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  1. Murray Ruggiero

    SuperTurtle Top Trend Following System

    Sorry , I forgot the upload.
  2. Murray Ruggiero

    SuperTurtle Top Trend Following System

    I am very happy to announce that my SuperTurtle and Simple Harmony System are the number 1 and number 3 multi-market systems since release. They have made the list since they have now been released for over 18 months. I have restarted this thread because the last thread got way off base. In...
  3. Murray Ruggiero

    TradersStudio 2.5 Update

    I have had some PM's about what functions are included in the TradersStudio language. Believe me it is a full language for traders as powerful as any other platform regardless of price. Here is a link to the language reference help file...
  4. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    Thanks for your support.
  5. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    If I did not say "I THINK" , then I would be in violation of NFA rules. If I said I know it will work for years to come that would mean that I was promising profits, which would get me in trouble with the NFA.
  6. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    I did almost forget one other point. SuperTurtle is already a adaptive system. It based on a methodology I developed almost over a dozen years ago and has withstood the test of time. I think that SuperTurtle will continue to work well for years to come.
  7. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    Sorry it took me so long to answer , I believe that trend following baskets systems have a longer shelf life because trend following might go though bad periods but it is a quality of the markets which will not go away because people do follow a herd mentality. Another plus which basket...
  8. Murray Ruggiero

    TradersStudio 2.5 Update

    Currently we have a document for writing .NET addins which is part of the beta for the .NET addin kit. We are also working on a Addin which will translate TradersStudio basic to VB.NET and create a TradersStudio addin for you. These addins can be called from Systems, Indicators...
  9. Murray Ruggiero

    Excel System Development

    You need to round values to the nearest min move after reading them, before you do any processing. This will solve these problems.
  10. Murray Ruggiero

    ORB threads?

    These equations are the classic pivot point ones, these are for R1,S1. See the pivot point intra-day trading example which ships with TradersStudio for a example of how to trade this methodology.
  11. Murray Ruggiero

    TradersStudio 2.5 Update

    Currently besides adding .NET support we have supported C++ and VB 6.0 for witting Active X DLL's. These run 8-10 times faster in the case of C++, about 6-8 times faster for .NET. In terms of pre-compiled we are working on a TradersStudio Basic to .NET translator, which will convert code...
  12. Murray Ruggiero

    TradersStudio 2.5 Update

    TradersStudio is currently a offline product, it can do intra-day backtesting. The real time version is under development.
  13. Murray Ruggiero

    Excel System Development

    I did a lot of work using Excel to backtest trading systems at the portfiolo level and the truth was it was painfully too slow. Even if you put the backtest engine in C++ and call the DLL, the out of process communications makes the process too slow. I even wrote a series of articles on using...
  14. Murray Ruggiero

    TradersStudio 2.5 Update

    We plan to support IB and the J-Trader interface to start. We also plan to support Gain for Forex. In addition we will support ESignal as a data vendor. PS, we are adding a StopOpen order type which will allow you to place orders at the open + offset using end of day data.
  15. Murray Ruggiero

    ORB threads?

    I have not used demarks breakout filter , what is the logic for it , I will test it in TradersStudio. Also I think the underlying question is what structural changes happen in these markets which cause ORB to work very well or very badly.
  16. Murray Ruggiero

    ORB threads?

    I have updated my results from a simple ORB System which comes with TradersStudio. I show the test using 30% of yesterday range. We also use the Close<Open , buy and Close>Open Sell counter trend filters. I am including the TradersStudio results for the S&P500,Nasdaq and Natural Gas. We can...
  17. Murray Ruggiero

    Kelly formula is just for gamblers

    The Tutorial we have also discusses this fact, that it not to be used as is unless you are trying to win a contest, don't use it real life.
  18. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    Well , I think charging the people to buy the reports is more independent than charging the vendors. Just my view on this issue. They have to make money and charging for the reports is a good model. I guess you like infomercial better than consumer reports because consumer reports makes you pay...
  19. Murray Ruggiero

    SuperTurtle Number 1 Multi-Market System

    It is a shame that this thread has been reduced to this. It started as a discussion of one of my systems as evaluated by a third party. It seems like me discussing Futures Truth as my independent third party source caused a lot of strong feelings on this thread. People felt that the...
  20. Murray Ruggiero

    Kelly formula is just for gamblers

    The general case of Kelly is optimal f, I have a tutorial on the topic on my web site TradersStudio.com. You can watch it for free. http://www.tradersstudio.com/Tutorials/Optimalf/tabid/36/Default.aspx
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