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I used $250.00 per point all the way though, it is just easier and gives you an idea of how it's working. I think using $250.00 for the period before 1997 does change the equity curve a lot. Another difference in what I am doing is I am asking the question is the next trading day a Monday...

These are the exact rules I tested as follows: If we just simply buy at the open on monday in S&P500 and exit on the close your average trade is $114.72. This was over the period 1982 to date. Remember my calculation was done at $250.00 a point. When Joe tested it a point was worth...

Good point, What you are talking about are things like Day of Week in Month effects. I might also show this analysis but am worried about the attacks from ET people for discussing what they feel is curve fitted nonsense results. I already planned on doing Third Friday analysis since that...

Yes, I remember the Wednesday effect , mid week relationshops are not stable. I am going to publish rolling window results in the soon in this thread. I am just getting the topic up and running.

I used the big Nasdaq contract from 1996 forward. Here are the dollar values for buying at the open and exiting on the close for a given day of week. You can notice that Friday is negative for both Nasdaq and S&P500, but not Monday. This was run without any filters. Does the effect of SP/Nasdaq...

Historically , on a open to close basis , Monday's in the S&P500 has a upward bias and Friday a downward one. If we just simply buy at the open on monday in S&P500 and exit on the close your average trade is $114.72. Selling on Friday's open and exiting on the close offers $32.93 a trade...

I can see your view that day of week effect could be viewed as number crunching,but day of week is special and what people believe does matter. In my research on day of week effect in the S&P500 which I originally did back in 1995, I found that Monday had an upward bias and Friday downward...

This thread will look at the effect of day of week in different markets. The day of week effects were made popular by Larry Williams 20 years ago. The question is do this relationships still work and can they be used in developing trading systems even today?. In this thread I will...

I agree with you, that why housing prices doubled, to most people all that really mattered was the monthly payment, even if it was done with mirrors.

We only have a few more hours left on our 10% off sale.

We are on the last day of our 10% off sale. It ends midnight tomorrow.

Due to the fact that many people E-Mailed us about being on vacation during the period of our sale ,we extended it to August 20th midnight, which is in a few days. Here is a chance to get 10% everything in our store including both CSI and Pinnacle Data as well as TradersStudio. You can even...

Try Bill Brower. He co-authored my book I published "Using EasyLanguage."

TradersStudio has built in walkforward testing. Here is a link to the write up on our site http://www.tradersstudio.com/Overview/tabid/68/Default.aspx?PageContentID=23 We also have a large PDF explaining it which is free , you just need to be register on our site. Here is a link to...

Sent it Private Message on ET since I don't have your E-Mail. Sent it about 6-7 hours ago.

I private message you for your information, you still have not responded to me. I want your real name and information which you can give me PM. We have not had issues that I know of where people where not able to get keys to get their software running. You answered the forum since my PM but have...

I did also private message you. We don't refuse people keys, we just request that they send us a file produced by the program so we can verify the problem of a key becoming invalid. Did you ever send them that requested file?. In addition we don't even do this until the key requests become...

No , I just did not release trend following systems because of agreements I had in place with some of my clients until Dec 2005. I did not spent much time developing trend following systems for a better part of 10 years because of these agreements.

TradersStudio is very excited about the new release of Version 2.5 a month ago. If you missed buying TradersStudio before the price increase, I have good news! A mid Summer Sale! Receive a 10% discount off of any product on the TradersStudio website, from July 22, 2007 to August 7. This...

This was orginally posted in my first superturtle thread. It discusses issues relating to third party verification of systems and I though should be repeated. Let's me discuss a few issues about trading systems and third party verification. First I really don't understand the problems...