Trade like the pros with a bundle that includes all the tools you need to trade stocks & ETFs!
When trading with a portfolio of equities, such as ETFs or stocks, many people unknowingly use very incorrect historically tested results. Some other trading software vendors use split-adjusted data to backtest trading strategies. For the vast majority of cases, using this approach simply does not work. In fact, the only case in which this methodology does work is when when you buy the same dollar value of each security and throughout the entire period that you are testing the results, the dollar value of each security remains constant. Having this condition is not realistic – after all do IBM and Facebook have the same percentage change each day? This constraint also means that you cannot exit a position as now the dollar values are not the same again.
TradersStudio was the first backtesting platform to produce the most accurate results by not just using split-adjusted data. In fact, we have invented our own unique stock data format that takes split-adjusted, unadjusted, and dividend-adjusted data to produce accurate results. Therefore, when developing systems and strategies in TradersStudio, you can have confidence that you are developing with the most sophisticated and precise backtesting platform around.
Why are we so concerned about precision? TradersStudio is designed and used daily by Murray Ruggiero, chief systems designer for Tuttle Tactical Management – a firm that manages over $200 million. Since TradersStudio is used daily by an institutional trader it has to be precise and accurate. The fact that an institutional trader is actively designing and improving this software product for his job also means that this platform will only continue to grow and improve. In fact, TradersStudio incorporates – or has plugins for – some of the most cutting-edge trading concepts around. Neural network technology, support vector machines, cycle systems, as well as a genetic optimizer not only help Murray do his job, but can help you with your research, development, and trading of your own incredible systems.
We have done a three-part series on our blog on why this is the case and why it is so important to trading. You can read this series here.
For the first time ever, Murray is offering this incredible software at a phenomenal price. It includes everything you need to get started with algorithmic trading. Whether or not you are new to the automated trading idea or you are an advanced trader, TradersStudio offers all equity traders a platform that they can trust and work with.
TradersStudio: An Institutional Platform at an Amazing Price!
|Feature||TradersStudio Equity Bundle||Trading Blox Pro Plus|
|Data included||Yes ($0)||No ($1,100+ extra)|
|Order generation reports||✓||✓|
|Walk forward optimization||✓||✓|
|Find the optimal parameter set for an entire system*||✓||✗|
|Multi-threaded support||Unlimited||2 threads|
|Supports compiled plugins (.NET, C++)**||✓||✗|
* Trading Blox supports optimization, however, it optimizes each block individually not as part of the cohesive system. This means that there can be no interdependency between blocks (e.g. you cannot optimize the entire parameter set with Block A telling Block B to do something else since Block A and Block B can’t communicate with each other). This also limits what each block can do since each block is independent from the other. With TradersStudio, the flexible and easy-to-learn language lets you develop any system and concept that you can dream up.
** TradersStudio also supports some very powerful plugins such as CycleStudio (for cycle analysis) and Neural Genius (a soon-to-be released neural network plugin). It even supports extending the language by writing your own custom libraries in .NET or C++. This means that you can take advantage of statistical libraries as well, such as R .NET.
The bundle that we are offering is:
- TradersStudio Turbo
- CSI Equity Database
- Pinnacle Futures and Index Data
- Genetic Optimizer
- TradersStudio Stock and ETF Trading Package
We include a lot of data in this package because we want to give you everything you need to create any system you want. In fact, you can built quality intermarket divergence systems with this package. Murray was one of the original pioneers of the intermarket divergence technique which can be used to predict market turning points. In fact, some futures can be predictive of the turning points of some of today’s hottest ETFs! With our equity trader’s bundle, you can build these incredible systems for yourself. Also, by having all of this data, if you ever choose to trade futures later on, you can already have all the data and fundamental trading tools you need to create algorithmic trading systems for futures as well!
To buy all these items separately at list price would cost around $1,800. We are giving over 30% off and selling this package for only $1,199! This represents around $600 off the list price for everything! Remember that this includes absolutely everything you need to get started trading stocks and ETFs. It includes all the data, the backtesting platform, the genetic optimizer to test complex strategies, and a whole slew of stock and ETF systems to get you started!
