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You should also take a look at TradersStudio . This is a link to the product overview. http://www.tradersstudio.com/Overview/tabid/68/Default.aspx It is only $499.00 and offers just about everything you could want from portfolio optimization to dynamic money management and much more.

You can do portfolio based backtesting on stocks with TradersStudio. We have clients who have backtested a basket of 2000 to even one customer who trades 4300 stocks using the program. I have not personally tested more than 2000. You can even optimize to find the best system parameters...

It depends on if I want to normalize to long term or short term levels. I have use 10,20,40,80 days periods to normalize my results.

I agree with you at times. There are times that volatility is too low to daytrade, but you need to look at other markets like Nasdaq and Russell or even Natural Gas. Another issue is how much filtering do you do. If you want to daytrade using the opening range breakout type patterns in the...

Looks like an interesting source of information. I might use some of it to predict energy futures in the near future.

First I got sidetracked. I had people interested in the Intermarket stuff and did a thread on energies and intermarket analysis, sorry. http://elitetrader.com/vb/showthread.php?s=&threadid=72664 I am doing a three part series on developing trading systems in Futures as well as a live...

If you want to get serious about developing trading strategies you should look at TradersStudio. It can do portfolio level backtesting and optimization and you can code dynamic money management. The language is a cross between VBA and EasyLanguage. In addition our 3D candlesticks charts might...

The Canada dollar is a reasonably good predictor of Crude, but has not done well in 2006. If you use my intermarket divergence model using a positive correlation and use a 10 day moving average for crude and a 35 moving average for CAD, you make $67,500.00 with a drawdown of under 12K. You also...

You are missing the point completely. I am not picking esoteric relationships. I am picking relationships which are logical and strong. Companies which drill for oil will outperform when analyst believe oil prices will increase. The related stocks groups leading the related commodity is...

Did you ever look at increase the holding period to either first profitable opening or exiting the position on a opening range breakout in the opposite direction without the restrictive filters ?

I ran the same type of intermarket model as I used for my oil stocks using the SP500 Futures. I tried both a positive and negative correlation and found the best set of parameters used a negative correlation with 10 day average for the Crude oil moving average and a five day moving average for...

Answer for progers82 Have you contacted Tech Support. They are very helpful and have helped other customers get started migrating their systems and functions. You can get support three ways 1) Live Chat 2) The help desk on the site 3) E-Mail...

The EasyLanguage tool is used to migrate code from TradeStation to TradersStudio basic. I would say that between ourselves and our users , tens of thousands of systems and functions have been tested and translated. If you are translating end of day based systems or user function which do not...

I agree, this is why we will support many different feeds including many broker feeds in our real time version due out later this year.

We have two different channel so to speak of in backtesting the first one gets reported in the standard reports. The second is a virtual channel which you can access the statistics from your code for and use that to make your decisions. You can see if the first trade of the day was made in this...

In case you want to see the optimization report here it is for Heating oil using crude.

I use Crude oil to predict Heating oil as someone requested. I ran it from 1984 and the best sets of parameters made between 65K and 75K ,with about 35K since 2000. The drawdowns were about double what was produced using the oil sector groups. So you can see that not even Crude can forecast...

I plan on adding videos for TradersStudio on our site in the next few weeks. I will also be adding some case studies. Can you give me some input on what type of questions you have after you reviewed my site so I can do my best answering them.

I decided to discuss the results of using silver and gold to predict crude. Because the data goes back further we were able to go back to 1984. We found that neither of these are predictive. Silver produced only 27K as the best set of parameters when optimized from 5-40 for both sets of...

You will be able to optimize the money management method by stepping though parameters. This means that you could write code to allow you to filter out different systems and markets while optimizing money management. We don't plan on allowing both to be optimized at the same time for 2006. This...