Developing a Systems (Strategies) for Trading ETF's and Stocks

Discussion in 'Strategy Building' started by Murray Ruggiero, Jan 22, 2015.

  1. Murray Ruggiero

    Murray Ruggiero Sponsor

    The migration tool can translate tradestation systems and functions, it's about 90%-100%, It's similar to the migration tool for .net from VB 6.0 to VB.net.
     
    #11     Feb 8, 2015
  2. Murray Ruggiero

    Murray Ruggiero Sponsor

    I will continue this tutorial next week, I been a bit under the weather this week.
     
    #12     Feb 11, 2015
  3. Murray Ruggiero

    Murray Ruggiero Sponsor

    I have not had much feedback from ET users, What is the issue , is their more interest in Stocks or ETF's here.
     
    #13     Feb 19, 2015
  4. Murray Ruggiero

    Murray Ruggiero Sponsor

    Really no interest in ETF trading systems and backtesting ?
     
    #14     Feb 23, 2015
  5. nvroy

    nvroy

    I would like to learn more about stock trading systems, what in your opinion is the best way to trade stocks, intraday or daily? Any specific strategies like buying breakout or mean reversion?
     
    #15     Feb 23, 2015
    Sergio77 likes this.
  6. Sergio77

    Sergio77

    Good question! Murray may know some answers.
     
    #16     Feb 24, 2015
  7. Murray Ruggiero

    Murray Ruggiero Sponsor

    First I have a common belief that you should not trade intra-day until you mastered end of day.
    Stocks and ETF, don't do good with classic trend following like channel breakout or moving average crossovers. The best momentum strategies for equities is relative strength.
    Stock and ETF's can also be traded using opening range breakout. ORB, is a trend following method, but is normally set up on a counter trend move in a trend. That type of setup does work for equities. Mean reversion strategies are reliable for trading equities, they work best on more liquid equities.
     
    #17     Feb 24, 2015
  8. Maybe because there is a myriad of back-testing platforms out there, many of which are offered free-of-charge for back-testing purposes unless one starts to live trade. They offer pretty much the same features and functionality your suite offers. How do you compete with "free"?

     
    #18     Feb 25, 2015
  9. Murray Ruggiero

    Murray Ruggiero Sponsor

    Simple we can do things that $3000.00 platforms can't do. Our equity processing is at the level of institutional trading on how we process split and dividends. It's the only platform which allow you to do valid money management on equities.
    If your trading futures we have the best portfolio level testing and money management, plus functions which make hard concepts easy to code for example look at this disable signal after exit. This is only a starting point.

    See free software and data are for people who are just dreaming of trading. You buy data and your trading software along with doing "do diligent" on your trading methods ,if you are investing real money.
     
    #19     Feb 25, 2015
  10. well, I beg to disagree and apparently most other users too, else you would have seen more positive feedback which you by own admission have not. We discussed in another thread issues about portfolio backtesting, currency revaluations, tick based data processing and in most those areas your product fell way short.

     
    #20     Feb 25, 2015