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.