EBOOK MODELING MAXIMUM TRADING PROFITS WITH C++ NEW TRADING AND MONEY MANAGEMENT CONCEPTS
Programming Add commentsCHAPTER 1 Potential Profit as a Measure of Market Performance
Profit and Potential Profit
Price Flow and C++
Pardo’s Potential Profit
CHAPTER 2 Potential Profit and Transaction Costs
What Is a Trading Strategy?
Properties of Potential Profit Strategy
Transaction Costs
Transaction Costs and C++
Profit-and-Loss Function
CHAPTER 3 R- and L-Algorithms for Maximum Profit Strategy
S-Function and S-Matrix
S-Interval and Its Boundaries
The Best Buying and Selling Points on the S-Interval
Polarity of S-Intervals
R-Algorithm
L-Algorithm
C++ Implementation
C++ Program Evaluating Potential Profit
CHAPTER 4 Money Management and Discrete Nature of Trading
Denominations
Induction and Trading Account Size
Growth Function and Optimal B
Discrete Nature of Trading
CHAPTER 5 Money Management for Potential Profit Strategy
The Best Allocation Fraction for Potential Profit Strategy
Self-Financing Restriction
Minimal A0
Actions and Positions Test4.cpp
The First and Second P&L Reserves
Rules for Offsetting Positions
Classes Trade and Trades
Class Position
Using Position and Trades Test5.cpp
CHAPTER 6 Best to Better
Algorithm for the First Profit-and-Loss Reserve Strategy
Algorithm for the Second P&L Reserve Strategy
Program Applying Three Algorithms
CHAPTER 7 Direct Applications
Only in the Past
Sleeping Beauty
War and Peace
CHAPTER 8 Indicators Based on Potential Profit
Performance Measures and Indicators
Strategy Evaluation
CHAPTER 9 Statistics of Trades and Potential Profit
Statistical Properties of Trades
Program Evaluating Strategy and Trades
CHAPTER 10 Comparing Markets
Time Frame and Prices
Selected Contracts
Data File Format
Results of Applications of Maxprof3 and Evaluate
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