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Building Winning Trading Systems, + Website, 2nd Edition

ISBN: 978-1-118-16827-1
Hardcover
395 pages
September 2012
US $90.00 Add to Cart

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Building Winning Trading Systems, + Website, 2nd Edition (1118168275) cover image
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Foreword xi

Preface xvii

Acknowledgments xix

CHAPTER 1 Fundamentals—What Is EasyLanguage? 1

Variables and Data Types 2

Operators and Expressions 4

TradeStation 2000i vs TradeStation 9.0 7

Conclusions 32

CHAPTER 2 EasyLanguage Program Structure 33

Structured Programming 33

Program Header 34

Calculation Module: MyRSIsystem 35

Conclusions 40

CHAPTER 3 Program Control Structures 41

Conditional Branching with If-Then 41

Conditional Branching with If-Then-Else 45

Repetitive Control Structures 50

Conclusions 53

CHAPTER 4 TradeStation Analysis Techniques 55

Indicators 55

PaintBar and ShowMe Studies 62

Functions 68

Strategies 72

Conclusions 77

CHAPTER 5 Measuring Trading System Performance and System Optimization 79

TradeStation’s Summary Report 80

Trade Analysis 90

Optimization Old School Style 95

Conclusions 126

CHAPTER 6 Trading Strategies That Work (or the Big Damn

Chapter on Trading Strategies) 127

The King Keltner Trading Strategy 128

The Bollinger Bandit Trading Strategy 131

The Thermostat Trading Strategy 134

The Dynamic Break Out II Strategy 141

The Super Combo Day Trading Strategy 147

The Ghost Trader Trading Strategy 165

The Money Manager Trading Strategy 168

Bonus Trading Strategies 171

Conclusions 174

CHAPTER 7 Debugging and Output 175

Logical versus Syntax Errors 176

Debugging with the Print Statement and the Print Log 176

Debugging with the Built-In Debugger 178

Table Creator 184

Conclusions 190

CHAPTER 8 TradeStation as a Research Tool 191

Commitment of Traders Report 191

Conclusions 210

CHAPTER 9 Using TradeStation’s Percent Change Charts to Track Relative Performance 211

Working with Percent Change Charts 213

Conclusions 217

CHAPTER 10 Options: Introduction and Strategies 219

Part A: Getting Started with Options Trading 219

Part B: Real-Life Options Strategies and Trades 242

Conclusions 250

CHAPTER 11 Interviews with Developers 251

APPENDIX A TradeStation 2000i Source Code of Select

Programs 295

Bollinger Bandit 295

Dynamic Break Out II by George Pruitt 296

DBS II Fade by George Pruitt 297

King Keltner Program by George Pruitt 298

MyAdxSys 299

MyMomRsi 300

MyMovAvgSys 301

MyTrailPrcntStop 302

Seasonal Soybean 303

Super Combo by George Pruitt 304

Thermostat by George Pruitt 307

The Ghost Trader by George Pruitt 309

The Money Manager by George Pruitt 311

APPENDIX B Reserved Words Quick Reference 313

About the Website 389

Index 391

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Building Winning Trading Systems, + Website, 2nd Edition (US $90.00)

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