The Ultimate Algorithmic Trading System Toolbox + Website: Using Todays Technology To Help You Become A Better Trader

THE RIGHT TOOLS FOR BUILDING PRECISE ALGORITHMIC TRADING SOLUTIONS

The Ultimate Algorithmic Trading System Toolbox gives savvy investors a complete package for writing efficient, powerful algorithms by providing an instructional guide, a repository of trading tools, and a story of how this whole business of algorithmic trading started and evolved over the past twenty–five years.

Written for the nonprogrammer who wants to enter the world of algorithmic trading, this easy–to–use resource gives you a step–by–step process for turning your ideas for capturing profits into fully optimized and back–tested codes you can use in the real world. Peerless coverage lets you:

Move from theory to practice at a very quick pace Develop a complete trading solution using provided source code and libraries Evaluate different trading systems′ strengths and weaknesses

The author′s expert support goes beyond what the book covers to an associated website that gives you regularly updated information and codes implementable in some of today′s most popular investment software platforms to develop and use your trading systems.

Get off the sidelines and discover the world of automated wealth generation with The Ultimate Algorithmic Trading System 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 Back Test Your Algorithm

VBA Functions and Subroutines

Data

Software Structure

Programming Environment

Chapter 6 Using Python to Back Test 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 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

Summary

Chapter 9 An Introduction to Portfolio Maestro, Money Management and Portfolio Analysis

Fixed Fractional

Portfolio Maestro

Summary

Appendix A AmiBroker

Keywords

Flow Control Structures

Functions

Utilizing Exploration for Debugging

Position Sizing In Futures Mode

Appendix B Excel System Backtester

Data Arrays

Keywords

Functions and Subroutines

Appendix C Python System Backtester

Data Arrays or Lists

Key Words and Indentifiers

Classes

Indicator Classes and Functions

Python Specific Keywords

Appendix D EasyLanguage

Keywords and Functions

Sample Alogrithm Codes

About the Companion Website

Index

GEORGE PRUITT is director of research for Futures Truth Magazine. In addition to coding more than 1,000 different trading methodologies, he has written for Futures, ActiveTrader, and SFO Magazine, had his research published by The Wall Street Journal and Barron′s, and coauthored The Ultimate Trading Guide and Building Winning Trading Systems with TradeStation.