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Another factor you can look at is the correlation of the equity curves for a given system. If you are trying to build a portfolio of lowly correlated markets to test a basket system, then correlation of the equity curves is the best measure. You might find it hard to believe but , for a ORB...

Let's continue on with our study of intermarket analysis and crude. We have the collection of data from QuotesPlus which I have available on TradersStudio.com for free. I will now use some of that data to do further analysis. Some of the other data streams do not go back to 2000, only 2003...

You must remember there community seems strong , but I don't think it's only the software . I think it has to do with the fact they had a on-line community before they even had the software. Yes we do offer a 30 day money back policy less shipping and handling as long as you do not...

That is really not a good comparison. First the relationship between stocks to each other is totally different than the relationship of commodities to each other, commodities are more closely correlated. This is a global world , so if we price things in dollars what we would pay for them has a...

You can use a source like Tick Data Inc and output 1,5,10 minute bars in CSV format and import them into TradersStudio. You can also use your own intra-day collected data if you can get it into CSV format. You can use 5 minute for trading, another time frame like 45 minute bars for...

Can you clarify exactly what you want to do ?. You can use as many intermarkets as you want and use intra-day backtesting to test your theories. We will have real time trading and auto execution later this year.

Our goal at TradersStudio is to become the standard trading system platform. One big difference between TradersStudio and TradingBlox is that TradersStudio has a complete charting component which includes custom indicators, color bars, mark bars, expert advisors,drawing tools and more. This is...

Intermarket market analysis can be though of as a type of instantaneous fundamental analysis. It not really meant to work on a tick by tick basis. It give you a general bias and direction. My intermarket work looks for times that these underlying relationships are moving opposite to the market...

The Dollar in negatively correlated to Crude. John Murphy talked about this relationship in his original intermarket book (1991) and so did I in Cybernetic Trading Strategies. The reason is that Crude is priced in dollars so falling dollar means it takes more dollars to buy the same amount of...

That why we wrote TradersStudio. You can do things TradeStation can't like portfolio testing, optimization and dynamic money management. You can also migrate all your existing EasyLanguage Strategies into TradersStudio and 95% of the time they are ready to run with just a few mouse click...

The book in that first link is the TradeStation Using EasyLanguage book I published. The versions I sell or my authorized resellers sell was written for 2000i and comes with update notes though version 8.0. This is the best book for learning EasyLanguage and comes with a disk for all the...

Here is a quick run of the dollar index and crude from 1984. The problem with the dollar index relationship is it can decouples sometimes for a year or more. I will post more analysis of this soon. In addition this shows the power of the relationships with the mutual funds and ETF's because...

I am going to begin to run the data sets which are other indexes and mutual funds. I will then show how well they predict crude. I will also take a closer look at the trades and issues relating to decoupling. I will also address that heating oil,unleaded gas are correlated with crude but are not...

If you want to see what markets predict crude , take a look at my thread http://elitetrader.com/vb/showthread.php?threadid=72664 I was planning on using stock indexes and mutual funds as intermarkets, but I could also discuss currency relationships.

I have included the optimization report for 5-40 steps 5 for both parameters as well as the code for the intermarket tool I used to do the analysis of multiple intermarket versus a single trading market in this Zip file. Another quick point is that you would think the Yen would rally...

I can't post the magazine article I wrote because Futures owns the copyright. I sell my book because I pay them a royalty. Check Futures magazine site, I think they have some of them up there. In terms of the Japanese rate hike. That would increase the value of the Yen, but that does not...

No problem, I am just trying to help. I hope you join our family of users soon. One thing I will tell you is buying the current version and then upgrading will be cheaper than waiting, by a least a few hundred dollars.

First of all , most of my clients are professional traders, who I am developing trading program for them to manage money with. It is a handful of clients , many of which have been clients since the mid 1990's. I sometimes do one on one training for traders starting out, but I do it...

Quote from kowboy: His post is gone, but it was a good question so I will leave my answer up.

When you get to the intra-day timeframe you get a lot more noise. On a daily timeframe these relationships are more meaningful. In addition yes intermarket relationship can decouples. I wrote a lot about this in my orginal intermarket thread...