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  1. Murray Ruggiero

    Translating code from Traderstudio What are GValues?

    GvalueXX variables only work at the run session level. MarketVar's can be accessed from Session level as well the market,session,tradeplan level in a tradeplan or macro.
  2. Murray Ruggiero

    best backtesting

    Send me the link in a PM. I am out of town this week and will get back to you when I get back
  3. Murray Ruggiero

    TradersStudio Professional Released

    http://tradersstudio.com/Forums/tabid/154/aft/2582/Default.aspx Here the link from our forums
  4. Murray Ruggiero

    best backtesting

    Tell me a bit more, what timeframe daily , intra-day. Also who supplies the data.
  5. Murray Ruggiero

    Software for 'this' millenium...lol

    TradersStudio works from XP to Version 7, all versions of windows.
  6. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    I am out of town this week. I should post more systems by the middle of the month.
  7. Murray Ruggiero

    Understanding Portfiolo and trade management of single and multiple strategies

    Here is a tradeplan which shows how to have a system rebalance. The system does not required to be designed special for use of this tradeplan. ' TradersStudio(r) (c) 2006-2007 all rights reserved Sub DynMarginPlanSimpleWithRebalance(Percent,Ceiling,RangeLB,DMarginMult,SDate) Dim M As...
  8. Murray Ruggiero

    Trend Harmony 2010 Results

    I will post soon
  9. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    Yes. The Dow index is negatively correlated to the dollar. In fact I created a ETF system which trades the DIA and DOG ETF's. You can access the systems rules for free by registering on TradersStudio.com and being logged in and using the following link. Registering on TradersStudio.com is free...
  10. Murray Ruggiero

    Translating code from Traderstudio What are GValues?

    GValue and MarketVar are very related there is one major difference MarketVar can communicate between sessions and tradeplans and even be accessed from macro's. GValue variables can only be accessed from Session level.
  11. Murray Ruggiero

    Using System Feedback to filter Trades (Turtle Systems)

    I am sure they are also not limiting the sizing to realistic sizing like less than 5% of total volume for the active contract. When account size gets that high, crazy things can happen which are not realistic.
  12. Murray Ruggiero

    Switching between systems using equity curve feedback

    Let’s look at the following example. We have two different systems. The first one is a simple channel breakout. You can see the VirtualBuy and VirtualSell. These use the virtual backtester and will be used to turn the system on and off. The filtering is done at the tradeplan level. When...
  13. Murray Ruggiero

    Using System Feedback to filter Trades (Turtle Systems)

    Here is a very simple example in tradersstudio showing how to only take a trade if the previous trade was a losing trade. We of course can also filter using the equity curve. I will post that example soon. '******************************** ' Channel Breakout Filtered by Equity of Channel...
  14. Murray Ruggiero

    How reliable is the backtesting result?

    That how I designed TradersStudio because this is the way I develop systems. http://tradersstudio.com/Overview.aspx?PageContentID=20 Here is the link to the overview page of TradersStudio
  15. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    Please explain what you mean ?. DOW, is DOW index, not day Of week. I know of I have used DOW as day of week in other threads. Sorry for the confusion.
  16. Murray Ruggiero

    Trend Harmony 2010 Results

    BUY SwingLE CT_REV.CSV 9/1/2010 BUY SwingLE ZC_REV.CSV 9/1/2010 BUY SwingLE CN_REV.CSV 9/16/2010 BUY SwingLE FN_REV.CSV 10/25/2010 BUY SwingLE ZU_REV.CSV 12/13/2010 SELL MSwingSE ZN_REV.CSV 3/8/2011 Here are our current open trades and entry dates for my Trend Harmony 2010 system as...
  17. Murray Ruggiero

    How reliable is the backtesting result?

    What happens if you optimize across the 3 pairs, or even add other spreads and find the best set of parameters on the basket ?.
  18. Murray Ruggiero

    Free New Trading Systems Fully Disclosed.

    You this concept to trade DIA and DOG ETF's. You would need to split this into two different systems. Long /Exitlong , Short and ExitShort. Then short would become long/exitlong but just trade DOG.
  19. Murray Ruggiero

    Trend Harmony 2010 Results

    Here are updated results though 4/19/2011
  20. Murray Ruggiero

    Free New Trading Systems Fully Disclosed.

    I just fixed the post on my site. Here is the link again. http://tradersstudio.com/Forums/tabid/154/aft/2583/Default.aspx
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