Tag Archives: profit factor

Choosing the Optimal Strategy

When you backtest systematic, rule-based strategies and your theory finally identifies a proven market inefficiency, you will face an interesting problem: which profitable trading strategy should you choose.  Optimization tools test a number of strategies that are all based on … Continue reading

Posted in Risk Management, Strategy Development, Technical Analysis | Tagged , , , , | 2 Comments

Modified Chartmill Value Indicator (MCVI)

I read about this indicator in an article titled “The Chartmill Value Indicator,” which appeared in the January 2013 issue of Technical Analysis of Stocks and Commodities.  The article was written by Dirk Vandycke.  In the article, Vandycke introduced an … Continue reading

Posted in AmiBroker Code, In-Depth Article, Market Timing, Strategy Development, SWAMI Charts, Technical Analysis | Tagged , , , , , , , , , , , , , | 21 Comments