RT Journal Article SR Electronic T1 Measuring Accuracy of Trading Strategies JF The Journal of Trading FD Institutional Investor Journals SP 17 OP 25 DO 10.3905/JOT.2009.4.3.017 VO 4 IS 3 A1 Irene Aldridge YR 2009 UL https://pm-research.com/content/4/3/17.abstract 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