Trading Algorithms Using Signal Processing in MATLAB* 2nd Edition

By: Rogers, Steven Clark

The text is organized into 5 chapters. Chapter 1 Signal Processing presents filters that mitigate the effects of noise. Filters use fixed and adaptive methods. Chapter 2 Indicators has oscillators that utilize the various filter structures of Chapter 1. Most of the popular oscillators are represented. Chapter 3 Scalping Indicators show some of the approaches that may be applied to short time frames (1 to 30 minute sample rates). Chapter 4 Ehler's Filters and Indicators is dedicated to the many contributions of John F. Ehlers. Chapter 5 Backtest and Partial Optimization of an Algorithm is intended to explain an approach to backtesting and partial optimization of a trading strategy. Backtesting and selection of parameters through testing or optimization (improvement) are critical to the success of any trading approach. Some ideas are reviewed and shown by two examples.

• Format: Paperback
• Language: English
• ISBN: B09XZVN4TF
• ISBN13: 9798806358630
• Release Date: April 2022
• Publisher: Independently Published
• Length: 440 Pages
• Weight: 1.29 lbs.
• Dimensions: 0.9" x 6.0" x 9.0"