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  1. MarkBrown

    Stock Index Futures Rally Everynight.

    it will keep going up until the dollar is worth nothing, the market is not going up the value of the dollar is going down. try and buy the same stuff at prices 2.5 months ago....
  2. MarkBrown

    Excerpts From the (1400 page) ACD Method Thread (Mark Fisher)

    i see time, i see static inputs, i think pre mesopotamia....
  3. MarkBrown

    Poll: How often do you reoptimize ?

    in 2011 there is discussion about this subject
  4. MarkBrown

    Poll: How often do you reoptimize ?

    first when picking parameters i don't choose best results i choose something in the middle of the pack. i know that by dumbing down the performance i can gain long term stability. then only when the model deviates beyond it's historical drawdown. still the system will return half it's losses...
  5. MarkBrown

    Poll: How often do you reoptimize ?

    it should be centered around deviation of current and historical pattern reliability. not some man made time interval.
  6. MarkBrown

    Adaptive MFT Extremum Pivots [PineScript, OpenSource]

    i was more thinking along the lines of broad market sentiment indices to figure what the true market is as opposed to where the actual price level is. so within the actual data when it lines up with the true market that is a indication where you we can accept the dog on the leash will be...
  7. MarkBrown

    Adaptive MFT Extremum Pivots [PineScript, OpenSource]

    bot's are getting picked off by the vampires...
  8. MarkBrown

    Adaptive MFT Extremum Pivots [PineScript, OpenSource]

    so let me ask why do all that ? multicharts.net or amibroker will handle anything you want to build just about. i say i don't have to make my own toilet paper to wipe my ass, store bought is just fine. been down the software development hole with traderware and tradevec and lost 20 years...
  9. MarkBrown

    How do HFT strategies combat slippage

    think the opposite of what your doing - but that's conceivable nor believable right.
  10. MarkBrown

    How to get/calculate future ex-date for SPY?

    you can have chat gpt convert this into any code you wish function for multicharts inputs: Series( numericsimple ) ; variables: var0( 0 ), var1( 0 ), var2( 0 ), var3( 0 ), var4( 0 ), var5( 0 ), var6( 0 )...
  11. MarkBrown

    [Cosmik Z-TP] Reveal Backtesting result: +$144 Profit in 365 Days on NQ

    there is so much wrong here baby win rate 52.6 % with a profit factor of 1.05 over 27216 trades imagine making 27216 trades to make 5.31 per trade and what about slippage and commissions? you must not have any clue how bad this looks or you would not have posted it. i'm embarrassed for you...
  12. MarkBrown

    the secret USIC United States Investing Championship

    trading vs investing = shopping for lambo's vs shopping for retirement communities
  13. MarkBrown

    the secret USIC United States Investing Championship

    investing = boring
  14. MarkBrown

    Any upcoming Trader events/conferences 2024?

    it's nothing but the same people, peddling the same products and rebranded ideas. there are people who manage money that will pop up but not to often. i would focus on going to presentations that real money managers are presenting. they will have a track record and will often spill their...
  15. MarkBrown

    Hiring someone to replicate an academic article

    i think that's way to cheap cause more than the programming is the data setup and debugging are going to be massive.
  16. MarkBrown

    Trance

  17. MarkBrown

    Study: Israeli stocks shorted the week before Hamas October 7 attack ...

    reminds me of : george bush sr. and the gulf war george bush jr and the 911 towers and pelosi and her husband and the epipen thing plus a million others that historically done this and gotten away with it. never figured out how martha stewart got snagged she refused to pay someone off i...
  18. MarkBrown

    Hiring someone to replicate an academic article

    Here is a start on the system in the paper. To create a shell system based on the concept of asset allocation as described in the linked AQR article, "Investing With Style," we'll focus on simulating the impact of allocating a portion of a traditional 60/40 stock/bond portfolio into a style...
  19. MarkBrown

    Hiring someone to replicate an academic article

    So here is the F-Test for ya that's mentioned in the paper. Took AI less than one minute to code. Creating an F-test indicator in a trading platform like MultiCharts requires a few considerations. In statistics, the F-test is often used to compare statistical models and is based on the ratio...
  20. MarkBrown

    Hiring someone to replicate an academic article

    I just got thru turning an academic paper into a trading system. I used GPT professional and it took me about 3 days to get it like I wanted it. However it did come up with usable code within a few minutes, I just spent a lot of time messing with it. Bounded Acceleration Shortest Path
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