Includes Great Systems
As described above, this package comes with TradersStudio Turbo plus all the data you need. It also comes with two complete trade plans for ETFs as well as a stock system. Below are the results for the ETF system. The first trade plan is made up of three different systems which are based on intermarket analysis. These are for SPY, DIA, and TLT. We will combine these three sessions and allocate the money evenly between them. We’ll look at the results on a year by year basis. The results are based on a million dollar account but this can be traded for much less. In fact, some brokers will let you trade these three ETFs commission free!
Period Trades Winning Trades Win% Open Trade Net Profit Return % Running % 2007 7 3 42.86 1 ($101.43) -0.34 -0.34 2008 31 25 80.65 1 $7,068.02 23.64 23.30 2009 25 15 60.00 2 $2,933.56 8.10 31.40 2010 22 16 72.73 1 $3,054.85 7.64 39.04 2011 24 19 79.17 2 $3,629.12 8.44 47.48 2012 27 21 77.78 3 $8,548.81 18.33 65.81 2013 21 13 61.90 1 $3,458.42 6.27 72.08 2014 28 24 85.71 1 $9,296.38 15.85 87.93 2015 21 14 66.67 1 $4,338.69 6.39 94.31 Total 206 150 $42,286.42
See the incredible equity curve for this system below!
Equity Report for TradePlan MTP_ETFIntermarket 4/11/2007 to 6/3/2015. System is TS_SIMPLEMULTSESSIONEQUITY() Start Size 30000 List of Sessions: First Equity Date 6/22/2007 MTP_SPY Last Equity Date 6/3/2015 ETFSYS_DIA Number of years 7.948 MTP_TLT Return Over Period 155.92 AnnualReturn 19.62 Compound Annual Growth Rate 12.55 Arithmetic Return Average 12.74 Winning Days 1057 Losing Days 799 Winning Weeks 258 Losing Weeks 143 Winning Months 72 Losing Months 25 Arithmetic Running Return 101.25 Total Commissions Paid 3722.13 Best Month % 9.14 Best Month $ 113522.62 Worst Month % -4.15 Worst Month $ ($56,274.00) Max MER% 0 Avg MER% 0 Percent Maximum Drawdown 11.17 Date of Maximum Drawdown 3/9/2009 Maximum Drawdown Length 224 days Date of the Longest Time Between Peaks 3/31/2014 Longest time between peaks 327 days Average time between peaks 16 days 09:03 Sharpe Ratio 1.4154 MAR 1.1235
You can see that the system has a compound growth rate of 12.55% per year and a maximum drawdown of 11.17%. This includes trading during the 2008-2009 collapse of the market. We had a drawdown of less than 12% when the market lost 60% of its value.
Our next trade plan is a relative strength model. This also performs very well.
Annual Breakdown Report 5/22/2008 to 9/4/2015 Period Trades Winning Trades Win% Open Trade Net Profit Return % Running % 2010 25 18 72.00 3 $6,731.91 22.44 22.44 2011 36 19 52.78 3 $2,626.48 7.15 29.59 2012 39 28 71.79 2 $4,073.22 10.35 39.94 2013 40 23 57.50 4 $6,246.47 14.38 54.32 2014 40 23 57.50 3 $3,728.56 7.51 61.83 2015 16 6 37.50 2 ($291.17) -0.55 61.28 Total 196 117 $23,115.48
Much like the system above, check out this system’s awesome equity curve below:
We can see that it profitable year after year. These type of models are used by some of the biggest equity management firms in the world. Let’s now look at our equity report.
