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
1993Neural-net inputs and rule trees for mechanical systems1993Randomized price paths for stock system parameters1994Mechanical timing with out-of-sample and filter checks1994Walk-forward evaluation of genetic index rules1994Constructing a three-rule moving-average system1994Shared sigma for trend entries, retests and stops1994Neural-net construction as a mechanical trading-system problem1995Constructing an intermarket neural net trading system1995Evaluate mechanical systems as a three-way fit test1995Critiquing neural nets as incomplete trading systems1996Scoring equity path consistency with a k-ratio overlay1996Constructing mechanical rules from Bollinger Bands and stochastics