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If you are interested in interest rate futures you need to look at intermarket analysis. I had a good thread on that a while back I can link you to. I even disclosed a bond system which has worked well for the past 8 years in this thread. Link to start of thread...

If you are an end of day trader using TradeStation and feel you can't switch because you need to be able to use your existing EasyLanguage code you should take a look at TradersStudio. The product does things TradeStation does not like portfolio based testing and optimization as well as...

Does anyone have any ideas on where to get a historical list of the release dates for earnings going back at least 5 if not 10 years. I have some ideas for research I would like to do if I can find this data.

If you are looking at the discussion here on opening range breakout. I have given you the link to some new posts in the original thread on ORB. http://elitetrader.com/vb/showthread.php?s=&postid=1111695#post1111695

Well , It depends on what markets you are trading. If you are trading the ten year note or thirty year bond, open to close volatility patterns repeat based on where you are in the report day schedule, for example the daily range is 2X the average on the day monthly unemployment is released. You...

Interesting Poll, Here is my question for non system traders , why don't you believe in systems ?. This might even be a good topic for a new poll.

Fine you can do that on a backtested basis with TradersStudio on your portfolio and apply filtering using the trade plans. I was trying to give you another idea to try. Here is my concern, markets which break out of the range early, would score high in your system but, if the breakout don't...

Just to clarify the the point we do perform intra-day backtesting down to 1 minute bars and can do the analysis at the portfolio level on intra-day data. You can also do multiple timeframe analysis.

Yesterday we have a discussion on ORB on my system development thread. I have included a link to those posts, we had several pages of content, with a lot of it on ORB. This is the link to the first page which reference ORB from yesterday...

You want to build a index which ranks the possibility that tomorrow is a large range day. If you watch my video on TradersStudio.com, I discuss why this is what you want to do to filter your opening range breakout system...

How do you deal with the fact these markets open at all different times ?. This means your index can only look at data up though yesterdays close, you can't look at today's open if we deal with worldwide markets.

Thank you for your kind words, we try our best to be customer oriented. We do plan a user group for later this year, it is currently in the planning stage.

You could do that on a backtesting basis because TraderStudio is currently a off line product, so using intra-day data is limited to historical. We will have a real time product later this year. You would do this by running the system on the basket and then use a trade plan to select which...

Let me see if I understand what you want to do. You want to rank opening range breakout signals and only take the top signals based on some ranking system which is predictive you develop. You then want to have the system for example be traded on 500 stocks and then only trade the top 2% of the...

There is no monthly cost , you purchase it and it is your software to use. The main improvement to TradeStation is that you have both portfolio based backtesting and optimization. In addition you can develop money management strategies using a single system or across multiple systems. If you...

I am going to restart this course soon. I am going to move all the important stuff over to a new thread and put the link here. Please review what we have discussed so far and put together some questions for when I am ready to start again. Just post them here when you think of them and I will...

I plan to start posting content on ET in the next week or so. I am finish up some things with TradersStudio and some of the addins I am releasing and then will be ready to start putting up posts. Even before I am ready to start again , I will be happy to answer questions. If you have any...

It was in Nov 1992, I also was on CNBC in 1994 discussing neural networks and intermarket analysis. I was on CNBC a few more times over the next few years with John Murphy.

Yes I do actually trade, but I have not traded a neural network based model in several years. In addition I have several institutional clients which trade systems I have developed. During the past few years I have not done much work with neural networks because I was working on TradersStudio...

I could not agree with you more. Neural network are just fancy non linear regression or pattern matching software. The key is that they can create models which are independent of assumption about data distributions. I guess "nitro" is showing his ignorance on the subject. If he thinks that...