文档介绍：THE ENCYCLOPEDIA OF
TRADING STRATEGIES
JEFFREY OWEN KATZ, .
DONNA 1. MCCORMICK
TRADEMARKS AND SERVICE MARKS
Company and product names associated with listings in this book should be con-
sidered as trademarks or service marks of pany indicated. The use of a reg-
istered trademark is not permitted mercial purposes without the permission
of pany named. In some cases, products of pany are offered by
panies and are presented in a number of different listings in this book. It
is virtually impossible to identify every trademark or service mark for every prod-
uct and every use, but we would like to highlight the following:
Visual Basic, Visual C++, and Excel are trademarks of Microsoft Corp.
NAG function library is a service mark of Numerical Algorithms Group, Ltd.
Numerical Recipes in C (book and software) is a service mark of Numerical
Recipes Software.
TradeStation, SuperCharts, and SystemWriter Plus are trademarks of
Omega Research.
Evolver is a trademark of Palisade Corporation.
Master Chartist is a trademark of Robert Slade, Inc.
TS-Evolve and TradeCycles (MESA) are trademarks of Ruggiero
Associates.
Divergengine is a service mark of Ruggiero Associates.
C++ Builder, Delphi, and Borland Database Engine are trademarks
of Borland.
CQC for Windows is a trademark of CQG, Inc.
Metastock is a trademark of Eqnis International.
technical analysis function library is a service mark of FM Labs.
Excalibur is a trademark of Futures Truth.
MATLAB is a trademark of The MathWorks, Inc.
MESA96 is a trademark of Mesa.
C..~. ONTENTS
PREFACE xiii
INTRODUCTION xv
What Is plete Mechanical Trading System? - What Are Good Entries and Exits?
* The Scientific Approach to System Development * Tools and Materials Needed for
the Scientific Approach
PART I
Tools of the Trade
Introduction 1
Chapter 1
Data 3
Types of Data * Data Time Frames * Data Quality l Data Sources and Vendors
Chapter 2
Simulators 13
Types of Simulators * Pr