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That is true , you need to look at the signal to noise ratio which you can get from MEM to see if the cycle is real. What is important is the system I am showing you was developed in 1996!. You can see if has made money for 10 years since release!.

Here are the optimized results for my adaptive channel breakout system. I originally published this method in Futures Magazine in January 1996. I used a MEM addin from Jurik Research in that article because that was before MESA was available for TradeStation and before I developed TradeCycles...

It will be available with the Release of 2.0.

In our system we will use the Hilbert Transform to estimate the cycle, you also could use a MEM program like MESA or TradeCycles which I developed for Tradestation or CycleStudio for TradersStudio. These have less lag than Hilbert but there is not code available in the public domain. A...

I am not sure yet, we might try it and see what happens. We also might apply other filters and use a fail safe method also.

This methodology is not moving averages. We are taking classic channel breakout , buy at the highest high of the past N days ,sell at the lowest low of the past N days. We calculate N=Current dominant cycle. This is our other core method, so we can compare and contrast during our analysis.

I as said I am going to discuss one more core method and then develop our system. Here it goes. We all know about classic channel breakout. That is the core of the Turtle system. This system has not done well over the past few years. The Turtle system uses a 20 day and 55 day...

Thanks, for the input.

Good idea, I will talk to Baron tomorrow.

I have decided how I am going to handle this , I am going to cover one more core method on this round so we can do a compare and contrast. Then we will build our system. We can address many other core methodologies later, but we need at least one more to make it work the way I have decided...

Feel free to ask questions. , If I can answer them without violiating any NDA's or agreements with clients I will answer them.

I started this thread a while ago. We discuss that I would walk you though the good and bad of a given idea. Our first attempt was to use a triple moving average crossover as a core to our system. Some of you question why I started with a triple moving average crossover. The reason I did was...

We do not have built in support for individual contract roll over, but I know that we can do it in script using our portfolio capabilities. I just have not had time to write the code. The currency problem for overseas futures goes away with TradersStudio 2.0 , just supply the conversion file...

What is short term, What average trade length ? I don't know any professional money manager who only trade very short term scalping, maybe before the dot-com crash but not today.

TradersStudio 2.0 will let you set slippage and commissions on a bar by bar and market by market basis. This means you could use a slippage of .20*Average(Range,10) for example. This way slippage adjusts for volatility

I really don't believe in very short timeframes for trades. I might use 5 minute bars on a chart but I really want to see trades last ideally at least 3 hours. It is my belief and some will disagree, that the stock indexes and bonds will give at maximum 1-3 trades intra-day and this will...

Yes you are correct. When you add a futures market to TradersStudio 2.0 and set it data universe, you can assign a conversion file for the currency. This is the Forex cross rate with the base account currency. We can handle both direct and indirect conversion, for example 1.25 dollars per euro...

Sorry, but I really have not felt well the past week, so I am struggling to get my work done and it has not left a lot of time for Elite Trader. I hope to be caught up by tomorrow or Friday, so I can spend some time and finish this course. I am sorry for the inconvenience.

I will cover exits in more detail later, a point I would like to make now is that how we judge the exit strategy is important. When we try to avoid equity curve give back, we exit trades too early and need a reentry methodology. When I build trading systems my first step is to build the...

I am going to answer the thread questions now. I am trying to catch up from being sick. I will get the course going again as soon as I can. The results are better on the currency markets and other good trend following market but it is a relative term, still even for the best markets trend...