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  1. Murray Ruggiero

    Intermarket Analysis

    This is a rich bed of research. Let me take these one at a time over the next few days. I will include system results for systems based on these intermarket relationship. That the best way to show how predictive these relationships are. I will start with Thirty Year bond and...
  2. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I put up opening range breakout results for natural gas a few days ago. Are there any other markets you would like to see.
  3. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I put up opening range breakout results for natural gas a few days ago. Are there any other markets you would like to see.
  4. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    Thanks for your nice comments. We are planning an advance opening range breakout video for the Summer or Fall of 2006.
  5. Murray Ruggiero

    Intermarket Analysis

    {Classic intermarket divergence system Can go long, short or both and handles both positive and negative intermarket relationships file intermarkettool.ts} Inputs: MkLen(10),InterLen(10),Relate(0),LSB(0); Vars: MarkInd(0),InterInd(0); MarkInd=Close-Average(Close,MkLen); InterInd=Close of...
  6. Murray Ruggiero

    Intermarket Analysis

    Not really , but Christmas and New Years are very busy in my family and I have not had as much time for posts. Thank you for reminding me. If I don't answer a question in a day or so, just remind me either by PM or with a quick post, sometimes I get busy and forget. In addition we have been...
  7. Murray Ruggiero

    Tradestation 2000i Books/User Guides

    You should take a look at the Using Easy Language book I published. It was written by William Brower and Art Putt. It is the best selling TradeStation book of all time. I have a few resellers on E-Bay who offer the books at a good price. This book is a good step by step guide.
  8. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    Even though the Crabel entry did not do well in the stock indexes this year it did well in Natural gas. See attached results. I used $100.00 slippage and commissions for this analysis. You can see it made over 18K this year on a 1 lot. If you want to know the Crabel entry. It is in part...
  9. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    He was buying options with less than 30 days to expiration using a percentage of his account. This means that he buys more contracts when option prices are low (volatility is low) and less contracts when the market volatility is higher. He developed many patterns based on the shell of...
  10. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I have two authorized resellers on E-Bay. Their EBay names are ChaCheGirl and AngelaVig. They are selling many of my products for TradeStation on E-Bay. If you interested in my next open, you need to purchase my Inside Advantage Newsletter with Disk. The disk contains the next open as well as...
  11. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    In TradeStation I developed a nextopen dll many years ago so I can code these types of systems because Tradestation's "O of tomorrow" statement has a lot of limitations. In fact I originally developed this dll when I was working for Larry Williams during the mid 1990's for TradeStation 3.5. I...
  12. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    Here is an example of a simple ORB system in TradersStudio '******************************** ' ClassicIndexSys Mult is % of range off of the open and SType is either range or truerange ' 0 is range and 1 is truerange ' The system also exits all trades after five days '...
  13. Murray Ruggiero

    Intermarket Analysis

    Was the code what you were looking for. You can use this logic with negatively correlated markets Crude oil - Dollar Interest rate futures and many markets, CRB,Silver, ect Positively correlated markets Nasdaq , SOX Interest rates , Utility...
  14. Murray Ruggiero

    Intermarket Analysis

    Here is some code for two intermarket systems
  15. Murray Ruggiero

    Trend Harmony and Tradersstudio

    I disagree with you , the stock index markets have been tough, but commodities have trended well , energies and copper have had huge trends which my system has done very well with. My system is not indicator based, it is pattern based and takes what the market gives it. It can dynamically...
  16. Murray Ruggiero

    Trend Harmony and Tradersstudio

    You acting like I am the only person in the world selling systems. There are many systems on the market for $2000.00 to $3000.00 a copy, so $999.00 is reasonable. In addition this special offer had four other bonus systems in the package. Original Turtle System Adaptive Turtle...
  17. Murray Ruggiero

    Trend Harmony and Tradersstudio

    The flyer was for my new system. The system and TradersStudio is $1499.00 and for existing TradersStudio owners it is only $999.00. I don't think $999.00 is overpriced for a trading system. The system is also fully disclosed for this price.
  18. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    If we are talking about changing volatility in stock returns. Here is another interesting paper. http://ideas.repec.org/p/uba/hadfwe/trend-garch-bauer_2005-02.html
  19. Murray Ruggiero

    Technical Seasonal Analysis

    I have done work using walk forward seasonality for almost a decade. I have written several articles in Futures on this topic over the years as well as a chapter in my Book Cybernetic Trading Strategies on this. I develop during the mid 1990's an indicator called the Ruggiero/Barna...
  20. Murray Ruggiero

    Money Management

    I have a free tutorial on my site on optimal f. Here is the link http://tradersstudio.com/Default.aspx?tabid=36
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