Anyone read this?

“Trading Systems: A New Approach to System Development and Portfolio Optimisation”

I really like the way the author goes deep into how he creates and monitors systems. Ive found its more or less the way i do it, but he uses alot more statistical results (and programs) to determine the strength of the variables and entry/exits than i do. I would really like to see PRT up its game when it comes to statistical analysis options!

Does anyone use another statistical program to test their programs?

Ive read a few books on systematic trading by now and this is probably my favorite so far. I understood the “how and why’s” of the book and i think that most people here would too. Easy to follow, not too long but not too short either.

Edit: also interesting to see the system he shows in the books, not sure if its possible to code in PRT:

The system works like this: GBP/USD 30 min for long (opposite for short):

Between 09.00-13.00 a fast moving MA crosses must cross above a short moving MA. Lets call the candle where the crossover happens for Candle A. What you want to see next is a close crosses above candle A. Meaning price going higher than the candle A’s close. Opposite for short.

Possible to code in PRT? Lets say the crossover happens 10:00, but right after crossover price moves down but at 12:00 price crosses above candle A, thats when you want to go long.

If anyone wanna google the system im talking about its called “The LUXOR system”.