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  1. Murray Ruggiero

    Learning programming/modeling

    There are two problems , first I like researching the markets and gaining a deeper understanding of how they work. Second you can't pull money from a trading operation to fund these large projects or a drawdown period will leave you crippled. The approach you saying works great out of a...
  2. Murray Ruggiero

    Learning programming/modeling

    Software development is expensive and so is research. I develop tools , like TradersStudio and the addins for my own research. In addition I have developed many system and selling some of them does not hurt my trading because most people can't follow a system consistently. Developing a platform...
  3. Murray Ruggiero

    TradersStudio 2.0 is Released

    Here is a copy of the announcement from the front page of the TradersStudio site. <B>There will be a price increase when TradersStudio version 2.5 is released, which will be $100 for a new price of $599. In addition for existing customers this is the last free upgrade. Order now...
  4. Murray Ruggiero

    Developing a Trading System Step by Step

    I plan on starting next week.
  5. Murray Ruggiero

    Learning programming/modeling

    The question is not if they can develop a system which looks good but will it continue to work in the future. This is the part which requires understanding the markets. I came to this industry in the late 1980's with a degree in physics astronomy and computer science and was not successful in...
  6. Murray Ruggiero

    Zweig Trading System Example

    Here is the code for the system in TradersStudio basic. 'Code For the Zwieg 4% rules with Input For percent ' TradersStudio(r) (c) 2006, all rights reserved. Sub ZwiegPercentSys(LongPct, ShrtPct) Dim Counter As BarArray Dim LongHi As BarArray Dim ShortLo As BarArray...
  7. Murray Ruggiero

    Learning programming/modeling

    You should take a look at TradersStudio. It has a very strong programming language which is a cross between TradeStation EasyLanguage and Excel VBA. We also have a OLE link to Excel. Our language also has it own built in source level debugger. If you want to protect your work or make it...
  8. Murray Ruggiero

    getting serious: wealth-lab vs amibroker

    TradersStudio allow you to do backtesting on as little as 1 min intervals at the portfolio level. It also allow you to do dynamic money management backtesting at the same level. Here is a overview of TradersStudio http://www.tradersstudio.com/Overview/tabid/68/Default.aspx
  9. Murray Ruggiero

    Learning programming/modeling

    Here is my question , What are you trying to accomplish and what type of educational background do you have ?
  10. Murray Ruggiero

    Desk top display is gone

    If you get one of the non microsoft windows shells, you then can run programs and copy files , at least then you can get a backup of the hard disk. This happened to us and that is how we created a hard disk backup before we had to reformat. You need to start up windows at a command prompt so...
  11. Murray Ruggiero

    Opening Range Breakout , Crabel method

    I wanted to answer both LivermoresGhost and hans37 It always amazes me how when people try to post something of value, they get attacked, not just me but also others members. First of all LivermoresGhost is implying I found a few curve fitted patterns and that why my opening range...
  12. Murray Ruggiero

    Opening Range Breakout , Crabel method

    If it only worked one out of the last three years then I would not have talked about it. Opening Range Breakout has been used successfully in the financial markets since the late 1980's, so the news that it is working well again after two bad years is important to people who stopped using it...
  13. Murray Ruggiero

    Trading the Pivots

    First, I just gave the code for a classic system. I am sorry you called that a hard sell. I adjust wanted to add to the comments. I did not try to sell anything there,but the code did come from TradersStudio. Also I also a sponsor of this forum, it is people like me who allow Baron to have...
  14. Murray Ruggiero

    Trading the Pivots

    This is the classic pivot point system with the failure trades in TradersStudio. ' TradersStudio(r) (C) 2004,2005,2006 All Rights Reserved Sub IntraDayPivotSys() Dim YestOpen As BarArray Dim YestHigh As BarArray Dim YestLow As BarArray Dim YestClose As BarArray Dim S1 As BarArray...
  15. Murray Ruggiero

    Opening Range Breakout , Crabel method

    Opening range breakout on the way back in the stock indexes. Even though ORB did did badly in 2004 and 2005 for the stock indexes futures it is doing well in 2006. The system is simple. You buy if "close < open" and sell if "close > open." Your entry is at a offset of tomorrow's open...
  16. Murray Ruggiero

    Nueroshell, Tradecision

    Standard feed forward nets, like backprop have these problems. Methods like Radial nets and Kernel regression do not. You run them over and over again you always get the same results. When using standard nets it is recommended you retrain 10 times or more and pick the best net in terms of...
  17. Murray Ruggiero

    Wanting to start a systematic trading approach

    Excel is not good for serious trading because you need to reinvent the wheel too much . Reports, Technical indicators ect. Excel also does not have a backtester , you can code it for simple systems but more complex ones will cause you problems. Take a look at my TradersStudio. The language...
  18. Murray Ruggiero

    Opening Range Breakout , Crabel method

    The first and most important issue relating to systems and curve fitting is the premise (the theory) behind the pattern or entry. If that is solid then curve fitting becomes less of an issue. You need to understand the why a given pattern works. Some patterns have easy to explain premises...
  19. Murray Ruggiero

    Opening Range Breakout , Crabel method

    This is part of the research process in developing stock index systems and why you can't just test them over a year or so and think they will continue to work in the future. I have seen the same pattern , except for one condition which we inverted be profitable for both the long and short...
  20. Murray Ruggiero

    Protecting an excel trading system

    Use the Excel Developers kit and code the logic in a XLL, which is a DLL for Excel. You will need to do this in C, C++ . I am not sure if they have a .NET API because I have not written excel addins in about 5 years. They also will let you password protect your code in a XLA, these are...
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