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mechanical trading

Building Automated Trading Systems Using Automatic Code Generation

By Michael Bryant Ph.D. 2010 Abstract / Introduction: One of the biggest trends in retail trading over the past decade has been the increase in the popularity of automated trading. In this type of trading, also known as automated order execution, buy and sell signals generated by a trading system […]

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Backtesting and Cognitive Dissonance

Cognitive dissonance is the term used to describe the discomfort people have when they are expected to believe two or more ideas that, on their face, seem to be contradictory. Backtesting is the application of a trading system to an historical data series. Expert opinions of backtesting bring about cognitive […]

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Back testing a trading system

Trading shares is a business like any other and, as with any business, it pays to investigate its financial viability before committing capital. I am often horrified by the conservative thinking that has the average mum and dad committing the family nest egg to a Bricks and Mortar retail business […]

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Avoid costly pitfalls using trading software

Note: Originally written in 1988 Over the past several years there has been a proliferation of software programs which allow futures traders to develop trading models and perform simulated historical testing to find the best model to use for each Market. This testing process is widely known as “historical optimization.” […]

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