Authors: George Pruitt, John R. Hill
ISBN-13: 9780471215691, ISBN-10: 0471215694
Format: Hardcover
Publisher: Wiley, John & Sons, Incorporated
Date Published: December 2002
Edition: BK&CD-ROM
GEORGE PRUITT is Director of Research for Futures Truth magazine. In addition, he has written for Futures magazine and has had his research published by The Wall Street Journal and Barron s. Mr. Pruitt holds a bachelor s degree in computer science from the University of North Carolina at Asheville and co-programmed the Excalibur testing software. Pruitt has coded over 1,000 different trading methodologies. He is the coauthor of The Ultimate Trading Guide (Wiley).
JOHN R. HILL is President and founder of Futures Truth magazine, a leading periodical that analyzes and rates trading systems. He holds a master s degree in chemical engineering from Ohio State University. Mr. Hill is also the coauthor of The Ultimate Trading Guide (Wiley).
TradeStation™ has gained worldwide acceptance as the premiere investment software platform, but information regarding it has been limited and focused mainly on functionalityuntil now. In Building Winning Trading Systems with TradeStation™, systems experts George Pruitt and John Hill show you how to unlock the power of this platformspecifically TradeStation™ 6.0and profit from it as you trade a variety of markets including the futures, commodities, and stock market, to name just a few. Since a large portion of this book involves actual computer code, a companion CD-ROM with numerous programs and data is also included.
Building Winning Trading Systems with TradeStation™ is essentially two books in onea trading system development guide and a guide to TradeStation™s programming language. Within the first few chapters of this informative resource, youll be introduced to EasyLanguage®, the powerful programming language that sets TradeStation™ apart from other software packages. Building on this foundation, Building Winning Trading Systems with TradeStation™ discusses the essentials of programming, from proper programming techniques and program control structures to data structures and analysis techniques such as PaintBar, Indicator, ShowMe, Function, and Strategies.
With the basics of programming behind you, this comprehensive guide covers all aspects of researching, building, understanding, and evaluating your own trading strategies and systems in conjunction with TradeStation™ and EasyLanguage®. In-depth analysis provides practical guidance on:
With the knowledge gained from these discussions, youll learn how to put your trading ideas into action and make the right decisions. But thats not all. Chapters dedicated to the utilization of TradeStation™s Percentage Change charts, options strategies, and interviews with some of todays leading systems developers and traders round out this definitive volume.
Whether you trade stocks, futures, options, or commodities, the one thing you need for any of these markets is a reliable trading system. Building Winning Trading Systems with TradeStation™ will show you how to use the worlds best investment software platform to develop and utilize trading systems that really work.
Acknowledgments | ||
Introduction | ||
Ch. 1 | Fundamentals | 1 |
Ch. 2 | EasyLanguage Program Structure | 30 |
Ch. 3 | Program Control Structures | 39 |
Ch. 4 | TradeStation Analysis Techniques | 52 |
Ch. 5 | Measuring Trading System Performance and System Optimization | 77 |
Ch. 6 | Trading Strategies That Work (or The Big Damn Chapter on Trading Strategies) | 109 |
Ch. 7 | Debugging and OutPut | 157 |
Ch. 8 | TradeStation as a Research Tool | 168 |
Ch. 9 | Using TradeStation's Percent Change Charts to Track Relative Performance | 194 |
Ch. 10 | Options | 201 |
Ch. 11 | Interviews with Developers | 228 |
App. A | EasyLanguage Syntax Errors | 283 |
App. B | TradeStation 2000i Source Code of Select Programs | 309 |
App. C | Reserved Words Quick Reference | 326 |
Index | 381 |