I have looked at a number of books on Trading Systems and the best seems to me to be http://www.amazon.com/Beyond-Technical-Analysis-Develop-Implement/dp/0471415677 by Chande. IMO it is better than others because it gives in-depth reasoning and not just optimization. Anyone else have a view? Oh by the way, although the book is expensive, I have discovered that there is a way to have access to it, and in fact almost all trading books (and computer technology and other books as well) which is http://www.safaribooksonline.com/ for a cost of $20 a month for one plan. Not only that, there is a 10-day free trial - you can read a lot in 10 days!