Research topic1086 readings
Trading systems
Trading systems methods with explicit inputs, outputs and limits.
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1997Precommit an equity-risk cap and a profit-retracement exit1997Long-term trend following and pyramiding as one holding-period procedure1997Inner forecasts that override system hold rules1997A conscious rebuild of trading rules after change1997Walk-forward windows as a diagnostic of parameter instability1997Streamline trading rules until the signals agree1997Construction of a filtered three-average crossover1997Bond timing rules as one testable procedure1997Constructing rainbow charts with repeated smoothing1997Test rewarded rule breaks before replacing the system1997Walk-forward tests after system optimization1997Walk-forward rules keep system research from rewriting live trades