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    Developing a Trading System Step by Step

    Xephen, I'm curious how long you have been trading in general, how long have you been completely automated trading, and what markets do you trade? Do you trade for a living?
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    Developing a Trading System Step by Step

    Like you, that's what I thought and it certainly works. But, upon closer inspection, high frequency trading where you get in and out in minutes through automated trading is the new frontier. Just look at that MIT professor who set up that Renaissance Technologies and manages a fund with yearly...
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    Developing a Trading System Step by Step

    I hope you feel better. I look forward to hearing about the stop and reversal exit technique, of which I had never heard previously. BUT, I was wondering aside from trending markets selection improving success, do you find that decreasing the trading INTERVAL to very short-time frames (say...
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    Developing a Trading System Step by Step

    I think the most difficult part of designing a trading system is the exit strategy. I was wondering if you could list a few nuggets of wisdom on volatility exits, true range exits, LeBeau exits, crossover exits, etc. and their respective strengths and weaknesses. Finally, what exits have...
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    Developing a Trading System Step by Step

    What about currency markets? Are results any better with those? And, do you trade those at all as you do not include them in your recommendation?
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    Intermarket Analysis

    Murray, Can you post the results for the above last two posts? Thanks. (We haven't heard from you in a week, so maybe you found something good that's worth keeping as a secret? :-) )
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    My Options Play

    I started following this thread when the author had as his goal to make 100K by January 1st. I stopped shortly thereafter when he didn't. 1) But, I wonder how he has faired recently and if he has posted a P/L tally of his performance since? That would be a great help and source of...
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    Developing a Trading System Step by Step

    On the one hand moving averages are safe, but on the other hand there significant trade-offs to doing so. They are by their very nature LAGGING. Your trades will be "late." If they are to be used, it is imperative that we understand how to minimize the lag in moving averages so as to best...
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    Intermarket Analysis

    Murray, Can you run that ratio of swiss/gold to find out if it is predictive of the S&P? From my limited understanding, its a good gauge of fear versus fundamentals in the S&P (or maybe even Dow) and predictive of it or vice-versa. Seems money runs to that cross when hell breaks loose in the...
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    Intermarket Analysis

    OK, decoupling, but one curious thing, looking at the Dollar/Crude data you posted, is that even though the dollar and crude were highly correllated in 2005r (and 2004?), the system took a dive? Now, that's curious b/c the two behaved in lockstep the last half of 2004 and throughout 2005.
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    Intermarket Analysis

    I looked at the silver/bond data. Compelling but some big drawdowns, consecutive even, especially of late? What happened?
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    Intermarket Analysis

    Murray, This thread is starting to show signs of life; I hope you haven't forgotten about us. I wrote the following a week ago in response to your comments on the influence of the Central Banks on GOLD. I thought it was good jumping point to another topic...although I'm not sure where I saw...
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    Intermarket Analysis

    I think illiquid's point on 01-05-06 04:55 PM should be addressed. He/she makes A COMPELLING POINT. What do you think about his/her point of intermarket analysis working until it no longer works? Specifically, have there been specific markets that do not get disconnected/delinked or however...
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    Intermarket Analysis

    Mr. Ruggiero: I enjoyed your analysis on the silver/bond relationship, and was convinced by it though, though I'd like to see some of your data. BUT, it makes sense, what you say with Central Bank intervention! Relatedly, by logical extension, then, I wonder what your thoughts on the...
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    Opening Range Breakout, for Futures and Equities

    Mr. Ruggiero: I have several questions for you. First, regarding Yousef Hashmi, the critical inquiry here is what time frame did he make his million dollar fortune using a the IBD momentum model---was it 5 years in the Internet Era or was it 6 years AFTER the INTERNET ERA? Second, can...
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    Intermarket Analysis

    Mr. Ruggiero, Did you go on vacation? I hope I didn't stump you with my precise questionning on the few intermarket relationships that I listed for your commentary. Afterwards, I found a few of your Futures articles from 1995-2000 on such relationships, but was still left with...
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    Opening Range Breakout, for Futures and Equities

    Mr. Ruggiero, You mentioned earlier in this thread in response to someone who asked about your experience with the best systems and best traders. Among other things you said, you interviewed a trader who made $1 million over a few years using Canslim and options. I was wondering what option...
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    Intermarket Analysis

    Thank you Mr. Ruggiero: Thank you for replying. I am very interested in negatively correllated markets! I think it can be a great complement to technical analysis. I know others like Larry Williams are starting to favor them as an important tool. To what extent do you find the...
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    Opening Range Breakout, for Futures and Equities

    Ok, I have read up on all these variants of the Opening Breakout System. And, I understand that this system has been negatively affected by the flat/dead market and maybe to some extent by its popularity. I understand Crabel stopped using them? But, for those of us recent converts...
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    Intermarket Analysis

    Dear Mr. Ruggiero, I appreciate this thread and have followed your incisive work on and off over the years in Futures Magazine. The only problem is that I have much of those magazines in print, and it's just too time-consuming and tedious to go back and try to type all of those systems...
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