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  1. Murray Ruggiero

    Predicting Crude using Intermarket Analysis

    I have decided to optimize our original data series against not only Crude but also , Heating oil and Unleaded Gas. We found that Heating oil gave us the best bang for the buck. Using the same parameters with EXV as with Crude 40,25. It produced $103,761 and had a drawdown of $11,369.00...
  2. Murray Ruggiero

    TradersStudio 2.0 is Released

    You can optimize your 10 systems and then combine them in a trading plan and see how they perform. If you want to use a few mouse clicks you could try different combinations and rerun them and save the results. TradersStudio allow you to optimize at the system level both for a single market...
  3. Murray Ruggiero

    Excel

    TradersStudio basic is modeled after a cross between Excel VBA and TradeStation EasyLanguage. We also have a source level debugger. Since it's a trading platform it handles all of the charting and reports for you. It can also do portfiolo level testing and dynamic money management. All the...
  4. Murray Ruggiero

    money management

    We have a free tutorial available on optimal f on our site. http://www.tradersstudio.com/Tutorials/Optimalf/tabid/36/Default.aspx
  5. Murray Ruggiero

    TradersStudio 2.0 is Released

    We plan on starting these services later this year, most likely this fall. We are currently beginning work on course materials for these services.
  6. Murray Ruggiero

    TradersStudio 2.0 is Released

    Please clarify , what do you mean go back 600 days ?. Are you talking trading days or calendar. You don't want all the statistics only the last 600 days after the optimize period ?. I am assuming from the rest of your question you can write code in EasyLanguage. After you clarify...
  7. Murray Ruggiero

    Portfolio/trading analysis software

    Tell me a little more about yourself. Do you have basic computer knowledge, creating a directory, copying files ect?. Also what other programs have you used ?, for example Excel. If you have questions you feel funny asking , just PM me and I will do my best to answer them. In terms of...
  8. Murray Ruggiero

    Predicting Crude using Intermarket Analysis

    Thank you for your support. I have always tried to share some of my quality research and often times I get attacked by consultant in this industry who are upset I am sharing tool of the trade. The internet makes doing this easy because they can hide behind an alias. The Intermarket...
  9. Murray Ruggiero

    Opening Range Breakout , Crabel method

    The market is a paradox , they both can work, both breakout and counter trend. It depends on the timeframe you are holding for. I have found the same issues you did. For the stock indexes, they have changed since 2003 and opening range breakout for a day trade does not make as much money as...
  10. Murray Ruggiero

    Predicting Crude using Intermarket Analysis

    I am really surprise we don't have more interest in predicting Crude. Maybe discussing the optimization results will get things started. Let's discuss the optimization results a little bit. Using our first market since 2003, over 1/2 of the combination we tested in the range of 4-20 step...
  11. Murray Ruggiero

    TradersStudio 2.0 is Released

    TradersStudio has many special features for equity traders. You can test your system using split adjusted data just like the other platforms or use our TradersStudio stock support, which allow you to combine , adjust and unadjusted data to get a accurate backtest including correct returns in...
  12. Murray Ruggiero

    Opening Range Breakout , Crabel method

    I will try to put some stuff together as soon as I get a chance .
  13. Murray Ruggiero

    Opening Range Breakout , Crabel method

    The original Crabel articles talked about the opening range breakout patterns such as NR4 ect. In his book he discussed that as well as a topic called, Market Analytics. He looked at pattern such as If Lowest(close-open,4)>0 , what happened on day 5 He created tables of +- and then...
  14. Murray Ruggiero

    Portfolio/trading analysis software

    George Arnault You know I am really sick of this. I did not want to do this because I have a lot of respect for Curtis who I know is not involved in these childish games. You have a really funny trading history, which I had my staff research. 1) You where one of...
  15. Murray Ruggiero

    Portfolio/trading analysis software

    Here was one of my issues, Trading Blox has built in system you can't alter, my guess is they run faster because they are compiled into the program . I am being careful we are comparing apples apples. If you write a system in C++ as a addin for studio , it runs, 3-10 times faster then...
  16. Murray Ruggiero

    Opening Range Breakout , Crabel method

    originally posted 09-01-05 05:41 PM Let me explain to you what opening range breakout is It is simply bracketing around the open +/ some level. If the price breaks above the upper bracket you go long. If the price breaks below the lower bracket you go short. When this method is...
  17. Murray Ruggiero

    Correlation Analysis

    I simply do correlation analysis on the daily, weekly or monthly changes in the equity curve of the system.
  18. Murray Ruggiero

    Opening Range Breakout , Crabel method

    I am restarting my opening range breakout thread. I want to post some new ideas and the old thread just got too long, thirty pages. If you want to look at the old thread the link is below . I will move over a few highlights over the next few days and start to add some new material...
  19. Murray Ruggiero

    Correlation Analysis

    Yes, I am using correlation to build a portfolio which has it's members not highly correlated on a equity curve basis. I discuss this correlation report half way down this page http://www.tradersstudio.com/Overview/tabid/68/Default.aspx?PageContentID=9 I will upload a sample workbook...
  20. Murray Ruggiero

    Predicting Crude using Intermarket Analysis

    Here is my optimization. I optimize the Parameters for both variables from 2-40,2. The second parameter is the intermarket the list in order is as follows 1) !EXV - SELECT SPDR ENERGY INDEX 2) !XOI - OIL AND GAS INDEX 3) FSENX - FIDELITY SELECT ENERGY 4) FSNGX - FIDELITY SELECT NAT GAS...
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