAAD line

Robert McCurtain
August 31, 2012
In this second of a two-part series, we integrate the MAAD line indicator into a stock market trading system

Back- vs. forward testing: Test twice (or more), trade once

Jean Folger
December 31, 2011
Applying the old carpenter’s rule to avoid trading a curve-fitted system

The short-term trading dilemma

Michael Mundt
August 31, 2011
Building a short-term strategy takes more than simply applying trend-following to a shorter time frame

Mining for profits in modern markets

Wayne Whaley
August 31, 2011
Data mining is a potentially profitable method of identifying inefficiencies, but always should be done with caution

Trading system analysis: Learning from perfection

Valerii Salov
October 31, 2011
Analyzing the characteristics of optimal trades for real-world strategies

Measuring and avoiding slippage

Jez Liberty
July 31, 2011
Excessive slippage can bring trading systems to their knees. Here are some techniques to defend your bottom line

Trading with rolling contract data

Murray A. Ruggiero Jr.
July 31, 2011
Historical data can make or break your trading system. Here’s the impact a poor choice can make