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Article Archive For Roger Altman, Ph.D.

  • Tactical Trading Revisited by Roger Altman, Ph.D.

    ARTICLE SYNOPSIS ...Tactical Trading Revisited by Roger Altman, Ph.D. How would the Martingale trading technique work with a trading system that does not assume that the market is a random walk but instead relies on its own system parameters to determine stop-loss points, entry and exit prices? Further, how would these strategies work with a standalone system with a win probability that is not 50/50?...

  • Designing Trading Systems For The Stock Market by Roger Altman, Ph.D.

    ARTICLE SYNOPSIS ...Designing Trading Systems For The Stock Market by Roger Altman, Ph.D. System designers are aware that the traditional methods used to select parameter values are prone to overfitting. What, then, can be done about it? Stocks & Commodities Roger Altman presents a method to reduce this problem by using randomized data to produce parameter values for trading systems that have the best chance of duplicating real-time results. Mechanical trading systems attempt to exploit the non random portion of price fluctuations. Generally speaking, such trading methods have two parts: the setup and the trigg...

  • Relative Momentum Index: Modifying RSI by Roger Altman

    ARTICLE SYNOPSIS ...Relative Momentum Index: Modifying RSI by Roger Altman Overbought/oversold indicators are popular among traders for identifying market turns. The relative strength index (RSI) is one such popular indicator. Here, Roger Altman presents his work on modifying the index to smooth the indicator's sensitivity to momentum and the benefits that result. When a technical indicator such as a moving average or stochastics fails to give a timely signal, it is almost always due to the indicator's lookback period being out of phase with price movement. For most indicators to work properly, they need to use...

  • Price: The Ultimate Indicator? by Roger Altman

    ARTICLE SYNOPSIS ...Price: The Ultimate Indicator? by Roger Altman What does it take to make consistent profits trading commodities? Roger Altman theorizes that like support and resistance levels in stock charts, historical floor and ceiling prices in commodities can be used to gauge relative cheapness and richness of prices and whether a price decline or increase is likely. Despite the use of an array of sophisticated and esoteric indicators, most commodity newsletter trade recommendations lose money. According to Commodity Trader's Consumer Report, which tracks the performance of 26 commodity newsletter write...

  • Parameter Optimization by Roger Altman, Ph.D.

    ARTICLE SYNOPSIS ...Parameter Optimization by Roger Altman, Ph.D. Optimizing the parameters of mechanical trading systems to improve performance is a common technique, but does such a procedure improve system profitability? Is there evidence that optimization will lead us to parameters that yield at least better than average performance? Any system has three components: The unit of price or time change--also known as gang size --within which price movements will be compared. In bar charts, for example, time is stipulated so that price is free to vary to any value. Daily, weekly and monthly bar charts are the mos...

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