A Comparison of Popular Trading Systems – Lars Kestner

This book was originally written to determine which ideas and strategies of published authors were profitable. The systems found in popular books usually were not rigorously tested for performance. This manual is a vehicle to test that performance. In its second edition, the analysis has been updated and expanded to include more ideas and new techniques. Lars thoroughly tests some classic systems such as the 40/20 Channel Breakout, 10/40 moving average crossover, RSI, Stochastics, and 20 day momentum. He then tears apart and even improves the performance of 34 systems designed by gurus Jake Bernstein, Welles Wilder, Tom DeMark, Ulf Jensen, Tushar Chande and Stanley Kroll, Robert Barnes, and Joe Krutsinger. It’s then wrapped up with summary tables showing clearly which systems work and don’t work. He even includes the Easy Language code for the systems!The first edition was originally written to determine which ideas and strategies of published authors were profitable. The systems found in popular books usually were not rigorously tested for performance. With an analysis that has been updated and expanded to include more ideas and new techniques, this manual is a vehicle to test that performance.Table of Contents:Table of Contents1. Introduction 7a. Why am I doing this?b. Testing guidelinesc. The marketsd. Performance statistics2. Systems 19a. Control Systems1. 40/20 Channel Breakout 212. 10/40 Dual Moving Average Crossover 263. 20 day Momentum 314. 14 day RSI Oscillator 365. 14 day %K Slow Stochastic. 41b. Robert Barnes – Trading in Choppy Markets1. Box Size Breakout Contra-Method(10 days) 462. Box Size Breakout Contra-Method(40 days) 513. DRV Profit Taker 564. Oscillator Method 615. Oscillator Method with ADX Filter 66c. Jake Bernstein – Short Term Futures Trading1. Stochastic Pop 712. Stochastic Pop (Revised by LarsKestner) 763. Critical Time of Day (Week) (Revised byLars Kestner) 814. Dual Exponential Moving Average 86d. Tushar Chande Stanley Kroll – The NewTechnical Trader1. 5 day %F with 3 day Moving AverageCrossover 912. 20 day %F with 10 day Moving AverageCrossover 963. 0.20 and 0. 10 VIDYA Crossover 1014. 8 day QStick with 8 day Moving AverageCrossover 1065. 20 day QStick with 20 day Moving AverageCrossover 1116. Chande Momentum Oscillator with MovingAverage Crossover 116e. Thomas DeMark – The New Science oftechnical analysis1. TD Line Penetration of Strength 1 1212. TD Line Penetration of Strength 3 1263. RS1 Mild Overbought/Oversold 1314. RE] Mild Overbought/Oversold with MovingAverage Filter 1365. DeMarker Mild Overbought/Oversold withMoving Average Filter 1416. Overbought/Oversold Moving AverageSystem 146f. Ulf Jensen – How I Tripled My Money in theFutures Market1. Kurtosis with Alpha=0.03 1512. Kurtosis with Alpha=0.10 1563. FSRS 1614. 1-2-3 Reversal System 166g. Joe Krutsinger – The Trading Systems Toolkit1. One Night Stand 1712. Joe’s Texas Two Step (3 day MovingAverage) 1763. Joe’s Texas Two Step (10 day MovingAverage) 1814. Joe’s Quarter Pounder 1865. Joe’s Gap 1916. Fib Catcher 1967. Joe’s Jesse Livermore 201h. Welles Wilder – New Concepts in TechnicalTrading Systems1. Volatility System 2062. Directional Movement 2113. Evaluation 217a. Summary of system statistics 218b. Rankings based on Net Profit 219c. Rankings based on K-ratio 221d. Rankings based on Sharpe Ratio 2234. Conclusion 225a. Comments on the overall performance of thesystems testedb. Where do we go from here5. Appendix Easy Language Code 227Get A Comparison of Popular Trading Systems – Lars Kestner, Only Price $15Tag: A Comparison of Popular Trading Systems – Lars Kestner Review. A Comparison of Popular Trading Systems – Lars Kestner download. A Comparison of Popular Trading Systems – Lars Kestner discount.