PT  - JOURNAL ARTICLE
AU  - Irene Aldridge
TI  - Measuring Accuracy of Trading Strategies
AID  - 10.3905/JOT.2009.4.3.017
DP  - 2009 Jun 30
TA  - The Journal of Trading
PG  - 17--25
VI  - 4
IP  - 3
4099  - https://pm-research.com/content/4/3/17.short
4100  - https://pm-research.com/content/4/3/17.full
AB  - 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