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The initial tests address several variations of the channel breakout entry. First examined are close-only channel breakout models, in which the price channels or bands are determined using only closing prices. A model involving breakouts that occur beyond the highest high or lowest low will also be studied. In these models, the price channels approach the traditional notion of support and resistance.

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Test I: Close-Only Channel Breakout with Entry on Market Order at Next Open, No Z ransaction Costs The rules are: If the current position is either short or flat and the market closes above the highest close of the last n days, then buy tomorrow s open Likewise, If the current position is either long or flat and the market closes below the lowest close of the preceding n days, then sell (go short at) tomorrow s open The channel breakout entry model has only one parameter, the look-back (a) The number of contracts to buy or sell (nconrracfs) was chosen to produce, for the market being traded, an effective dollar volatility approximately equal to that of two new S&P 500 contracts at the end of 1998 Exits occur either when a breakout entry reverses an existing position or when the standard exit closes out the trade, ie.





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Figure 16-5. MSBuild Reports Unit Test Success in Visual Studio 2010 Command Prompt Here you run the test using the default browser (on my machine, Internet Explorer). If you want to run tests in specific browser such as Google Chrome or Mozilla Firefox, you pass the desired browser as a parameter to the command as shown in the following code. For Google Chrome: msbuild /t:test /p:browser=chrome For Mozilla Firefox: msbuild /t:test /p:browser=firefox

Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

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, when a money management stop is triggered, a profit target is hit, or the position has been open more than a specified number of days (bars), whichever comes first The money management stop is computed as the entry price plus (for short positions) or minus (for long positions) some multiple (a parameter, mmsrp) of the 50-bar average true range Profit target limits are at the entry price plus (long) or minus (short) another multiple (ptlim) of the same average true range Finally, an exit at close order (a form of market order) is posted when a position has been held for more than a specified number of days (manhold) All exit orders are close-only, ie, executed only at the close: this restriction avoids ambiguous simulations when testing entries with intrabar limits or stops.

competitive telecommunications industry fought hard for standards that would allow different vendors optical multiplexing equipment to interoperate. This interoperability came to be known as mid-span meet, SONET s greatest contribution to the evolving industry.

Tag Expressions help select a subset of tests by using tagexpression switch in the syntax. By specifying a tag expression at the command prompt, you can include and exclude tests that are marked with the Tag attribute found in Microsoft.Silverlight.Testing. You can use a method name directly if you have not set any Tag attribute for the method. In this case; if you want to run only one test TestRangeTooLow, the syntax will look like the following: msbuild /t:test /p:tagexpression=TestRangeTooLow And if you want to run all tests except TestRangeTooLow, use the following expression.

Improved OAM&P is without question one of the most important contributions that SONET brings to the networking table. Element and Network monitoring, management and maintenance have always been something of a catch-as-catch-can effort because of the complexity and diversity of elements in a typical service provider s network. SONET overhead includes error-checking capability, bytes for network survivability, and a diverse set of clearly defined management messages.

Were exits not restricted to the close, such cases would involve the posting of multiple intrabar orders Simulations become indeterminate and results untrustworthy when multiple intrabar orders are issued: The course of prices throughout the period represented by the bar, and hence the sequence of order executions, is unknown The average true range (a measure of volatility) is calculated as the mean of the true range of each of a specified number of previous bars (in this case, 50) The true range is the highest of the day s high minus the day s low, the day s high minus the previous day s close, or the previous day s close minus the day s low Below is a C+ + implementation of the close-only channel breakout entry model mated with the standard exit strategy.

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