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imental materials and certain tools are needed. To study the behavior of a given entry or exit method, a simulation should be done using that method on a portion of a given market s past performance; that requires data. Clean, historical data for the market on which a method is being tested is the starting point. Once the data is available, software is needed to simulate a trading account. Such software should allow various kinds of trading orders to be posted and should emulate the behavior of trading a real account over the historical period of interest. Software of this kind is called a trading simulator. The model (whether an entry model, an exit model, or a complete system) may have a number of parameters that have to be adjusted to obtain the best results from the system and its elements, or a number of features to be tamed on or off. Here is where an optimizer plays its part, and a choice must be made among the several types of optimizers available. The simulations and optimizations will produce a plethora of results. The system may have taken hundreds or thousands of trades, each with its own profiVloss, maximum adverse excursion, and maximum favorable excursion. Also generated will be simulated equity curves, risk-to-reward ratios, profit factors, and other information provided by the trading simulator about the simulated trading account(s). A way to assess the significance of these results is needed. Is the apparent profitability of the trades a result of excessive optimization Could the system have been profitable due to chance alone, or might it really be a valid trading strategy If the system is valid, is it likely to hold up as well in the future, when actually being traded, as in



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I/O devices are those that provide an interface between the user and the computer and include mice, keyboards, monitors, printers, scanners, modems, speakers, and any other devices that take data in or spit data out of the computer.





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Interconnecting the components of the computer is a cable known as a parallel bus. It is called parallel because the bits that make up one or more eight-bit bytes travel down the bus beside each other on individual conductors, rather than one after the next as occurs in a serial cable on a single conductor. Both are shown schematically in Figure 5-7. The advantage of a parallel bus is speed: By pumping multiple bits into a device in the computer simultaneously, the device such as a CPU can process them faster. Obviously, the more leads there are in the bus, the more bits can be transported. It should come as no surprise, then, that another differentiator of computers today is the width of the bus. A 32-bit bus is four times faster than an eight-bit bus; as long as the internal device to which the bus is transporting data has as many input/output leads as the bus, it can handle the higher volume of traffic. The parallel

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the past Questions such as these require the basic machinery provided by inferential statistics. In the next several chapters, we will cover data, simulators, optimizers, and statistics. These items will be used throughout this book when examining entry and exit methods and when attempting to integrate entries and exits into complete trading systems.

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Note that ValidatesOnNotifyDataErrors needs to be set to true on the bound control to enable the data binding system to listen for the ErrorsChanged event, and thus display any errors if they are added or changed later on We will create an example of checking the validity of email and website URLs in order to better understand the INotifyDataErrorInfo interface and demonstrate the use of all three members of the interface For that I created a new folder INotifyDataErrorInfoDemo under the existing chapter6 solution I will try to keep things as simple as possible so you can better focus on the main feature and, at the same time, I will recommend better approaches and advanced usage scenarios at particular places as we go through the code We will develop one aspnet web service, ValidationService.

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determination of what works, and what does not, cannot be made in the realm of commodities trading without quality data for use in tests and simulations. Several types of data may be needed by the trader interested in developing a profitable commodities trading system. At the very least, the trader will require historical pricing data for the commodities of interest. TYPES OF DATA Commodities pricing data is available for individual or continuous contracts. Individual contract data consists of quotations for individual commodities contracts. At any given time, there may be several contracts actively trading. Most speculators trade thefront-month contracts, those that are most liquid and closest to expiration, but are not yet past first notice date. As each contract nears expiration, or passes first notice date, the trader rolls over any open position into the next contract. Working with individual contracts, therefore, can add a great deal of complexity to simulations and tests. Not only must trades directly generated by the trading system be dealt with, but the system developer must also correctly handle rollovers and the selection of appropriate contracts. To make system testing easier and more practical, the continuous contract was invented. A continuous contract consists of appropriate individual contracts strung together, end to end, to form a single, continuous data series. Some data massaging usually takes place when putting together a continuous contract; the purpose is to close the gaps that occur at rollover, when one contract ends and another begins, Simple back-aajustment appears to be the most reasonable and popular gap-closing

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