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DIBS: The Daily Inside Bar Setup — Mechanics, Mathematics, and Algorithmic Implementation of a Trend-Following Method - Couverture souple
Synopsis
In the autumn of 2007 a trader posting on Forex Factory under the handle Peter Crowns opened a thread titled "No Free Lunch but all the Free Coffee you can drink." The opening post was a single screen of rules. The thread ran for more than six hundred pages, and the rule set crystallised into the DIBS method — Daily Inside Bar Setup.
This book is the formal cousin of that thread. Every rule of the DIBS method is given an equation, a derivation where one is possible, and a fully worked numerical example. Every figure is generated from the same equations and the same price logic. Every backtest is reproducible from the Python source listings printed in the chapters on implementation.
The book builds the method from first principles — random walks, expectancy, volatility filtering, equity-curve geometry — and ends with the question every trader must eventually ask: how do you tell whether your edge has died, or whether you are simply living through a two-sigma losing streak? There is a test for that. It is in the book.
Inside:
- The complete DIBS rule set, formalised
- Inside-bar detection, bias filter, free trade target
- 20-SMA and ATR trail-stop comparison
- Expectancy, R-multiple, Kelly sizing, drawdown maths
- Walk-forward optimisation across 8 years of EURUSD
- Spread, slippage, and a realistic execution model
- Live deployment skeleton in Python with OANDA
- A sequential test for the death of an edge
For traders, programmers, and anyone who would rather understand the method than merely believe in it.
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
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DIBS: The Daily Inside Bar Setup ? Mechanics, Mathematics, and Algorithmic Implementation of a Trend-Following Method
impression à la demandeVendeur : California Books, Miami, FL, Etats-Unis
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Etat : New. Print on Demand. N° de réf. du vendeur I-9798199213394
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Dibs
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798199213394
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Dibs
Vendeur : PBShop.store UK, Fairford, GLOS, Royaume-Uni
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PAP. Etat : New. New Book. Shipped from UK. Established seller since 2000. N° de réf. du vendeur L2-9798199213394
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Dibs (Paperback)
impression à la demandeVendeur : CitiRetail, Stevenage, Royaume-Uni
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Paperback. Etat : new. Paperback. In the autumn of 2007 a trader posting on Forex Factory under the handle Peter Crowns opened a thread titled "No Free Lunch but all the Free Coffee you can drink." The opening post was a single screen of rules. The thread ran for more than six hundred pages, and the rule set crystallised into the DIBS method - Daily Inside Bar Setup.This book is the formal cousin of that thread. Every rule of the DIBS method is given an equation, a derivation where one is possible, and a fully worked numerical example. Every figure is generated from the same equations and the same price logic. Every backtest is reproducible from the Python source listings printed in the chapters on implementation.The book builds the method from first principles - random walks, expectancy, volatility filtering, equity-curve geometry - and ends with the question every trader must eventually ask: how do you tell whether your edge has died, or whether you are simply living through a two-sigma losing streak? There is a test for that. It is in the book.Inside: The complete DIBS rule set, formalisedInside-bar detection, bias filter, free trade target20-SMA and ATR trail-stop comparisonExpectancy, R-multiple, Kelly sizing, drawdown mathsWalk-forward optimisation across 8 years of EURUSDSpread, slippage, and a realistic execution modelLive deployment skeleton in Python with OANDAA sequential test for the death of an edgeFor traders, programmers, and anyone who would rather understand the method than merely believe in it. This item is printed on demand. Shipping may be from our UK warehouse or from our Australian or US warehouses, depending on stock availability. N° de réf. du vendeur 9798199213394
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Dibs : The Daily Inside Bar Setup - Mechanics, Mathematics, and Algorithmic Implementation of a Trend-Following Method
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Taschenbuch. Etat : Neu. Neuware. N° de réf. du vendeur 9798199213394
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