SuperTurtle Top Trend Following System

Murray Ruggiero

Murray Ruggiero

Sponsor
I am very happy to announce that my SuperTurtle and Simple Harmony System are the number 1 and number 3 multi-market systems since release. They have made the list since they have now been released for over 18 months. I have restarted this thread because the last thread got way off base. In addition I have some new news which is a special report by Future Truth on Trend Harmony. I have included this for download.

I am going to offer only a limited number of these at the old price before I increase the price. You can still get SuperTurtle+ three other systems and TradersStudio for $899.00. That less than the cost of the many of the other vendors lower ranked systems alone.

Here is the link to the systems and updated results on TradersStudio.com.

http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx

Here is a link to my Trend Harmony Package.

http://www.tradersstudio.com/Produc...cmd/CatalogItemDetails/psmid/657/Default.aspx

This package includes the Murray Ruggiero Systems Pack for free , that a 399.00 value. You can get six different trading systems including number 1 and number 3 and TradersStudio for less than the cost of most systems $1399.00!.
 
Sorry , I forgot the upload.
 

Attachments


This was orginally posted in my first superturtle thread. It discusses issues relating to third party verification of systems and I though should be repeated.


Let's me discuss a few issues about trading systems and third party verification.

First I really don't understand the problems with Future Truth. Everyone is saying that after a system is listed high in Future Truth it stop working. Well I think that deals with the nature of many systems. In some markets like the S&P500 unless the system is adaptive it will have a shelf life of of one to three years. The question is what happens after that. If the system just breaks even and then a few years later start working again then fine. This happened to systems based which were based on intermarket relationship between the S&P500 with bonds for example. If your trading systems which are static and not dynamic in some way , then you need to realize this and trade them while they are working and then stop trading them when you see shifts within the systems footprint.

Another issue about systems which are adaptive and dynamic is long term performance historically will not be as stellar as more fixed system, because of the shifting nature of the system being adaptive. This was the case for my standard simple adaptive channel breakout which Future Truth did a story on based on my original system published in 1996. They showed it was profitable all this time, not amazing but consistant. The problem is consistant does not sell. If vendors started to just do what right and sell good system even if it takes years for people to see they are good because they make money after release this industry would be better off.

I looked at Collective2, First most systems are have not been tracked for a long period of time. Many systems in Future Truth have been tracked for 10 year or more. Second you pay to have your system listed in Collective2, This to me smells like conflict of interest, how would you feel about consumers report if they charge the vendor for articles about given product ?.

In terms of rip off artists who charge big money for system. I have always tried to be fair. I sold this bonus pack for $399.00 with four systems and I am getting a hard time like I am trying to get $3000.00 for it. At the price I am selling it for , I don't think you could even have these systems programmed for this price with the rules written in an article. I see nothing wrong with buying trading systems as long as they are disclosed and based on strong concepts and using them as a starting point to build your own systems if you don't want to trade them as is. The question is what is your time worth. When I build a new trading system , the complete process can take 3 or 4 months of work. If your time is worth let's say even $50.00 a hour , then you could have $25,000 in time in developing one system. You can see buying 2-3 fully disclosed ones for $1000.00 each and using that at a starting point could be more cost effective.

The SuperTurtle is a adaptive systems and I believe will long term continue to work. That does not mean it will not have any flat periods. Flat periods and drawdowns which occur after periods of profitability is the nature of the game.

Even my trend harmony system which is adaptive to market condition by uses previous swings point and the range between them to set buy and sell order is more adaptive than 90% of the system on the market. A new generation of systems need to have parameters fold out of the market or, adaptive to the market either using cycle or statistical analysis. This next generation of systems will have a better shelf life than previous generations. This is where my current research is headed, and as you can see an area I have researched for almost a dozens years. It's where you should head if you want to develop your own systems.
 
Is "SuperTurtle" performing at or above trend level performance? If it's above, how far above trend is it?

And to quantify that, what is the current ARR vs. trend ARR?
 
Quote from Murray Ruggiero:


This was orginally posted in my first superturtle thread. It discusses issues relating to third party verification of systems and I though should be repeated.


Let's me discuss a few issues about trading systems and third party verification.

First I really don't understand the problems with Future Truth. Everyone is saying that after a system is listed high in Future Truth it stop working. Well I think that deals with the nature of many systems. In some markets like the S&P500 unless the system is adaptive it will have a shelf life of of one to three years. The question is what happens after that. If the system just breaks even and then a few years later start working again then fine. This happened to systems based which were based on intermarket relationship between the S&P500 with bonds for example. If your trading systems which are static and not dynamic in some way , then you need to realize this and trade them while they are working and then stop trading them when you see shifts within the systems footprint.

