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If the no-stop condition was the first tested, there would be no trades to use to evaluate money management stops; ie, there would only be an entry to a trade from which an exit would never occur With a loose stop, if the market goes in favor of the trade, perhaps the trade would be held for years or never exited, leading to the same problem as the no-stop condition These examples illustrate why exits must be tested as parts of complete, even if simple, strategies, eg, a stop combined with a time limit exit For the aforementioned reasons, all the tests conducted in 13 employ a basic exit strategy, specifically, the standard exit strategy (and a modification thereon used throughout the study of entries; this will provide a kind of baseline In s 14 and 1.



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as a 300-volt pulse, and the printer expects a 3-volt pulse, the two devices will have a brief (but exciting!) conversation, the ultimate result of which will be the release of a small puff of silicon smoke from the printer Now they have to decide on a standard that they will use for actually originating and terminating the data that they will exchange They are connected by a cable (Figure 1-2) that has nine pins on one end and nine jacks on the other Logically, the internal wiring of the cable would look like Figure 1-3 However, when we stop to think about it, this one-to-one correspondence of pin-to-socket will not work If the PC transmits on pin 2, which in our example is identified as the send data lead, it will arrive at the printer on pin 2 the send data lead.





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This would be analogous to holding two telephone handsets together so that two communicating parties can talk It won t work without a great deal of hollering, since the handsets are oriented microphone-to-microphone and speaker-tospeaker! Instead, some agreement has to be forged to ensure that the traffic placed on the send data lead somehow arrives on the receive data lead, and vice versa Similarly, the other leads must be able to convey information to the other end so that normal transmission can be started and stopped For example, if the printer is ready to receive the print file, it might put voltage on the data terminal ready (DTR) lead, which signals to the PC that it is ready to receive traffic The PC might respond by setting its own DTR lead high, as a form of acknowledgement, and then transmitting the file that is to be printed.

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5, several significant variations on, and additions too, the standard exit will be tested More effective stops and profit targets, which attempt to lock in profit without cutting it short, are examined in 14 In 15, techniques developed in the section on entries are brought into the standard exit strategy as additional components, specifically, as signal exits Moreover, an attempt will be made to evolve some of the elements in the exit stmtegy To test these various exit strategies in a man ner that allows comparisons to be made, a set of standard entry models is needed STANDARD ENTRIES FOR TESTING EXITS.

Linear interpolation uses a diagonal line, as shown in Figure 10-10. If you think back to freshman-level calculus, you ll recall that the derivative of a function describes its rate of change. The linear interpolation function is y = C f(x), where C is a constant and the derivative is a horizontal line, also shown in Figure 10-10. Unsurprisingly, this describes a constant rate of change. The coordinate space, although it runs from 0 to 1 in both axes, maps to any timeline/property value range. For example, if a timeline has a duration of ten seconds, five seconds corresponds to x = 0.5 on the graph, and ten seconds corresponds to x=1. This coordinate space will be useful when we look at spline interpolation.

The printer will keep its DTR lead high until it wants the PC to stop sending For example, if the printer senses that it is running out of buffer space because the PC is transmitting faster than the slower printer can print, it will drop the DTR lead, causing the PC to temporarily halt its transmission of the print file As soon as the printer is ready to receive again, it sets the DTR lead high, and printing resumes As long as both the transmitter and the receiver abide by this standard set of rules, data communications will work properly This process of swapping the data on the various leads of a cable, incidentally, is done by the modem or by a null modem cable.

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.

When studying entries, it was necessary to employ a standard, consistent exit methodology. Likewise, the investigation of exits requires the use of a standard entry method, a rather shocking one, i.e., the random entry model. It works this

Send Data (pin 2)

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