Foundations of Trading, by Dr Howard Bandy, is one of the best resources available for learning to develop, test and execute trading systems. The book discusses topics related to the design, testing, and validation of trading systems. The main focus is to raise confidence that the trading system you develop will be profitable when traded. Some of the key topics are:
The book includes over 80 program listings, downloadable and ready to run using AmiBroker, that illustrate the topics being discussed.
The following links each open a PDF file related to the book.