The ultimate algorithmic trading system toolbox + website : using today's technology to help you become a better trader
George Pruitt
Intro -- Series Page -- Title Page -- Copyright -- Table of Contents -- About The Author -- Introduction to The Ultimate Algorithmic Trading Systems ToolBox -- Chapter 1: Introduction to Trading: Algorithm Development -- What Is an Algorithm? -- How to Get My Trading Idea into Pseudocode -- Summary -- Chapter 2: Stochastics and Averages and RSI! Oh, My! -- Oscillators -- Price-Based Indicators -- Summary -- Chapter 3: Complete Trading Algorithms -- Trend-Trading Battle Royale -- Portfolio Composition -- Multi-Algorithm Strategy (MAS) -- Summary -- Chapter 4: Introduction to AmiBroker's AFL -- Quick Start -- Price Bar Interface -- AFL Array Programming -- Syntax -- AFL Wizard -- AmiBroker Loop Programming -- Summary -- Chapter 5: Using Microsoft Excel to Backtest Your Algorithm -- VBA Functions and Subroutines -- Data -- Software Structure -- Programming Environment -- Summary -- Chapter 6: Using Python to Backtest Your Algorithm -- Why Python? -- Python Installation -- PSB Installation -- PSB Structure -- Getting Down to Business -- Summary -- Chapter 7: An Introduction to EasyLanguage -- TradeStation IDE -- Syntax -- Samples of EasyLanguage -- Summary -- Chapter 8: Genetic Optimization, Walk Forward, and Monte Carlo Start Trade Analysis -- Utilizing TradeStation and AmiBroker -- Computers, Evolution, and Problem Solving -- Population -- Initial Population Setup Using VBA Excel -- Testing Fitness of Chromosomes Using VBA Excel -- Selection -- Reproduction -- Mutation -- Using Genetic Algorithms in Trading System Development -- Preventing Over-Curve-Fitting -- Walk-Forward Optimizer: Is It Worth the Extra Work and Time? -- Monte Carlo Analysis -- Start Trade Drawdown -- Summary -- Chapter 9: An Introduction to Portfolio Maestro, Money Management, and Portfolio Analysis -- Fixed Fractional -- Portfolio Maestro -- Summary -- Appendix A: AmiBroker.