Research method
Mechanical trading system
Mechanical trading system is a canonical archive-taxonomy method; this registry entry defines its inputs, output and use boundary.
- Output
- Signal
- Input
- Rule inputs, market state and execution constraints
- Horizon
- The system holding period
- Best use
- Make entry, exit and abstention rules testable as one procedure.
- Input: Rule inputs, market state and execution constraints.
- Output: signal.
- Use boundary: Make entry, exit and abstention rules testable as one procedure.
The graph8
How the method is built, and where it has been read
Depends on
Often reviewed together
Drawdown limit4 readings
Often reviewed together
Breakout system4 readings
Often reviewed together
Pattern recognition5 readings
Often reviewed together
Momentum strategy6 readings
Often reviewed together
Rank rotation7 readings
Often reviewed together
Moving-average crossover7 readings
Often reviewed together
Trend filter8 readings
Often reviewed together
Market breadth8 readings
Read in the archive7 readings
1994Stacking scored filters into a hierarchical stock outlook system1996Value filter then rank-rotate as one procedure1999Stochastic rules versus buy and hold2006Permission and fill gates for mechanical systems2006Linear forecast versus buy-and-hold when price changes cluster2013Constructing an up/down volume oscillator from a web price series2020Mechanical Parabolic SAR as an always-in flip after a breakout
This registry entry describes a research method. It is not investment advice and does not make a performance claim.