Trend Harmony , Updated Results

Quote from JaiSreeram:

Thanks for the results, Mr. Murray. :)
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Your welcome. Let me know if you have any other questions.
 
I will be updating results within a few days. I was out of town for a while and have just caught up now.
 
Quote from Murray Ruggiero:

I will be updating results within a few days. I was out of town for a while and have just caught up now.
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I have been posting results on Trend Harmony for a while. I have used two different portfiolo's a large one and smaller one.
During this past year a new issue has developed, many of the pit markets like currencies have dried up. Also data vendors are not breaking out the data so , we have a open which for some markets is only a few hours after the close.

Trend Harmony did use the open in it's calculations. This required me to create a new version which works for both pit and electronic markets. The parameters did not change, just changes in a few internal formulas.

This time I am posting both the old version and pit results and the new electronic version, which is used on both electronic and pit data. The electronic data is a blend, we use pit till a date when electronic volume is consistantly greater than pit. After that we report electronic only. Pinnacle does this type of rolling for my customers , I worked together with them on this early this year.

Another event with Harmony is we now have a Tradestation 8.X version. If you purchase Trend Harmony you will recieve the electronic version as well as the TradeStation 8.X version free. This means there is no longer a reason for the TradeStation customers not to purchase Trend Harmony.

Finally, we have created a small account version of Harmony. These results have also been included.

Here are many different portfiolo's as well as the results using these different versions of Trend Harmony.
 

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Mr. Murray, sincere thanks for posting the latest results. :)

The system has done well on all portfolios and has so far produced record profits till last year. However, this year, its performance has not been so good.
Please may we have your opinions regarding the performance of this year. Is this okay and normal? Is it still performing as expected?

Please clarify the above. :)
 
Have gone through the latest results and found them interesting. :)

Regarding the "SuperSmall" results (MR_SimpleHarmSuperSmall.xls), I have a few queries which are as follows:

1) Since the results show that you have switched over from the old method of 'Pits' to the newer 'Electronic' method.
Can you please explain the issues and precautions we need to know and be aware of while trading via the newer version?

2) It is known that if anyone is a current user of TradeStation, he/she can run the TradeStation version. Hence, regarding the 'TradeStation' version; supposing, I have TradeStation and purchase the Trend Harmony bundle.
Will I get the TradeStation version? Can I use the same to optimize the portfiolo created in TradersStudio and then trade the same optimized portfolio in TradeStation?

Please clarify the above. Thanks! :)
 
Quote from Gyles:

Mr. Murray, sincere thanks for posting the latest results. :)

The system has done well on all portfolios and has so far produced record profits till last year. However, this year, its performance has not been so good.
Please may we have your opinions regarding the performance of this year. Is this okay and normal? Is it still performing as expected?

Please clarify the above. :)
More...

Yes it is, it can be expected after last year's (2008) major out performance. Also trend harmony did perform as expected in 2006 and 2007.
 
Quote from Gyles:

Have gone through the latest results and found them interesting. :)

Regarding the "SuperSmall" results (MR_SimpleHarmSuperSmall.xls), I have a few queries which are as follows:

1) Since the results show that you have switched over from the old method of 'Pits' to the newer 'Electronic' method.
Can you please explain the issues and precautions we need to know and be aware of while trading via the newer version?

2) It is known that if anyone is a current user of TradeStation, he/she can run the TradeStation version. Hence, regarding the 'TradeStation' version; supposing, I have TradeStation and purchase the Trend Harmony bundle.
Will I get the TradeStation version? Can I use the same to optimize the portfiolo created in TradersStudio and then trade the same optimized portfolio in TradeStation?

Please clarify the above. Thanks! :)
More...

The old trend harmony used the open in it's calculation. In addition we also entered at the next days open for many trades. This had to be changed in the electronic version of harmony. We found a solution which works for these new electronic markets and still was correlated to old results on pit data almost perfectly.

Yes, you can do your testing in TradersStudio and then trade the Tradestation version using Tradestation. That why we built the Tradestation version so customers could do that.
 
Quote from Murray Ruggiero:

Yes it is, it can be expected after last year's (2008) major out performance. Also trend harmony did perform as expected in 2006 and 2007.
More...

Quote from Murray Ruggiero:

The old trend harmony used the open in it's calculation. In addition we also entered at the next days open for many trades. This had to be changed in the electronic version of harmony. We found a solution which works for these new electronic markets and still was correlated to old results on pit data almost perfectly.

Yes, you can do your testing in TradersStudio and then trade the Tradestation version using Tradestation. That why we built the Tradestation version so customers could do that.
More...

Sincere thanks for the replies, Murray. They were very helpful. :)
 
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