14
Simple formulas to design your own trading models
What topics are covered in this chapter?
The trading rules for trading systems are all expressed mathematically. The trading rules for moving average and standard deviation bands, BBZ, are expressed by:
- mathematical formulas in spreadsheets.
What are the objectives?
By having an objective mathematical trading decision process, any trader who possesses the same formula will produce the same result. In this way, a trading journal can be easily audited. The other more important reason for having mathematical formulas is to check for accuracy and correctness when backtesting and in data optimisation.
Introduction
A professional proprietary trading model is usually a mechanical trend trading ...
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