You can try "Campaign Trading" by John Sweeney. There's another book out there written by David Stendahl but I don't recall the title ...something along the lines of "money management". He's a big believer is systems trading and money management techniques.
Hi,
I see there have been radical improvements on the backtester function of our trading software and a newsletter to that effect with good examples has also been released.I however being an amateur trader and still trying to come to grips with the coding aspects will give company to the majority of users and wait for the beginners manual of the improved backtester.I would however like to update myself on the theoretical aspects of what has been incorporated.I see u have incorporated various ratios :Sharpe , k, Mae, mfe dd,etc and various performance enhancing indices to attenuate trading ability.
I would like to make a request from any Knowledgeable one as to where i can get reading material to update myself on what has really been done viz The ratios etc basics are available on the web but how to use them optimally or some techniques to use them etc or under what circumstances do i use them or their derivation. I am sure they are not used in a cut and dried way. Soon there will be messages crisscrossing the usergroup about the new improvements and well i don't want to be totally lost and left out.
I have been here www.iitm.com (Van Tharp website) already and it is a good starting reference for anyone like me who is a newbee in this aspect.Any reference books,e-books , material , or websites, anyone knows would be nice or any digital material anyone can pass .After all
"The real Power comes through skilled use of the knowledge",and the formulas are already incorporated in the software so well only the skill is missing for me.
Thanks for the good work Sir.(though i dont exactly know what u have done till i am competent enough to judge i still feel it must be very good).
-Natasha !
das300@xxxxxxxxxx wrote:
The back tester looks like it is finally in the zone now..A quick
look at the new version appears to have tackled my personal requests ,
although the programming looks like vbscript notation and so i will
have to become familiar with the notation ....
thanks again Tomasz !!
Regards,
maurice
--- In amibroker@xxxxxxxxxxxxxxx, "Tomasz Janeczko" <amibroker@xxxx>
wrote:
> Hello,
>
> When reading the latest newsletter you may feel a little lost as the
material presented
> there is really for programmer-type folks. This is relatively
advanced coding stuff.
>
> But please do not be afraid. I did not forget about the "rest of us".
>
> I am working on beginner-level documentation too, that should appear
> with or shortly after official release
of 4.70 (late February).
>
> Best regards,
> Tomasz Janeczko
> amibroker.com
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