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
 
Do you have any questions ?. I kind of got stuck when I was looking for a public domain data source so we could all to the testing together. I asked about data sources and did not get any answers.

I would be very happy to get this thread going again.
 
Quote from Murray Ruggiero:

Do you have any questions ?. I kind of got stuck when I was looking for a public domain data source so we could all to the testing together. I asked about data sources and did not get any answers.

I would be very happy to get this thread going again.
More...
Hey Murray,

Are you really planning on testing something? Why don't you first do a few tricks all by yourself before putting us to work on doing "the testing all together"? Sounds exactly like Jack.

nononsense
__________________
Contributing Poster Elite Trader and Vice President for www.fight-nonsense.com
 
You are welcome to submit any ideas you have to the group for us to work on in this thread. My goal is to cross pollinate with other people, research is a community activity. We all learn from other who came before us, that is why in the scientific community many articles are written using "We" , not "I" because we all build on the work of others.
 
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
versus
Average(Close of data2,10)

Can you give me an idea why there would be a difference?

Thanks
 
Dear Mr. Ruggiero,
I appreciate this thread and have followed your incisive work on and off over the years in Futures Magazine. The only problem is that I have much of those magazines in print, and it's just too time-consuming and tedious to go back and try to type all of those systems which looked interesting to me into Tradestation and then backtest them. I've only started to use Tradestation last year. :(

But anyway, you mentioned earlier in this thread that you had a sample intermarket system on your TradersStudio site that we can port into Tradestation, which would make my life easier to get my feet a little wet with your systems. However, everything I saw on your site was for sale.

-LS
 
Here is some code for two intermarket systems
 

Attachments

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 stocks.

I just wanted to give you some ideas.
 
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