TREND HARMONY 2010
&
TradersStudio Professional Software
The best system has gotten better plus included in this package is the TradersStudio Professional Trading Platform !
Trend Harmony 2010 is a major upgrade of Simple Harmony™. I originally developed this system in 2009, but delayed its release until I was sure of its performance versus the original system. This system adds multi-timeframe analysis to simple harmony which reduces equity curve giveback and drawdown. Let’s look at the results of this new version of the system.
Portfolio: The markets (names and symbols) we are trading in our large portfolio’s are as follows:
1. Canadian $$
2. Copper
3. Corn
4. Cotton
5. Crude Oil
6. Euro
7. Lumber
8. NASDAQ
9. Natural Gas (Mini Version Used)
10. Orange Juice
11. Palladium
12. Rough Rice
13. T-Bonds
Results:
Current Results
Summary Report:

Annual Breakdown Report:

Let’s apply a volatility based to money management sizing strategy using a $250K account to our system using my dynamic margin money management scheme. Our results are as follows:
Results:
Current Results
Summary Report:

Our $250K account rose to over $4.6 million in 20 years.
The Equity Report:

We produce 17.08% returns with less than an 18% max drawdown. Our Sharpe ratio is almost 1 while MAR is 0.95. These results would compare to the top hedge funds in the world.
This system’s core logic is based on Simple Harmony combined with multi-timeframe analysis.
TradersStudio Professional
Trading Platform Suite
TradersStudio Professional is a complete trading platform for developing and trading your ideas. It is as powerful as tools used by some of the largest hedge funds in the world. In fact some of them actually use TradersStudio as their research platform; traders who can afford anything choose tradersstudio. It contains hundreds of powerful functions to make expressing any trading idea easy. It also allows true advanced management and money management optimization, True Forex support, True Walk Forward Optimization and the most advanced realistic Equity Analysis available. TradersStudio Professional also can do advance intra-day testing down to one minute bars, this includes creating custom sessions you can test 24 hr market as simulated day session only.
TradersStudio Professional has a very rich Programming Language, which is a cross between VB for applications, Microsoft® Excel and TradeStation® EasyLanguage. In addition, remember you can Migrate existing TradeStation systems into TradersStudio, 95% of the time with just a few mouse clicks. Our TradeStation migration tool is one of our most popular features because it allows TradeStation users to take existing TradeStation Systems and functions and use them in TradersStudio without reprogramming them. TradeStation 8.X has changed some of the language, for example Sell no longer means sell it means exitlong. Because of this TradersStudio have two different translators, one for 4.0 and 2000i and another for 8.X.
If you are not a programmer don't worry! We have a programming wizard available which allows programming of Systems, Indicators, Tradeplans, Macros and even Custom Reports using Drag and Drop with a few mouse clicks without writing any code.
TradersStudio’s custom support features allow you to write special reports on the few so analysis of you system is only limited by your imagination.
Greatly Enhanced Data Handling
TradersStudio’s data handing supports assigning groups and sectors to the data added to the program. For example, when you add the S&P500 stocks to TradersStudio you can also add the industry groups for each stock. These groups can be used to help create portfolios and sessions as well as be accessed by systems and trading plans. This greatly enhances the power and possibilities of money management and sector analysis. Another great advance is the ability to import the data universe settings automatically using a datauniverse file.
This is only the start of the new data management features.
TradersStudio now also supports custom data fields for ASC files, you now can support beyond the standard, date, time, open, high, low, close, V, OI and add fields produced by screens or fundamental information. These fields are fully accessible from TradersStudio® Basic™. Another new feature is that data can be added to sessions, and new quick charts using drag and drop.
Optimization of Money Management
TradersStudio can not only allow you to optimize at the system level but you can also optimize at the money management level. You can optimize a trade plan. This opens up many new possibilities. You can optimize a trade plan on factors like MAR, Sharpe Ratio as well as create your own custom optimization criteria
Forex Support
TradersStudio has realistic Forex support unlike other famous backtesting platforms. We have support to set account leverage and have margin for money management based on this account leverage. In addition, TradersStudio also calculates the interest rate cost to carry for overnight Forex trades, which has been overlooked by other platforms and is required for realistic testing. TradersStudio also allows you to set both slippage and spreads in Forex backtesting and also supports special reports, which give results both in dollars and pips.
The Global Macro Language which automates your analysis, for example, you can write a macro to run 10 different systems and print active orders or change the markets you are trading based on your results. You have total control of the program from the global macro language.
TradersStudio Professional
Advance Stock Analysis
TradersStudio stock analysis is revolutionary. If you use CSI® stock data, TradersStudio gives you the most realistic stock analysis ever produced in a backtesting platform. TradersStudio stock mechanism links, split adjusted, unadjusted and dividend adjusted data and produces correct actual dollar profits as well as percent returns. The Trade-by-Trade shows both split adjusted entries, exits and entries and exits based on actual stock prices. You can also see if splits and dividends occurred during a given trade and how much the dividends affected the trades. Also it produces a split and dividend reports, which shows all of the splits and dividend dates and amounts for all stocks in the portfolio. Many data vendor’s charge $1000’s for this type of information but TradersStudio can extract if from its historical data because of its revolutionary Processing.
There are also special Money Management features for Stock traders including, working with margin accounts and the ability to screen which stocks to trade. You can for example, filter out all trades with a relative strength less than 80.
Special data available for TradersStudio Customers
We are always working with our vendors to solve problem of real traders, for example Pinnacle Data® Inc. created special continuous contracts for us which handle problems relating to backtesting these electronic markets. We created a special back adjust pit/electronic data series for each commodity which allows for long term backtesting which includes electronic markets.
Quick Charts
Quick Charts is new and exciting feature to TradersStudio. TradersStudio sessions have always let you chart the markets you are running a backtest on. In addition, you can only chart markets in your session, which means only the same type as your session, for the primary market you are charting, the main data series. Because of these limitations many of our users asked for charts, which could be created without requiring a session and system. We call this feature Quick Charts.
Color Reports
Color report is a lot like systems. They are run across the portfolio but instead of generating buy sell signals it color the cells and adds text to them.
This is running a Color Report script called ColorReportTest; this evaluates trends on three timeframes based on, if price is above or below the moving average. It will sell if we are below for that timeframe and Buy if we are above. It also paints the cells green for above and red for below. You also see a chart button, which will open up or move to the top of the market represented by the row in the portfolio. Color reports as you can see work on a portfolio basis. The default is to run them for the last bar of the data. This feature allows you to write a stock or commodity screener and is also a good tool for discretionary traders to move towards system trading. In addition, you can also make a Color Report run for a given date to see how the trend changed over time. This is a very powerful feature.
You don't have to compromise on Charting TradersStudio has many different types of charts in which you would expect to see in a higher end-charting program.
There are many built in Indicators, Custom Indicators with up to 99 plots. With many advanced features like Trading Advisors which are like Expert Commentary, Color Bars, Mark Bars, and Drawing Tools like Trend Lines, Fibonacci Retracement and much more.
HYPOTHETICAL PERFORMANCE RESULTS HAVE MANY INHERENT LIMITATIONS, SOME OF WHICH ARE DESCRIBED BELOW. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT/SYSTEM 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. TRADING INVOLVES RISK OF LOSS AND IS NOT SUITABLE FOR EVERYONE.