Research topic203 readings
System design
System design within trading-systems.
FieldTrading systems1086 readingsThe registry
Entries in this field
The archive203 readings
Readings on this topic
1991Constructing steppable currency games with stop alerts1991Constructing walk-forward neural trading rules1991Constructing neural trading systems from facts to walk-forward1991Session-fitted bars and average-true-range risk bounds1991From a differenced-average sketch to coded rules1992Multi-year evaluation of MAE-bounded mechanical rules1992Diagnose regimes before you lock parameters1992Audit mechanical system tests for fills and regimes1992Linked futures series for mechanical system evaluation1992When stops change system timing1993Switch trend following and mean reversion with an equity-curve filter1993Four-subsystem trading system construction