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In tomorrow installment we will discuss how to pick the best set of parameters from the optimization runs. Next we will analyze these results. This simple 3 MA crossover is not the system, it is a piece of it. We will be adding a few more layers on top of this over the next few days. My goal...

Let's now discuss developing our Trend following system. We need to develop the trend detection component. The first one I will discuss is the triple moving average crossover. The triple moving average crossover works different than the dual moving average crossover. The dual moving average...

Here are the markets we will be using in this case study Corn , Euro Currency, Live Hogs, Australian Dollar Copper , Municipal Bonds Cocoa , Heating oil Natural Gas, Canadian dollar Unleaded Gas, Palladium Crude oil , Orange Juice Soybeans , Cotton Japanese Yen, Sugar Dollar...

Let's start our series on developing a trading system. We will test the premise that many trends are noisy and we get a market breakout, pullback and then a real move. We will develop a trend following system which trades on a pullback in a trend after a trigger to indicate the trend has...

I have moved the Trading System tutorial to a new thread. The link to it is here. http://elitetrader.com/vb/showthread.php?threadid=62291

This thread was broken off of my opening range breakout thread. I started a tutorial on developing a trading system there and it was recommended to me that I start a new thread. The original thread's link was...

Trend Harmony is not designed for stocks. We have a good stock trading system for the nasdaq which is bundled with TradersStudio for free. The cost of TradersStudio is $499.00. Another question which was asked is how is Trend Harmony doing this year. I know it is only two weeks but we are...

I hope you looked at the data I posted on silver/bonds. I have not looked at Swiss Franc and gold, in many years. I will take a look at it and post soon. Sorry about the lapse, I posted partial answers and then got side tracked. If it happens again , private PM me or make a post to remind me.

The whole topic of picking the best set of parameters from a optimization is a bit of an art. You almost never want to pick the best performing set of parameters. You want to pick a set of parameters which does well, and has similar sets of parameters with similar performance. Curve fitting is...

In tomorrow installment we will discuss how to pick the best set of parameters from the optimization runs. Next we will analyze these results. This simple 3 MA crossover is not the system, it is a piece of it. We will be adding a few more layers on top of this over the next few days. My goal...

Let's now discuss developing our Trend following system. We need to develop the trend detection component. The first one I will discuss is the triple moving average crossover. The triple moving average crossover works different than the dual moving average crossover. The dual moving average...

Here are the markets we will be using in this case study Corn , Euro Currency, Live Hogs, Australian Dollar Copper , Municipal Bonds Cocoa ...

Let's start our series on developing a trading system. We will test the premise that many trends are noisy and we get a market breakout, pullback and then a real move. We will develop a trend following system which trades on a pullback in a trend after a trigger to indicate the trend has...

I decided that this is a good example of how to build a system. I will go though this step by step and make multiple posts of each step so that people can see the process. If you have any questions along the way let me know.

I have been using it for over 12 years, Many of the systems I have developed still work using the same parameters from 5 to 10 years ago. The intermarket divergence model of price-average price works well. Let's try to work though an example together. What have you been trying to do ?

I originally discussed the silver relationship on this thread. I have a download of results available. See original link. http://www.elitetrader.com/vb/showthread.php?s=&threadid=55456&perpage=6&pagenumber=2

I have had meeting the past few days . I will post something by the end of the week to give you an example of a longer term system with a opening range breakout entry.

I wanted to take the time to comment on the relationship between gold and bonds. I know many people like that relationship. It is a good one, but I think silver and bonds is a much more reliable relationship. I have tested both and have used the relationship between silver and bonds since 1997...

I showed how the Dollar was used as a predictive market for crude on page 4 of this thread. Here is the link for that. http://elitetrader.com/vb/showthread.php?s=&threadid=55456&perpage=6&pagenumber=4

I used the system I posted on 12/30/05 with the parameters 0,3. I did not deduct slippage and commission because I wanted to judge the bias of these markets. I found that soybeans and sugar average about $75.00 a trade since 1980. Coffee and Cotton were better, $213.87 a trade and Cotton...