Search results

How can the correlations be this low with the same rules and parameters? I understand the correlations could be on a daily or monthly basis due to randomnes, but the correlations are still relatively low even on a yearly basis. Does this effect exist for other systems and markets? Regards,

Have used the CCI for years. It is effective and helpful when used with other indicators or averaged. Not a cure-all, but a good tool for the box! Good luck

One of the biggest problems with backtesting is that simulation orders can get filled at prices that do not exist in the time and sales listing but fall within the daily range even though they are not valid tick values. Many of the backtesting programs show them as fills because the value...

I understand that AmiBroker runs so quickly because the indicator is calculated on a one time pass through the entire data set. Is it possible in AmiBroker to calculate an adaptive indicator, such as an adaptive RSI, using a dominant cycle calculation or volatility variable where the parameter...

Amibroker, thank you for a prompt and insightful response! Regards

I looked at your link and think I understood it correctly. The optimization parameters need to be set at the code level. Once that is done, you can optimize with a mouse click. If you want to change the parameter range or the step, the code needs to be changed. I know it is not a big...

ohnotrader -- there are many ways to trade and many ways to get into trading. If you are short of capital, your avenues into the business may be limited to a degree but they do exist. There are methods of trading that allow you lots of freedom and other ways that require a great deal of...

Do you have any specials for a bundle of the Opening Range Breakout video and the Technology in Trading book??

Murray, I have a question regarding your intermarket work when coded into TradeStation 4.0. I noticed when I wrote the intermarket divergence system using negatively correlated markets described in Cybernetic Trading, I got different results when I wrote Average(Close,10) of data 2...

Is it about time for a vacation yet??:D

After spending some time on your website, I know that TradersStudio is currently end-of-day. That is OK for end-of-day traders, but what about the traders who are interested in real-time analysis? Is there a real-time version of TradersStudio in the works? And what is your upgrade policy when...

A few days ago, I asked about portfolio optimization in AmiBroker because it is less expensive than TradersStudio. So far, no one has responded to my question. I decided to take the time and download the demo myself, play with it and read the docs to see what I could find out for myself...

In comparing trading platforms, I have found that TradersStudio is $499 and AmiBroker is $229. On their website, AmiBroker claims to do much the same thing as TradersStudio. Why is it so much less? The earlier thread by MR mentioned that some platforms require system alteration to perform...

I own Cybernetic Trading and was wondering how much overlap there is in the series of articles. Regards

I have used MRCI for several years as a platform. The problem is that there is so much 'stuff' to sift through. If you look at the trades, there will be one trade from nov 1 to march 1. Within that longer timeframe trade, you will find many shorter duration trades that are the same. (a prime...

This appears to be a good place to ask this question! I am looking to upgrade my trading analysis software and am trying to be thorough in my 'due diligence' before I commit to buying a software package. Currently, I use TS 4.0 because it is and has been stable, but there are many things...

I just happened in on this thread by luck. I have worked with TradeStation 4.0 and have had good success in writing the code to apply the indicators. But getting to the point of successfully backtesting a system in spreads... that is another story. I will follow this thread with lots of...

Well said, Joe. I have followed your work for several years now. Trading can become all consuming, if you let it just like anything else that has some compulsion to it! It should be handled like a business and left at the office even if the office is down the hall. Regards

I am interested in stock systems that can be handled by a broker. (The reason for my questions about the ORB and its different forms) I am mostly interested in trading spreads and using TradersStudio for analysis in that capacity. Can you give me some additional information as to what needs...

You never said whether you are trading a plan or just trading to generate commish for some broker. Remember that each trade is an independent event and try to follow some set of rules for your trades. (Flip a coin, etc) If you stop after 3 losers, you may miss on the series of big profits...