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  1. Murray Ruggiero

    Neural Networks - Louis Mendelsohn

    If you read my work you always start with a system that makes money. The neural network,SVM are used to improve existing systems that already make money. For example you can use these technologies to predict a momentum indicator which was used in the system Then substitute out the...
  2. Murray Ruggiero

    Deciding on a Backtesting and Trading Platform

    That review is totally obsolete. It was also structured and coded to maximize the speed difference. For example printing results to terminal instead of custom report could double the speed of that demo. TradersStation multicore is 16.5X faster on the following hardware setup than it is for...
  3. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    In general your correct , most technical analysis books are not very useful. I always try to go deeper when I work on a topic. Not just give curve fitted example. For example , are there any patterns on which type of stocks hold breakouts best. What patterns lead to what number of ATR move off...
  4. Murray Ruggiero

    TradersStudio Multicore PreReleased

    Yes, we did a benchmark, using my six core machine, which is 2 years old. TradersStudio Multicore between the rewriting and multicore support using a simple triple MA system with 23 markets is 16.5X faster than before.
  5. Murray Ruggiero

    TradersStudio Blog

    We are going to start on a series of video's in mid March and try to do 1-2 per week.
  6. Murray Ruggiero

    Neural Networks - Louis Mendelsohn

    TradersStudio as a neural network addin , we currently have the multicore version addin in beta. You can develop ,test and deploy trading systems using these technologies. Recently I have been doing a lot of work with SVM , support vector machines. I will be doing some articles and white papers...
  7. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I would not use it for commodities anymore. There the standard ORB does not work. It still works for stock indexes,ETF's and stocks.
  8. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I am thinking of doing a book to follow up on the opening range breakout work of Crabel, Williams and Sheldon Knight for Stocks and ETF's. I wonder how much interest there would be in this project.
  9. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    I did a talk in September in North Carolina, I am working on the video of that and will release it as a product this spring. I just wanted to bump a thread with a lot of useful information in it.
  10. Murray Ruggiero

    TradersStudio Blog

    We will be working on video's over the next month or two. We want to show to everyone the power of TradersStudio.
  11. Murray Ruggiero

    TradersStudio Multicore PreReleased

    I messed up my last post. Yes we are doing major upgrades to all of the addins to support multicore and also adding more features to them.
  12. Murray Ruggiero

    Murray New Bond system

    I think the bond market will be a two way market for at least the next 3-5 years. I don't think we will see a upward bias again for at least a generation.
  13. Murray Ruggiero

    Deciding on a Backtesting and Trading Platform

    TradersStudio is easier to code than AMIBroker, it's a cross between VBA and EasyLanguage. It's better to do portfolio based trading and money management than either product. If you are trading futures you have reports in dollar values, it calculate move values. This is something AMIBroker at...
  14. Murray Ruggiero

    Trading ETF's with a mechanical system

    Here a link to a blog post on trading etf's with TradersStudio http://tradersstudioblog.com/2013/09/building-an-intermarket-relative-strengthsystem-with-tradersstudio/
  15. Murray Ruggiero

    TradersStudio Blog

    Just wanted to bump this and tell the forum members to look at all the new content we have added. The most recent post I made is why I don't like short term intra-day trading. I trade on a daily timeframe mostly. My intra-day systems are 45 minute data. I really think that shorter timeframe...
  16. Murray Ruggiero

    VBA for backtesting

    If you want to see even more TradersStudio code, we have a column in Technical Analysis of stocks and Commodities written by Richard Denning for there traders tips section.
  17. Murray Ruggiero

    Murray New Bond system

    We are still long bonds from our Jan 16th entry.
  18. Murray Ruggiero

    TradersStudio Multicore PreReleased

    The Multicore version requires upgrades to all of our TradersStudio addins. We are making major upgrades to most of these. For example cycle studio now contains three different algorithms for cycle analysis.
  19. Murray Ruggiero

    Foward curve analysis

    Here link to my bio http://tuttletactical.com/custom11111111114.php Here is the site with performance tables and awards. http://tuttletactical.com/ttmperformance.php
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