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  1. Murray Ruggiero

    Trend Harmony , Updated Results

    Please don't attack my credibility when you have no clue what your talking about. Here is my bio page from Tuttle Wealth Management where I am Chief Systems Designer http://www.matthewtuttle.com/custom.php We have over 60 million under managment at Tuttle. My systems are trading ETF's and...
  2. Murray Ruggiero

    Any pure mechnical traders or system traders?

    Let's get serious, the orginal question is can a 100% system (software) approach work ?. The answer is yes. The second question is can a discretionary trader , who really uses a system which is not 100% objective do better than a system trader ?. First a 100% system (software) approach can...
  3. Murray Ruggiero

    Trend Harmony , Updated Results

    My partner and I are managing 60 million dollars using variations of the systems I am selling combined with money management developed in TradersStudio. If I sell 50 copies of a system most people will not trade it exactly the way it was designed. They will skip trades which they think...
  4. Murray Ruggiero

    Trend Harmony , Updated Results

    I released this the orginal system in Jan 2006 and orginally developed it in July 2005. Over the whole time I have not released a new version of simple harmony except the minor upgrade due to the electronic market entries. I built this new system almost a year ago and have watched it all this...
  5. Murray Ruggiero

    Opening range breakout in new electronic markets

    The ETF's like stock index futures have a defined day session, if we use day session timeframe data 9:30 to 16:00. In terms of the futures markets we need to come up with a new Key point , like the old open. One simple example would be just using the close. Another example would be using...
  6. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    I have been using intermarket analysis to develop trading systems for almost two decades, since John Murphy's first book came out in 1991. What I offered new with my research was instead of viewing these relationships on charts, I built mechanical systems using them. Almost of all of them are...
  7. Murray Ruggiero

    Understanding Portfiolo and trade management of single and multiple strategies

    What do you think this approach produces low returns? If that is what your thinking your totally wrong. Combining multiple systems does not decrease returns only drawdowns if you pick uncorrelated systems. I have developed many different portfiolo of systems and markets which have MAR ratio's...
  8. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    That is a fair criticism. I have been working on finish up things which I was way behind on and now I am beginning to catch up. Sorry that I have neglicted my threads. I know I have to prove that I am going to follow though this time.
  9. Murray Ruggiero

    Opening range breakout in new electronic markets

    The original opening range breakout thread was started in 2005. Here is a link to that thread. http://www.elitetrader.com/vb/showthread.php?s=&threadid=54765&perpage=6&highlight=crabel&pagenumber=1 In addition we have a basic opening range breakout video on...
  10. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    Orginal Post from 2005, which explains basic concept of intermarket divergence Intermarket analysis has many fans and many detractors. The fans believe in it because these relationships are logical and some of them have actually built trading systems using them. The detractors will point out...
  11. Murray Ruggiero

    Intermarket Analysis 2010 and beyond.

    I have had several intermarket threads over the years. Here is a new one to first review the background information which we have covered in earlier threads then this thread will move forward and address new topics in intermarket analysis.
  12. Murray Ruggiero

    Understanding Portfiolo and trade management of single and multiple strategies

    I have seen some interest in combining multiple trading strategies in this forum and questions about how or if that approach helps reduce risk and improve returns. In this thread we will discuss these issues and apply real examples of how to use this approach.
  13. Murray Ruggiero

    Murray Ruggiero's New Trading Systems

    I will be adding several new trading systems for sale on TradersStudio.com in the next week or so. I will be posting results of these system both on ET and also on the web site with the writeup for the systems.
  14. Murray Ruggiero

    Developing a Trading System Step by Step

    Pinnacle data has created a new type of backtested contract. This is the pit only data to a given date and then electronic 24 hr. When the volume of the electronic is greater than the pit, we switch from the pit to electronic . The contracts are back adjusted include the one which switches the...
  15. Murray Ruggiero

    Trend Harmony , Updated Results

    Yes, I have a new system based on the harmony technology which I will be selling. It will cost more than the package with simple harmony. I will also be setting it as a upgrade to existing harmony users for $549.00. The system will sell for $1399.00 for TraderStudio users, $1699.00 including...
  16. Murray Ruggiero

    Which software?

    I would take a look at TradersStudio. It will allow you to do what you needed to. TradersStudio can handle mixing both US and international futures in the same portfiolo with the currency conversion back to dollars. TradersStudio also has built in walk forward testing. The cost is...
  17. Murray Ruggiero

    Trend Harmony , Updated Results

    Here the Tradeplans, I needed to post in 2 pieces.
  18. Murray Ruggiero

    Trend Harmony , Updated Results

    First those percent changes are based on a margin multiplier, not a real account size on the session level so for example. That 85% drawdown might be based on a 10K in the ten year note for example. I have included many different portfolio session in this attachment. I also have two with a...
  19. Murray Ruggiero

    Trend Harmony , Updated Results

    Here the problem. If I post totally new portfiolo's then people blame me for changing portfiolo to fudge results. So I try within what can be done due to changes in market, liquidity ect, use the same portfiolo's also , there is not a 85% drawdown, how did you figure that. I will post some more...
  20. Murray Ruggiero

    anyone using multi-strategy and multi-instrument

    My software is end of day but can backtest intra-day down to one minute data.
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