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signals weaken faster than lower frequencies and, therefore, don t travel as far without amplification and regeneration. Bandwidth is the last characteristic that we will discuss here, and the quest for more of it is one of the great challenges of telecommunications. Bandwidth is a measure of the number of bits that can be transmitted down a facility in any one-second period. In most cases it is a fixed characteristic of the facility and is the characteristic that most customers pay for. The measure of bandwidth is bits-per-second, although today the measure is more typically thousands (kilobits), millions (megabits), or billions (gigabits) per second. Facilities are often called channels because physical facilities are often used to carry multiple streams of user data through a process called multiplexing. Multiplexing is the process of allowing multiple users to share access to a transport facility, either by taking turns or using separate frequencies within the channel. If the users take turns, as shown in Figure 1-10, the multiplexing process is known as time-division multiplexing (TDM), because time is the variable that determines when each user gets to transmit through the channel. If the users share the channel by occupying different frequencies, as shown in Figure 1-11, the process is called frequency-division multiplexing (FDM), because frequency is the variable that determines who can use the channel. It is often said that in TDM, users of the facility are given all of the frequency some of the time, because they are the only one using the channel during their timeslot. In FDM, users are given some of the frequency all of the time, because they are the only one using their particular frequency band at any point.



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In the style, the setter is used to set a property to a specific value. Property element syntax is also supported when setting the value of a property. One example of using property element syntax is to set a control template, which can completely change the look and feel of a control. We ll examine control templates in more detail in the Using Control Templates section of this chapter. Setting a control template in a style looks like this: <Style ...> <Setter Property="Template"> <Setter.Value> <ControlTemplate ...> </Setter.Value> </Setter> </Style> What if a property is defined in a style and also defined locally As detailed in 2 (Figure 2-5, which is shown again as Figure 8-7), you ll see that the style setter actually has rather low precedence. The property values from style setters can be overridden by values from many sources, and, as you can see, the local value has a relatively high precedence. If you use a style setter and it doesn t appear to work, look at these other sources for property values, since something is most likely overriding the property value.





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Figure 1-10 Time-division multiplexing (TDM)

Some of these results might be due to the model s limited number of trades Test 8: Vokztility Breakout with Entry on Limit This model attempts to establish a long position on the next bar using a limit order when the close of the current bar is greater than the current price level plus a multiple of the average true range It attempts to establish a short position on the next bar using a limit order when the close of the current bar is less than the current price level minus the same multiple of the average true range The current price level is determined by an exponential moving average of length malen calculated for the close The multiplier for the average true range is referred to as bw, and the period of the average true range as atrlen.

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Price for the limit order to be posted on the next bar is set to the midpoint price of the current or breakout bar Optimization was carried out exactly as in Test 7 For all parameter combinations, long positions were more profitable (or lost less) than short positions The best in-sample results were achieved with a bandwidth of 37, a moving average length of 22, and a period of 41 for the average true range measure of volatility; these parameter values produced a 483% annualized return Results this good should occur less than twice in one-thousand.

Animation Value from Data Binding Value from ControlTemplate or DateTemplate Style Setter Value from Resource

Figure 1-11 Frequencydivision multiplexing (FDM)

experiments; corrected for multiple tests (100 generations), the probability is less than 13% that the observed profitability was due to chance On the in-sample data, 1,244 trades were taken, the average trade lasted 7 days, yielded $3,6 16, and was a winner 45% of the time Both long and short trades were profitable Given the statistics, there was a fair probability that the model would continue to be profitable out-of-sample; however, this was not the case The model lost heavily in the out-of-sample period Equity rose rather steadily from the beginning of the sample until August 1990, drifted slowly lower until May 1992, rose at a good pace until June 1995, then declined These results primarily reflect the decreasing ability of simple breakout models to capture profits from the markets.

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