Equity Report for TradePlan MTP_RelativeMOMClassic2015 6/17/2008 to 5/29/2015. Start Size 30000 List of Sessions: First Equity Date 4/30/2010 MTP_RelativeMOMClassic2015 Last Equity Date 9/04/2015 Number of years 5.3500 Return Over Period 77.05 AnnualReturn 14.41 Compound Annual Growth Rate 11.28 Arithmetic Return Average 11.46 Winning Days 148 Losing Days 127 Winning Weeks 148 Losing Weeks 127 Winning Months 39 Losing Months 25 Arithmetic Running Return 61.28 Total Commissions Paid 401.27 Best Month % 8.02% Best Month $ $2,979.79 Worst Month % -6.77% Worst Month $ ($2,859.97) Max MER% 0 Avg MER% 0 Percent Maximum Drawdown 9.96% Date of Maximum Drawdown 8/5/2011 Maximum Drawdown Length 56 days Date of the Longest Time Between Peaks 7/11/2014 Longest time between peaks 420 days Average time between peaks 66 days 05:32 Sharpe Ratio 0.8200 MAR 1.1300
You can see we have a 11.28% return and only a 9.96% drawdown. The risk-adjusted return is much better than buy and hold. This system handles dynamic rebalancing automatically. This is just like the systems used by institutional traders!
Designed By A Real Trader, For Real Traders
Murray Ruggiero, chief systems designer of Tuttle Tactical Management which manages over $200 million in assets, has developed TradersStudio for his own trading research and development. Therefore, TradersStudio not only gives you all the tools you need to create complex and advanced systems, but it also gives you the opportunity to test out your wildest ideas with its incredibly easy-to-use interface and language. With TradersStudio you can trade like the pros by:
- Get real life comparisons of system results to buy and hold (after all, any good system should at least do better than this!)
- Using technical stops, like a 10 day low*
- Buy at X bar high (like a 52 week high) and adjust or not adjust for dividends*
- Dynamically re-balance portfolios on a daily, weekly, monthly, or quarterly basis*
- Trade using methods institutional traders use like relative strength models*
TradersStudio Equity Bundle
Save 30% off of the list price! This is the best value in the industry!
* These analyses cannot actually be done using only split-adjusted data. Therefore, TradersStudio was the first platform to be able to handle these example scenarios correctly.
Indeed, no matter what your design objectives are, you can accomplish them in TradersStudio! We have discussed the power of using TradersStudio for relative strength models on our blog in the past.
As you can see, this equity bundle represents an incredible price. Not only is it a very accurate backtesting platform around, but you can pick up the entire bundle including data, free systems, and the genetic optimizer for less than one-third of the price of competing platforms (assuming you were to get the same data for both platforms). This represents an incredible deal and one that you will definitely want to pick up sooner rather than later!
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFITS OR LOSSES SIMILAR TO THOSE SHOWN. IN FACT, THERE ARE FREQUENTLY SHARP DIFFERENCES BETWEEN HYPOTHETICAL PERFORMANCE RESULTS AND THE ACTUAL RESULTS SUBSEQUENTLY ACHIEVED BY ANY PARTICULAR TRADING PROGRAM.
ONE OF THE LIMITATIONS OF HYPOTHETICAL PERFORMANCE RESULTS IS THAT THEY ARE GENERALLY PREPARED WITH THE BENEFIT OF HINDSIGHT. IN ADDITION, HYPOTHETICAL TRADING DOES NOT INVOLVE FINANCIAL RISK, AND NO HYPOTHETICAL TRADING RECORD CAN COMPLETELY ACCOUNT FOR THE IMPACT OF FINANCIAL RISK IN ACTUAL TRADING. FOR EXAMPLE, THE ABILITY TO WITHSTAND LOSSES OR TO ADHERE TO A PARTICULAR TRADING PROGRAM IN SPITE OF TRADING LOSSES ARE MATERIAL POINTS WHICH CAN ALSO ADVERSELY AFFECT ACTUAL TRADING RESULTS. THERE ARE NUMEROUS OTHER FACTORS RELATED TO THE MARKETS IN GENERAL OR TO THE IMPLEMENTATION OF ANY SPECIFIC TRADING PROGRAM WHICH CANNOT BE FULLY ACCOUNTED FOR IN THE PREPARATION OF HYPOTHETICAL PERFORMANCE RESULTS AND ALL OF WHICH CAN ADVERSELY AFFECT ACTUAL TRADING RESULTS.