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I always start with using mirror logic on the long and short side , but I will tell you long and short is not the same. Short side price action is normally faster so as long as you have enough trades and a robust optimization surface using different parameters for the long and short side is...

Any questions or comments ?

25.00 commission 75 commission.

Sorry it's been a long time, here are portfiolo's update for electronic markets. Results are based on Pinnacle data.

These are exactly the things I do in the trading systems I actually trade. I add equity curve filters in some of the systems and also combined into a tradeplan in TradersStudio multiple systems based on different methodologies. Also except for intermarket based system or systems which use...

Explain what you mean, that any strategy has an edge at all or that multiple strategies become more correlated when viewed over a longer timeframe ?

This is most likely true because most vendors only write trend following systems. This multi-system strategy only works when the systems are not correlated. For example, a trend follower and a counter trend intermarket systems to trade a few assets. You should look at tradersstudio because...

Yes, you can get a smoother equity curve using multiple trading system combined together trading different markets. The the strong point of TradersStudio. We manage about 60 million and do it using 10 different systems combined into various tradeplans , we combine both trend following and...

In an idea world you should not risk more than 5% on any given trade and really 1% to 2%. Here is the problem, most people are trading accounts way too small. If your trading a 20K account and want to trade even one e-mini how can you use a reasonable percent risk. If you filter out that many...

TradersStudio can test down to 1 min bars and you can important CSV files. It also supports multiple timeframes analysis.

See I am not saying the systems not profitable with one roll and work great with another. What I am saying the results can be different and possiblity by a lot. If one roll makes 180K with 20K drawdown and the other makes 150K, 15K drawdown. both are systems you might want to trade, but the...

I disagree with you and I have been in this business a long time and have had many systems activity traded. Try the experiment I said with bonds and you will see. The key is to understand how you should roll. I use fixed dates and have had good luck and none of the problems volume / open...

Yes, because when you blend contracts there are really two gaps. The first in price due to carry. We all know that one. The second is in range, so when you roll will effect trades. In real trading using system assist, this becomes an issue. I had two different broker use different rolls and a...

One issue is how you roll over. How you decided when. Many software vendors use volume or volume and open interest. This can create issues, both rolls forward and back again , which can occur or sometimes this volume change happens after first day of notice. This can happen in markets like...

Here is a link to some of my Futures Magazine articles. http://www.allbusiness.com/3470945-1.html?query=Murray+Ruggiero You can take a look at them for yourself. They don't contain the figures but , it's free. There are a lot of pages of them because I have written more than 170...

Kelly is not valid for trading systems because average win value does not normally equal average loss value. This was why optimal f was developed by Ralph Vince. In addition these calculations are made to work on one market at a time. The standard calculations are not valid for portfiolo...

It's not a real time platform. It's a offline one. But yes , you can do multiple timeframe analysis.

It depends if we are talking about cash game poker or tournaments. Tournaments are a game of controling risk not to get crippled, sometime you fold hands with postive EV because of the point your at in the tournament. Cash game you want to just make as much of positive EV as you can since you...

If your interested in system development ,backtesting and walkforward analysis you should take a look at TradersStudio. There a lot of info on TradersStudio , including some reviews posted here. You can also see for yourself at TradersStudio.com

Yes they have. The electronic markets have changed things. In some markets like the stock indexes. We can still get signals off of the pit and trade the electronic versions. In other market there is no longer a pit or a viable pit so we need to change our entries since we can't use the...