The book discusses topics related to the design, testing, and validation of trading systems. The main focus is to raise confidence that the trading system you develop will be profitable when traded. Some of the key topics are:
- defining an objective function
- using in-sample data for development
- using out-of-sample data for system testing
- using walk-forward analysis to learn what to expect in the future
The book includes over 80 program listings, downloadable and ready to run using AmiBroker, that illustrate the topics being discussed.
The following links each open a pdf file related to the book.
- Table of Contents
- Introduction (Chapter 1 — First pages)
- Risk (Chapter 2 — First pages)
- Development (Chapter 3 — First pages)
- Summary (Chapter 4)
- Fundamental Analysis (Appendix A)
- Data Sources (Appendix B)
- Development Platforms (Appendix C)
- Bibliography (Appendix D)
There is no executable code for this book.
You can learn more about the book, read additional pages, read reviews, and purchase a copy — all at Amazon.