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> 2 - As for "combination of indicators", is this as simple as "Buy =
> BuyIndicator1 and BuyIndicator2 ..."
>
> I've just order "Design, Testing, and Optimization of Trading
Systems", is
> this book helpful with #2 in particular?
>
>
Have sharpe ratio of 3.65 on a system that's tradable. Compared
trend following vs anti trend system and got much higher sharpes for
the antitrend systems.
The Wiley book is really good - that was a real eye opener. I have
an older version. It is interesting to note that managing you Data
is almost as important as selecting your trading system.
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