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  1. Murray Ruggiero

    Technology and Trading

    Game theory is an area of market analysis, which as been little studied, which was one reason that I addressed it in an article. You ask why are people looking for a statistical edge not an strategical one? Well the answer is that "Game Theory" requires understanding the model. Your...
  2. Murray Ruggiero

    How much out of sample testing is enough?

    TradersStudio ships with a free walk forward macro , which works for any systems which has parameters without changing the code for the system. The macro creates a series of reports using Excel OLE and it is all automated. The only thing required is Excel is on the machine. It also works on a...
  3. Murray Ruggiero

    How much out of sample testing is enough?

    The question is not how much out of sample testing is required but how valid the premise. For example if we had a intermarket bond system which used silver as an intermarket with only 2 parameters , that would require less out of sample than a pattern discovered from data mining, in that case...
  4. Murray Ruggiero

    Developing Trading Systems on a basket

    Believe it or not, unless we get a disaster , stocks normally lead the underlying commodity markets. In most cases , gold stocks will rally before gold, oil driller and refiners before crude. I have another thread which is my intermarket one , which covers some of these topics...
  5. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I understand your point. Most of the product which are trying to unseat TradeStation are hoping that their users will help support the product. This is why we decided to ship over 400 pages printed bound ,indexed step by step guides with TradersStudio. Shipping printed documentation of this...
  6. Murray Ruggiero

    Why Gold is jumping?

    I wrote an article about the fundamental price relationships of gold in Futures Magazine , Trading Techniques column,September 2002. This article discuss the history of gold pricing as well as fundamental relationships. In addition I discuss how the world banking community controlled the price...
  7. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    If you want to develop trading systems we have two ways to secure your code. You could password protect it. We have a mult-layer password protection scheme. We have several system vendors using this feature. In addition you also could develop and compile either all or part of your...
  8. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    Sorry it took me so long. Here is the matrix using that system with Mult=.30 for the DOW 30 stocks, from 1986 to date.
  9. Murray Ruggiero

    futures trend-following journal

    You can also take a look at TradersStudio for developing and testing portfolio based systems. We designed this product for that purpose. TradersStudio can optimize parameters for a system on a basket of market and allow you to analyze the combined results on the basket as well as each market...
  10. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    Yes , it a very interesting effect that you see in many systems on large baskets of markets. In the case of large baskets of stocks, I think part of the reason is that the equity curve information is only strongly correlated when we have big trend in the stock indexes as a whole. This would...
  11. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    It is a stop and reverse system. I am deducting .01 per share commissions and .1% slippage. I ran it from 1990 to 9/30/2005. this means for example I used .40 slippage when Amazon was $400.00 a share. The average Trade was .71% on the long side and -.15% on the short. This meant the short side...
  12. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I wanted to share very interesting spread sheet. I ran the following system using a beta of TradersStudio 2.0 on the Nasdaq 100 stocks. '(C) 2004 TradersStudio(r) all rights reserved ' Simple ORB system to trade the QQQ, also works short term on nasdaq. Sub QQQBreakOut(MULT) Dim AveTr...
  13. Murray Ruggiero

    Opening Range Breakout, for Futures and Equities

    I wanted to share very interesting spread sheet. I ran the following system using a beta of TradersStudio 2.0 on the Nasdaq 100 stocks. '(C) 2004 TradersStudio(r) all rights reserved ' Simple ORB system to trade the QQQ, also works short term on nasdaq. Sub QQQBreakOut(MULT) Dim AveTr...
  14. Murray Ruggiero

    What Backtesting Platform do you use?

    First as a TradeStation user TradersStudio is a big help because if offers portfolio optimization and money management. TradeStation does not and Rina software cost a lot more than $499.00. You simply translate your code and run it. In addition once they start using TradersStudio, our customers...
  15. Murray Ruggiero

    What Backtesting Platform do you use?

    In TradersStudio , you don't have to use password protection it is an optional. Our view was people could share code and we encourage it. The issue we wanted to address was to build a large third party addin community and many of these people want to protect their code. commercial grade...
  16. Murray Ruggiero

    Technology and Trading

    We just added a special offer of my Technology in Trading book and the opening range break video. We have both together for 75.00 + shipping Here is the link. http://tradersstudio.com/Default.aspx?CatalogItemID=70&CatalogID=5&psnavcmd=CatalogItemDetails&tabid=38
  17. Murray Ruggiero

    TS2000i thoughts

    From your posting I can see you know nothing about my product. Do not make negative comments about it , since you do not know what you are talking about relative to my software.
  18. Murray Ruggiero

    TS2000i thoughts

    We are talking about apples and watermelons. A platform which takes only a few months to develop , can be very complete , well tested and flexible. A good charting module requires , 3-6 months work as a starting point . A real time data server ,with a high speed data access to save historical...
  19. Murray Ruggiero

    TS2000i thoughts

    Don't let the negative comments get to you, first none of the people who made them own the product. They have there own issues about why they don't want to see this software succeed. We have a special offer with my book, Trading in Technology which offers a 60 day money back guarantee for...
  20. Murray Ruggiero

    TS2000i thoughts

    I did not intentionally spread misinformation about AmiBroker and/or WealthLabs. After you told me I was wrong, I went to http://web.archive.org/web/*/http://amibroker.com/ to check the archives of your site. I remember that they where available at one time. I just wanted to see if the...
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