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The usefulness of historical data in selecting parameters for technical trading systems

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  • Louis P. Lukac
  • B. Wade Brorsen

Abstract

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  • Louis P. Lukac & B. Wade Brorsen, 1989. "The usefulness of historical data in selecting parameters for technical trading systems," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 9(1), pages 55-65, February.
    • Handle: RePEc:wly:jfutmk:v:9:y:1989:i:1:p:55-65
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    Cited by:

    1. Mohamed Masry, 2017. "The Impact of Technical Analysis on Stock Returns in an Emerging Capital Markets (ECM¡¯s) Country: Theoretical and Empirical Study," International Journal of Economics and Finance, Canadian Center of Science and Education, vol. 9(3), pages 91-107, March.
    2. Hales, John William, 1994. "Forecasting live hog futures using technical analysis," ISU General Staff Papers 1994010108000017636, Iowa State University, Department of Economics.
    3. Ellis, Craig A. & Parbery, Simon A., 2005. "Is smarter better? A comparison of adaptive, and simple moving average trading strategies," Research in International Business and Finance, Elsevier, vol. 19(3), pages 399-411, September.
    4. Baur, Robert Frederick, 1992. "Overreaction in futures markets," ISU General Staff Papers 1992010108000010973, Iowa State University, Department of Economics.
    5. John Anderson, 2003. "A Test of Weak-Form Market Efficiency in Australian Bank Bill Futures Calendar Spreads," School of Economics and Finance Discussion Papers and Working Papers Series 134, School of Economics and Finance, Queensland University of Technology.
    6. Anderson, John A. & Faff, Robert W., 2008. "Point and Figure charting: A computational methodology and trading rule performance in the S&P 500 futures market," International Review of Financial Analysis, Elsevier, vol. 17(1), pages 198-217.
    7. Ryan Flugum, 2021. "The trend is an analyst's friend: Analyst recommendations and market technicals," The Financial Review, Eastern Finance Association, vol. 56(2), pages 301-330, May.

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