Text Data Files

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.