Encyclopedia of Trading Strategies(交易策略百科全书)

Encyclopedia of Trading Strategies（交易策略百科全书）ONTENTChapter 1(performancesumaryPerformanceChapteroptimizersAreTypesShear programing)·parameterverification)Optimization(largerules and parameters, verificationof resuli.)·Toolsfor yoCONTENTSRepresentativenessif theresults)evolvemonte carloseasonality,geneticallyPlatfChapter 5high/lowest lowbreakoutsongadx trend filter) Summaryid filterLearnedEntrieCONTENTSKindstestscrossOverMomentumconfirmationcroSSoVerChaptetestcrovercrossovertestscrossovergenerating203(butterworthwavelet-based filters)+NeuralDOK%ktestReverseokTurningCONTENTSumingresultstradinbottom turningtoppoint(the templates)hortentries: testtest results; equirythe solutions tested).profit targeexitsexits, volatility exitsexits).trade-offs protectivecontrarian tradingChapterresults).Profithigh/lowest stop; testatr-baseds!op)·Profit TargetCONTENTSportfoliresults oferitthismoreSystemonespQrtradablesPREFACEdrawdownSharpe(CTAS)findfirstesecond-ther