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1、BUILDINGRELIABLETRADINGSYSTEMSFoundedin1807,JohnWiley&Sonsistheoldestindependentpublish-ingcompanyintheUnitedStates.WithofficesinNorthAmerica,Europe,Australia,andAsia,Wileyisgloballycommittedtodevelopingandmar-ketingprintandelectronicproductsandservicesforourcustomers’professionalan
2、dpersonalknowledgeandunderstanding.TheWileyTradingseriesfeaturesbooksbytraderswhohavesurvivedthemarket’sever-changingtemperamentandhaveprospered—somebyreinventingsystems,othersbygettingbacktobasics.Whetheranovicetrader,professional,orsomewherein-between,thesebookswillprovidetheadvic
3、eandstrategiesneededtoprospertodayandwellintothefuture.Foralistofavailabletitles,visitourwebsiteatwww.WileyFinance.com.BUILDINGRELIABLETRADINGSYSTEMSTradableStrategiesThatPerformasTheyBacktestandMeetYourRisk-RewardGoalsKeithFitschenCoverDesign:JohnWiley&Sons,Inc.CoverIllustration:©E
4、quinoxImagery/AlamyCopyright©2013byKeithFitschen.Allrightsreserved.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrievalsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,r
5、ecording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheap-propriateper-copyfeetotheCopyrightClearanceCenter,Inc.,222RosewoodDrive,Danvers,MA01923,(978
6、)750–8400,fax(978)646–8600,orontheWebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,(201)748–6011,fax(201)748–6008,oronlineatwww.wiley.com/go/permissions.LimitofLiability/Disclaime
7、rofWarranty:Whilethepublisherandauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheac-curacyorcompletenessofthecontentsofthisbookandspecificallydisclaimanyimpliedwarrantiesofmerchantabilityorfitnessforaparticularpurpose.Nowarrantym
8、aybecreatedorextend