Which book is a good reference to guide on the basic principles of developing a trading system, probably with some small examples?
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Some of the best books
Charles Lebeau and David Lucas - Computer Analysis Of The Futures Market (One of the earliest books and Pioneers of developing Trading System
Perry Kaufman - Trading Systems And Methods
Robert Pardo - The Evaluation And Optimization Of Trading Strategies
Robert Pardo - Design Testing Optimization Of Trading Systems
Bruce Babcock - The Business One Irwin Guide to Trading Systems
missed following earlier
Thomas Stridsman - Trading Systems That Work
Thomas Stridsman - Trading Systems And Money Management A Guide To Trading And Profiting In Any Market
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