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Text Data Download/Formulas

These are data files in text and spreadsheet format that are referenced in published articles.

High risk, high volatility - high reward
Below you will find the codes that accompanied Murray Ruggiero's December 2008 Technology and Trading story.
Code 1
Code 2
Code 3

When a good trading plan comes together
Below you will find the codes that accompanied Murray Ruggiero's August 2008 Technology and Trading story.
Pick and choose
Breakout
Window of opportunity
Top to bottom

Day-trading with the Tick index
This is the improved Tick 16 code for the system shown in the July, 2008 Trading Techniques article by Lawrence Chan.
Click here.

Calendar trades in equities that work
This is the supplemental code for the "Day of Month" system shown in the August, 2006 Equity Trading Techniques article.
Click here.

Trade like a switch hitter
This is the TradeStation code for the systems shown in March 2006. If you don't trade with TradeStation, this code should be easily adapted. See "Trade like a switch hitter," March 2006.
Click here.

Walk on a treadmill
A text file containing macros for use in walkforward testing. See "Walk like a trader," June 2005.
Click here.

Out of Sample Out of Mind
This is the code for our simple, triple moving average crossover system.
Referenced: "THREE-PEAT," April 2005.
Click here.

Using the below macro, we can automate the out of sample system testing process.
Referenced: "OUT OF SAMPLE MADE EASY," April 2005.
Click here.

Coffee trader report card
A report on the performance of traders in the coffee market for the specified period. See referenced article for explanation of this approach. Referenced article: "Rating the players," April 2000
Click here to download.

Sugar trader report card
A report on the performance of traders in the sugar market for the specified period. See referenced article for explanation of this approach. Referenced article: "Rating the players," April 2000
Click here to download.

Corn trader report card
A report on the performance of traders in the corn market for the specified period. See referenced article for explanation of this approach. Referenced article: "Rating the players," April 2000
Click here to download.

Cattle trader report card
A report on the performance of traders in the live cattle market for the specified period. See referenced article for explanation of this approach. Referenced article: "Rating the players," April 2000
Click here to download.

Fundamental market data
Raw fundamental market data used to create regression model in a series on multiple regression analysis. Referenced articles: Futures 101 section, April 1998 to July 1998.
Click here to download.

Cotton COT data
Futures only COT data for cotton from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

Gold COT data
Futures only COT data for gold from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

Palladium COT data
Futures only COT data for palladium from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

Soybeans COT data
Futures only COT data for soybeans from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

Cocoa COT data
Futures only COT data for cocoa from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

Wheat COT data
Futures only COT data for wheat from 1993 to April 1997. Charts included. Referenced article: "Reading the mind of the market," July 1997.
Click here to download.

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