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  1. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    Building Winning Algorithmic Trading Systems, + Website: A Trader's Journey From Data Mining to Monte Carlo Simulation to Live Trading by Kevin Davey Kevin's book is very good I gave it a editorial review on Amazon , "Kevin Davey has a unique understanding of systems and the markets I have...
  2. Murray Ruggiero

    Switching between systems using equity curve feedback

    You can download the free demo for TradersStudio and test the equity curve feedback stuff out yourself. Click here to download the demo
  3. Murray Ruggiero

    TradeStation EasyLanguage users now have a new place to go, Relaunch of UsingEasyLanguage.com

    We have a special offer on Intermarket Divergence Pro, $70.00 off, click here to see it.
  4. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    Simple Use TradersStudio, all my tools do things walk forward. My CycleStudio which I just released and Neural Studio which will be out soon show examples which work in the walk forward way.
  5. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    Here is my Linkedin Profile volpunter please send us a link to yours. If you combine all "out of sample windows" and analyze them as a composite, if the results are robust then you have a system you can trade. In addition when using walk forward analysis, yes you continue to repeat the...
  6. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    Here a link to my WF tutorial
  7. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    See all WF tests are out of sample tests , but not all out of sample tests are WF. For example you could train on 80% of the data and then test on out of sample 20%. and only accept the system if out of sample results are good. That is classic out of sample testing and not what I do. Walk...
  8. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    Walk forward testing and my WF analyzer , compiles a report for only out of sample results. We select the best parameters on a training set and then trade for N bars, After N bars we drop off the oldest N bars from the training set and add the newer data, then walk it forward. We compile the...
  9. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    He has a point, you are not disclosing who you are , we don't know if that is really your thesis because you whited out the name , date ect. See it's easy to attack me because my login is my name. It's always been my name. You can look up my articles, see my linkedin ect. If you are going to use...
  10. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    First of all TradersStudio backtests down to 1 minute bars. I really don't believe that most traders should be using Tick data, too much noise, too short of a timeframe for most people to trade. TradersStudio does handle correct currency conversion for futures back to USD, so yes some traders...
  11. Murray Ruggiero

    Switching between systems using equity curve feedback

    You can see how easy it is to implement this in TradersStudio.
  12. Murray Ruggiero

    Is backtesting necessary before Walk Forward Analysis?

    I would say it's good to do both. If you optimize first you get a idea for the range of parameters that work well and where to start for your walk forward analysis. In addition you also can get your best case results and have a standard to judge just how good the system performed out of sample...
  13. Murray Ruggiero

    Switching between systems using equity curve feedback

    Here is my cornerstone page on Equity Curve Feedback
  14. Murray Ruggiero

    TradersStudio Site Relaunched , TradersStudio Turbo now released

    CycleStudio has been released , Click here to take a look at it.
  15. Murray Ruggiero

    TradeStation EasyLanguage users now have a new place to go, Relaunch of UsingEasyLanguage.com

    Using EasyLanguage 9.X is selling well it's back below 100K on Amazon at #90,377 in Books
  16. Murray Ruggiero

    TradersStudio Site Relaunched , TradersStudio Turbo now released

    Sorry for the delays, CycleStudio should be ready for release soon.
  17. Murray Ruggiero

    Trading ETF's DIA and DOG

    Here is my cornerstone page on ETF, it links all of my ETF pages together. Click here
  18. Murray Ruggiero

    Trading ETF's DIA and DOG

    Here is my article on trading ETF's DIA and DOG using intermarket analysis.
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