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Fractal dimension – numerical characteristic of trend
«What The Thinker thinks,
The Prover proves...»
Orr law
Most of indicators of technical analysis are linear digital filters (DF). One part of filters values the velocity of price change and another part values averaged price that is used also for measuring velocity.
The rest of indicators are nonlinear DF working similarly. Moreover, there are indicators valuating not first derivative (velocity of price change) but second derivative (velocity of velocity change or in other words acceleration).
Other complicated methods like neural networks for measuring velocity also can be counted as linear or nonlinear DF, destined for valuation of velocity or sign of velocity.
Most of Trading Systems are built on valuation of velocity and consist from small number of enter/exit types (that have hundreds of different names).
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Volatility Models
Research of volatility is done by Sergei Mikhailov.
Introduction paper on volatility models. Mostly, continuous models are considered. Strengths and as imperfections of each model are listed.
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Genetic optimization. Application in TradeStation environment.
The given publication was presented by
Vladislav Gorbunov (one of the founders of Trade Smart Research Ltd.)
in system trading conference in Moscow, Russia, 2004.
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Trading Systems Free
Trading Systems for TradeStation - Example EasyLanguage code.
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Money Management
Course of publication about money management for tradign strategies:
The Foundations of Money Management I
The Basics of Money Management II
The Basis of Money Management III
Publications are prepared by Trade Smart Research Group founder Dmitry Tolstonogov.
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