TY - JOUR T1 - Measuring Accuracy of Trading Strategies JF - The Journal of Trading SP - 17 LP - 25 DO - 10.3905/JOT.2009.4.3.017 VL - 4 IS - 3 AU - Irene Aldridge Y1 - 2009/06/30 UR - https://pm-research.com/content/4/3/17.abstract N2 - 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 ER -