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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
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 Chartmill Value Indicator, CVI, enhanced SWAMI indicator, equity curve, equity drawdown, MCVI, MCVI strategy, MCVI SWAMI Indicator, Modified Chartmill Value Indicator, profit factor, reversal strategy, Sharpe Ratio, trade, trader
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