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 archive24 of 322 readings
1982A bounded-risk entry separates a forecast from a trend1984Evaluating mechanical systems beyond net profit1985Treat a shared mechanical printout as a public script1987Mechanical systems need more than pretty charts1987A mechanical rank-rotation sleeve for monthly fund leaders1987Operator gut check when two systems conflict1987Volatility-layered mechanical system with fixed contracts1987Evaluating a black-box pyramiding routine with adverse excursion1987When profits break the trading process1988A directional-line cross needs a trend filter, an extreme-point rule, and a dollar stop1988Pessimistic margin ranking for mechanical systems1988Undisclosed rules block system robustness tests1988Isolate nested formulas before judging signals1988Two-sided optimization for volatility-scaled breakout rules1988Constructing a mechanical trend system with independent trailing exits1989Known-bias price streams for system evaluation1989Evaluating an always-in-the-market moving-average crossover1989Evaluating mechanical seasonal date rules for commodity spreads1989Same-session exits from multi-day open-close codes1989Constructing holdout-checked synthetic prices from chaos maps1989Evaluate mechanical systems by peak-to-trough drawdown1990Staged sleeves from one equity forecast1990Why popular indicator optimization fails robustness1990Building the construction layer of a mechanical trading system
This registry entry describes a research method. It is not investment advice and does not make a performance claim.