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A New Method for Comparative Evaluation of Exchange Trading Technical Systems


Lev Vasilyev
(about the author)

Vasilyev Lev Viktorovich – Postgraduate Student, Moscow State University of Economics, Statistics and Informatics (MESI)

Published in:
Russian Journal of Entrepreneurship
– № 7-1 / July, 2010



Keywords: exchange trading, profit level, relative drawdown, stock market, technical analysis, technical trading systems, trading robots


Citation:
Lev Vasilyev (2010). A New Method for Comparative Evaluation of Exchange Trading Technical Systems. Russian Journal of Entrepreneurship, 11(7), 88-91. — url: http://bgscience.ru/com/lib/2249


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Abstract:

The article presents the author»s method of comparative analysis of exchange trading technical systems. The advantage of this method is its simplicity and the fact that it is based on the most basic and well-known estimated figures. Its innovation is the way of comparing indicators involving calculation of points to compare trading systems.







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