Another issue about systems which are adaptive and dynamic is long term performance historically will not be as stellar as more fixed system, because of the shifting nature of the system being adaptive. This was the case for my standard simple adaptive channel breakout which Future Truth did a story on based on my original system published in 1996. They showed it was profitable all this time, not amazing but consistant. The problem is consistant does not sell. If vendors started to just do what right and sell good system even if it takes years for people to see they are good because they make money after release this industry would be better off.

I looked at Collective2, First most systems are have not been tracked for a long period of time. Many systems in Future Truth have been tracked for 10 year or more. Second you pay to have your system listed in Collective2, This to me smells like conflict of interest, how would you feel about consumers report if they charge the vendor for articles about given product ?.

In terms of rip off artists who charge big money for system. I have always tried to be fair. I sold this bonus pack for $399.00 with four systems and I am getting a hard time like I am trying to get $3000.00 for it. At the price I am selling it for , I don't think you could even have these systems programmed for this price with the rules written in an article. I see nothing wrong with buying trading systems as long as they are disclosed and based on strong concepts and using them as a starting point to build your own systems if you don't want to trade them as is. The question is what is your time worth. When I build a new trading system , the complete process can take 3 or 4 months of work. If your time is worth let's say even $50.00 a hour , then you could have $25,000 in time in developing one system. You can see buying 2-3 fully disclosed ones for $1000.00 each and using that at a starting point could be more cost effective.

The SuperTurtle is a adaptive systems and I believe will long term continue to work. That does not mean it will not have any flat periods. Flat periods and drawdowns which occur after periods of profitability is the nature of the game.

Even my trend harmony system which is adaptive to market condition by uses previous swings point and the range between them to set buy and sell order is more adaptive than 90% of the system on the market. A new generation of systems need to have parameters fold out of the market or, adaptive to the market either using cycle or statistical analysis. This next generation of systems will have a better shelf life than previous generations. This is where my current research is headed, and as you can see an area I have researched for almost a dozens years. It's where you should head if you want to develop your own systems.
More...

Pardon me, but you're saying it took you "dozens of years" to decide to use the most previous swing high or low as an adaptive feature of your systems is that correct?
 
Quote from steve46:

Pardon me, but you're saying it took you "dozens of years" to decide to use the most previous swing high or low as an adaptive feature of your systems is that correct?
More...

No , I just did not release trend following systems because of agreements I had in place with some of my clients until Dec 2005.
I did not spent much time developing trend following systems for a better part of 10 years because of these agreements.
 
Greetings!
First of all, I would like to thank mr. Ruggiero for his book (Cybernetic Trading Strategies) - IMHO one of the most useful books on system development.
And one question to mr. Ruggiero on the SuperTurtle system.
I trade the channel breakout system with adaptive channel length on emerging markets and I confirm that the general approach used works excellent :). My system uses pyramiding, just the same as old Turtle and also the same as reported on SuperTurtle system (the attachment of Futures Truth report in the very beginning of this thread). But when I looked on the SuperTurtle TradeStation report posted here:
http://www.elitetrader.com/vb/attachment.php?s=&postid=1338758
, I didn't find pyramiding entries in the trade by trade sheet.
So the question is: does SuperTurtle use pyramiding?
Thanks.
 
Quote from Sauron29:

Greetings!
First of all, I would like to thank mr. Ruggiero for his book (Cybernetic Trading Strategies) - IMHO one of the most useful books on system development.
And one question to mr. Ruggiero on the SuperTurtle system.
I trade the channel breakout system with adaptive channel length on emerging markets and I confirm that the general approach used works excellent :). My system uses pyramiding, just the same as old Turtle and also the same as reported on SuperTurtle system (the attachment of Futures Truth report in the very beginning of this thread). But when I looked on the SuperTurtle TradeStation report posted here:
http://www.elitetrader.com/vb/attachment.php?s=&postid=1338758
, I didn't find pyramiding entries in the trade by trade sheet.
So the question is: does SuperTurtle use pyramiding?
Thanks.
More...

SuperTurtle does not use pyramiding because then it would take too much money to trade to make it work as a retail product.
I do have a pyramiding version which I have just not released.
 
Quote from Murray Ruggiero:

SuperTurtle does not use pyramiding because then it would take too much money to trade to make it work as a retail product.
I do have a pyramiding version which I have just not released.
More...
Thanks a lot
 
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