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<p>About the author ix</p> <p>Introduction to the Ultimate Algorithmic Trading Systems Toolbox xiii</p> <p><b>Chapter 1 Introduction to Trading: Algorithm Development 1</b></p> <p>What Is an Algorithm? 1</p> <p>How to Get My Trading Idea into Pseudocode 12</p> <p>Summary 23</p> <p><b>Chapter 2 Stochastics and Averages and RSI! Oh, My! 25</b></p> <p>Oscillators 26</p> <p>Price-Based Indicators 58</p> <p>Summary 75</p> <p><b>Chapter 3 Complete Trading Algorithms 77</b></p> <p>Trend-Trading Battle Royale 86</p> <p>Portfolio Composition 100</p> <p>Multi-Algorithm Strategy (MAS) 108</p> <p>Summary 112</p> <p><b>Chapter 4 Introduction to AmiBroker’s AFL 113</b></p> <p>Quick Start 113</p> <p>Price Bar Interface 118</p> <p>AFL Array Programming 120</p> <p>Syntax 129</p> <p>AFL Wizard 133</p> <p>AmiBroker Loop Programming 139</p> <p>Summary 140</p> <p><b>Chapter 5 Using Microsoft Excel to Backtest Your Algorithm 145</b></p> <p>VBA Functions and Subroutines 147</p> <p>Data 148</p> <p>Software Structure 149</p> <p>Programming Environment 154</p> <p>Summary 163</p> <p><b>Chapter 6 Using Python to Backtest Your Algorithm 167</b></p> <p>Why Python? 167</p> <p>Python Installation 169</p> <p>PSB Installation 169</p> <p>PSB Structure 171</p> <p>Getting Down to Business 193</p> <p>Summary 202</p> <p><b>Chapter 7 An Introduction To Easy language 203</b></p> <p>TradeStation IDE 204</p> <p>Syntax 209</p> <p>Samples of Easy Language 221</p> <p>Summary 224</p> <p><b>Chapter 8 Genetic Optimization, Walk Forward, and </b><b>Monte Carlo Start Trade Analysis 227</b></p> <p>Utilizing TradeStation and AmiBroker 227</p> <p>Computers, Evolution, and Problem Solving 230</p> <p>Population 231</p> <p>Initial Population Setup Using VBA Excel 232</p> <p>Testing Fitness of Chromosomes Using VBA Excel 232</p> <p>Selection 233</p> <p>Reproduction 238</p> <p>Mutation 240</p> <p>Using Genetic Algorithms in Trading System Development 243</p> <p>Preventing Over-Curve-Fitting 247</p> <p>Walk-Forward Optimizer: Is It Worth the Extra Work and Time? 249</p> <p>Monte Carlo Analysis 258</p> <p>Start Trade Drawdown 264</p> <p>Summary 269</p> <p><b>Chapter 9 An Introduction to Portfolio Maestro, Money Management, and Portfolio Analysis 271</b></p> <p>Fixed Fractional 272</p> <p>Portfolio Maestro 272</p> <p>Summary 290</p> <p><b>Appendix A AmiBroker 293</b></p> <p>Keywords 293</p> <p>Flow Control Structures 294</p> <p>Functions 295</p> <p>Utilizing Exploration for Debugging 295</p> <p>Position Sizing in Futures Mode 298</p> <p><b>Appendix B Excel System Backtester 301</b></p> <p>Data Arrays 301</p> <p>Keywords 302</p> <p>Functions and Subroutines 302</p> <p><b>Appendix C Python System Backtester 309</b></p> <p>Data Arrays or Lists 309</p> <p>Keywords and Identifiers 310</p> <p>Classes 310</p> <p>Indicator Classes and Functions 315</p> <p>Python-Specific Keywords 320</p> <p><b>Appendix D Tradestation and Easy language 323</b></p> <p>Importing ELD file from Book Website 323</p> <p>Keywords and Functions 324</p> <p>Sample Algorithm Codes 325</p> <p><b>Appendix E 335</b></p> <p>About the Companion Website 337</p> <p>Index 339</p>

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

<p>Technological advances now enable the average trader to easily implement their ideas at very low cost, which has breathed new life into trading systems that were once impractical. If you're ready to create state-of-the-art algorithms based on your trading ideas but don't know where to start, <i>The Ultimate Algorithmic Trading System Toolbox</i> is your key to writing flawless codes quickly and easily. <p>Through an accessible, in-depth exploration of a broad spectrum of the most up-to-date, readily available testing and trading platforms, this turnkey resource gives you all the knowledge and tools you need to go from theory to practice to profits. You don't need any programming experience to program, evaluate, and implement your original trading ideas thanks to the author's illustrative guidance, seasoned advice on today's most popular software packages, and source code from his own library. A wealth of trading systems are presented inside, many from idea to "out-the-door" solution, but it will be up to you to piece together your own ultimate trading system with the tools provided. <p>Specifically written to be a valuable tool to keep at your side while hammering out the algorithms for boundless success in today's markets, this dependable toolbox gives you: <ul> <li>Practical advice and expert tips for getting the most out of platforms such as TradeStation, TradersStudio, MultiCharts, Excel, and more</li> <li>Handy appendices with sample codes, keywords, data access, and more to save you time building your algorithms</li> <li>A companion website with the latest TradeStation code, Excel spreadsheets, instructional videos, and access to the author for guidance interpreting and implementing algorithms</li> </ul> <p>Give your trading ideas the chance they deserve with accurate back testing, proper optimization, and <i>The Ultimate Algorithmic Trading System Toolbox</i>.

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