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http://elitetrader.com/vb/showthread.php?s=&threadid=54862&highlight=Elliott+wave

My Article are often meant to discuss a given method, teach a concept ect, I am not developing commerical systems. One example is that in many articles I have done on Intermarket Analysis I might just show the results using the Ten year note , but the system was tested on , Muni bonds,Ten years...

I understand your point. The first two parts of the video are free. I only require a registration for part 2. I need to give you some reason to register. I will discuss Opening range breakout in more detail and send up more info. I did upload the spreadsheets the other day. In addition...

I hope some of you have enjoyed both parts of the video. It is also available for purchase for 19.95, there is an additional 60 minutes we have not included on the site. In addition since I require registration to watch part 2, I will answer some question but not discuss the video in detail. If...

After years of developing trading systems, I have come to the conclusion that except for cases in which we have fundamental based strategies, which might only work, on a given market because of strong fundamental reasons, Systems need to be developed on a basket of markets to be reliable...

I have decided to share with you spreadsheet which I shared with my Future Magazine article readers. These show results of opening range breakout patterns. These reports were produced as custom reports in TradersStudio. You can see TradersStudio custom report features are very powerful...

I am uploading a copy of the spreadsheets results I share with Future magazine readers. These spreadsheets were producted in TradersStudio using a custom report feature. TradersStudio is very powerful. The four screen shots on the front page show tutorials showing the basics of...

How are you handling back adjusted contracts if you are looking at percent change level. Also how do you classify divergence. Are you looking for true divergences only or do you look at angle divergence. What I mean by angle divergence is the momentum indicator will make a marginal new high or...

I start my count as +3 , -3 when I get the momentum breakout. Do you actually count waves 1,2 or do you look for the last divergence before three and fill in wave 2 and 1 ? Also do you use a zig -zag indicator and measure the length of the legs.

The article is own by Futures Magazine. I also discussed it in my book Cybernetic Trading Strategies as well as my article collection book, which contains over 100 articles I have written called Technology in Trading, which I have a royalty arrangement with Future on . The basic concept...

It not really that simple, because all trading methods go though flat or drawdown period. There are a lot of systems who have there core logic are in the public domain, but the variations are proprietary and in fact manage billions of dollars. Many CTA trade variation of trend following methods...

You are correct in a perfect world you would like to use intra-day data. I have built many systems, which enter off of the open and entered biased to direction, for example a day was a buy day or a sell day. My real time results and the results from End of day bars were close enough as long as I...

I wrote an article April 1996 in which I showed how to mechanize counting the 3-4-5-wave sequence and then show how it worked in a backtest. I do believe there is something to Elliott wave analysis. The problem is that it is subjective and many of the mechanical counting tools, change the...

We tested ORB on daily data in this video by first only testing the long and short side separately. In additon we did what Crabel calls bias test, for example we only go long if Close<Open and short if Close>Open on the previous day.

Let me tell you why TradersStudio is selling this video for $19.95, with a list price of $34.95. TradersStudio decided to discount the video because it is a loss leader for them, kind of like a grocery store selling Milk at a loss just to get people into the store. TradersStudio paid for the...

Well, The only difference is that after the trade is finish we want the entry and exit price to represent the real price, which is why we went to 26.00 on the second trade. When you apply money management to a portfiolo it makes a difference, you can't see it in a 2-1 split but in a 3-1 or 4-1...

Because , if I am trading a basket using a given size account, I need to enter and exit at real prices, not split adjusted otherwise how can I know how many shares I can afford.

Well, If you had 100,000 to trade a basket of lets say 10 stocks you can only put 10,000 in each one. If microsoft is .11 that a problem. You can do the portfiolo level testing with split adjusted data.

I will try to help. I have some other posts over the past few days in some other threads, which you might enjoy.

I agree that gap effects have become less effective because of 24 hour trading. If you use day session only and base it on the pit SP500, I think we still have some effect because the open is still a event. In many ways it like the changes in opening range breakout in the bonds in the late...