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  1. Murray Ruggiero

    What do you think of TradersStudio?

    First , I would like to thank you for your input over the past two years. Many of your ideas were good and we implemented them during this period. I would say honestly, we spent 6 month or more of work on your ideas both ones we added because they were good and ones which we added because we...
  2. Murray Ruggiero

    TradersStudio Summer Sale

    We are giving 15% off anything on TradersStudio.com for the next month. We are not doing a e-mail on this sale now, just announcing it on ET. This sale gives you a chance to get TradersStudio for only 425.00!.
  3. Murray Ruggiero

    backtesting market characteristic instead of trading strategies

    You should also look at TradersStudio , using custom reports you can do what you want to. We even have an example code , custom report which produces the statisical reports like in the Toby Crabel book.
  4. Murray Ruggiero

    Software for Generating Reports Based on Various Indicators/Events

    This can also be done in TradersStudio with custom reports. I have an example of all of Toby Crabels tables from his book in TradersStudio using our custom report feature. We also have our color report feature which can also be used for this type of work.
  5. Murray Ruggiero

    18% Unemployment prediction.

    Look at www.ShadowStats.com .You will see measure are already in the teens when you count people who unemployment already ran out and those who are underemployed.
  6. Murray Ruggiero

    Method for reducing exposure to correlated markets?

    I have done work with market correlation using TradersStudio. We built in a correlation matrix at the portfiolo level so we can minimize exposure of correlated markets. In my research I found something very interesting. The actual correlation of the markets, correlation of equity curve and...
  7. Murray Ruggiero

    Trend Harmony , Updated Results

    Here is the results of the electronic version of harmony. I am using all the same parameters as the orginal versions, just replaced references to open in the code with a variation of high,low,close. These results use a merge contract, pit till a given date then electronic when the volume...
  8. Murray Ruggiero

    Data-mining and Machine Learning approach to trading?

    Exactly what are you trying to do. Do you want to create trading rules from data. Train a model to predict price change or identify patterns ?. Genetic algorithms or a technology call Rough Sets can be used create trading rules from data. Genetic programming also can be used to mine rules...
  9. Murray Ruggiero

    Intermarket Analysis

    Just check out TradersStudio.com. I have several of my systems sold for TradersStudio available on that site.
  10. Murray Ruggiero

    Trend Harmony , Updated Results

    Trend Harmony used the open in some of it's calculations. I changed this to a balance point which uses the high,low and close. Using the same parameters as before the system does about the same numbers. I will post the results soon. We used pit session results till the volume on the...
  11. Murray Ruggiero

    Free Special Report on Trading ETF's Including system code!.

    I optimized these in the range of 2-20 steps of 1. I also optimized the moving average filter from 50-300, steps 10. The systems default is 200.
  12. Murray Ruggiero

    backtest for 3 years, blow up in 3 days,

    I have a more fundemental question. What premise is the system based on. That the most important factor. If the premise is not sound it does not matter how good the results look. Another factor which needs to be studied is the 3D surface of the optimization space.
  13. Murray Ruggiero

    Free Special Report on Trading ETF's Including system code!.

    Yes, The entries are good but the exits are not that robust when you look at a optimization surface for the exit parameter. In addition it is not very robust on the Nasdaq. For a free system it's not bad. When evaluating any system I always optimize it on a wide range of parameters...
  14. Murray Ruggiero

    One on One Training with Murray

    The Yahoo group has been very active. I would also advise people to truely study all of the code which comes with the product there are many good examples and often times from experience with our support stuff , they often reference examples which already exist and are shipped with the product...
  15. Murray Ruggiero

    Buy and Hold SP500 Not A Good Idea Afterall....

    Mr Tuttle hired me to develop trading systems for his commodity pool last summer. We then decided to apply this technology to ETF's and have developed several different programs for that. We have developed all of these programs in TradersStudio. Some of what we are doing required new features...
  16. Murray Ruggiero

    TradersStudio Thread

    No the S&P500 and Bond system are different. The performance is much better for the finanical system pack sold seperately. The ones in included in the trend harmony pack are ones I orginally released in 1997-1998. The S&P500 , Bond system package are new systems I released in 2008.
  17. Murray Ruggiero

    One on One Training with Murray

    We are not a one man shop, we have 7 real people working with us including programmers. So we are a small company, but not a one man shop. In addition I come from a research background and even use "We" in my futures articles to respect the others who laid the ground work before me. I...
  18. Murray Ruggiero

    One on One Training with Murray

    When your part of a organization , you should use "We". Even if you write an article , you use "We" because of respect for the other who came before you in that field.
  19. Murray Ruggiero

    One on One Training with Murray

    We have extended it to April 22, I hope you find that helpful.
  20. Murray Ruggiero

    One on One Training with Murray

    Most likely we will extend it for a bit more, I will post when we have decided on a new ending date.
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