@article {Aldridge17, author = {Irene Aldridge}, title = {Measuring Accuracy of Trading Strategies}, volume = {4}, number = {3}, pages = {17--25}, year = {2009}, doi = {10.3905/JOT.2009.4.3.017}, publisher = {Institutional Investor Journals Umbrella}, abstract = {This article outlines a cost-effective way to test whether trading ideas accurately discriminate between profitable and unprofitable trading opportunities. The proposed Trading Strategy Accuracy technique is illustrated with an example of a trading strategy based on technical indicators applied to hourly data of EUR/USD foreign exchange rate.TOPICS: Performance measurement, statistical methods, exchanges/markets/clearinghouses}, issn = {1559-3967}, URL = {https://jot.pm-research.com/content/4/3/17}, eprint = {https://jot.pm-research.com/content/4/3/17.full.pdf}, journal = {The Journal of Trading (Retired)} }