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  1. Murray Ruggiero

    are you a predictor?

    I understand your point that any system is actually predicting the market,in a strict sense you are correct. When system traders talk about prediction they mean you do not wait for the market to move in the direction of the position. They would not consider a breakout system prediction. A...
  2. Murray Ruggiero

    System Feedback

    The issues about shelf life and drawdown, is a very deep issue. Many sporadic drawdowns solve the problem of too many people trading it but sporadic drawdowns could indicate that the system is not stable. Drawdown number like when a system exceeds 150% of historical drawdowns or...
  3. Murray Ruggiero

    System Feedback

    Answering your question completely could talk many articles or even a book. I don't think your realize how rich your question really was. 1) Does too many people trading a system or knowing how it works hurt performance. This is not a yes or no answer. One thing it will effect is...
  4. Murray Ruggiero

    System Feedback

    The concept that recent past performance of a system is predictive of future performance of a system should be a hot topic. First the recent trade filter concept was used back from the Turtle days. In addition the concept of turning a system on or off based on some type of analysis of the...
  5. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    TradersStudio has announced that it is raising the price of my opening range breakout video October 15th to 24.95. You can still view the first two parts of the video ,20 minutes of the 120 of video for free on TradersStudio.com. Everyone can watch the first part about 8-10 minutes...
  6. Murray Ruggiero

    System Feedback

    In this thread let's discuss the concept of trading a filtered version of a system which is filtered using the raw performance of the system. The turtles did some of this type of work in their system with there past trade filters. I orginally wrote about equity curve feedback in...
  7. Murray Ruggiero

    Trading with only EOD data?

    Yes it is possible to Trade EOD and make money. If you want to trade yourself then you need system which haves its' orders know the night before. 1) System which enter or exit on the next open 2) System which enter or exit on a stop based on todays close information for example...
  8. Murray Ruggiero

    Intermarket Analysis

    We need to be able to export the ASC data so we can use it in TradersStudio,TradeStation ect. Any set of industry group would be worth looking at as long as we can export this data. We need Metals, Energies,Food,Chemicals
  9. Murray Ruggiero

    Intermarket Analysis

    I am going to do some work in this thread using some of the SP500 industry groups. I would like people to be able to follow along. I use both CSI and Pinnacle for my futures data. The problem is this SP500 industry group data is hard to find. Can the members help me find a free source...
  10. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    That is not the point , the point is this method has worked for 25 years , so not working for a year or does not mean it does not work. Every method goes though period of drawdown. Remember 95% of traders lose money so the market needs to make popular trading methods not work for periods of time...
  11. Murray Ruggiero

    Intermarket Analysis

    The price of Crude oil is a hot topic right now. Another issue is the budget deficit and the dollar. I am going to show you how both of these interact. Let's use the Intermarket system that we have used for bonds, my classic negatively correlated systems. We will take a look at trading...
  12. Murray Ruggiero

    Intermarket Analysis

    I have showed an example of using Silver to trade bonds a few replies ago. I am now going to share with you the fact that many stock indexes, ETF's and even some mutual funds are useful in predicting the prices of the underlying related futures. Stock prices lead commodity prices in many...
  13. Murray Ruggiero

    Intermarket Analysis

    Let's first spend a little time discussing inflation and interest rates. You might ask why the negatively correlated market system works. You can think of it as a form of arbitrage. My model for interest rates is as follows: T=A+B+(C*A) where A is current inflation B is...
  14. Murray Ruggiero

    Developing Trading Systems on a basket

    I am trying to help. Yes I have a product I have developed. We have worked on TradersStudio for four years, we have worked very hard. Thank you for your words, it helps to know that not everyone is out to attack.
  15. Murray Ruggiero

    Developing Trading Systems on a basket

    Well you might think that and even if it is true Trading Recipes is $25,000 for the windows version . TradersStudio is $499.00. Your comment is like saying everyone who buys a $200,000 house is stupid because a $5,000,000 house is much nicer. Our goal at TradersStudio is to be the best software...
  16. Murray Ruggiero

    Developing Trading Systems on a basket

    The volatility issues have made it hard for me and may other Stock index traders. I don't mind the comment , even negative ones which are well thought out and based in facts. I will answer any questions people have.
  17. Murray Ruggiero

    Developing Trading Systems on a basket

    Here what you could do , Test on the complete basket. Then use the global macro language to filter the trades from the basket and produce reports of just the filtered trades. An example of the power of the global macro language is that. We used this global macro concept to create a walk...
  18. Murray Ruggiero

    Intermarket Analysis

    Gold has had other issues. The reason is that for the period from the mid 1990's until 2002 the central banks , sold there stock piles to support the dollar and give the picture that inflation was nonexistent. Silver is a industrial metal and has not been manipulated like gold. I wrote about...
  19. Murray Ruggiero

    Intermarket Analysis

    Not sure , I have only used industrial groups and a intermarket for indivdual stocks in that group.
  20. Murray Ruggiero

    Intermarket Analysis

    Intermarket analysis gets a bad rap because if you pick the correct predictive markets it works well most of the time except for these times it decouples. Even with these problems the winning percentages are very high. Let me give you an example I used in my April 1998 article. I want to...
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