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  1. MarkBrown

    Concept for an Automated Strategy Development Process

    http://www.linkedin.com/in/markbrowndotcom prob have to join to see it. ah your in luck http://www.markbrown.com/client_content/projects/research/trading_research/oddball/odball1/oddball-1.pdf hey one thing just dont steal it and try and get a grade on it ok lol oh and what is...
  2. MarkBrown

    Concept for an Automated Strategy Development Process

    lim will not automatically do it but guess what the 250k a year ned davis research software will i know i had it also, my publically disclosed active trader magazine article featured a system built completely by a machine and for two years it kicked ass till it self imploded from the load of...
  3. MarkBrown

    Concept for an Automated Strategy Development Process

    Logical Information Machines, Inc. Patent applications Patent application number Title Published 20100153300 DERIVATIVE TRADING STRATEGY BACKTESTING MACHINE - An automated information search, retrieval and reporting system, and more particularly, a system designed for the historical...
  4. MarkBrown

    Concept for an Automated Strategy Development Process

    LIM (Logical Information Machines) http://en.wikipedia.org/wiki/Logical_Information_Machines SSS (Structured Software Systems) http://ptolemy.berkeley.edu/people/index.htm Tom Lane (Structured Software Systems) (tgl (at) sss pgh pa us) HP Port, many improvements to pigi and the kernel...
  5. MarkBrown

    Concept for an Automated Strategy Development Process

    wow i owe you a big apology - i just realized that your just to young to know that everything in that doc "everything" is old. it's so old i forgot the name of the software companies that have already not only done what you propose but been in business had customers for years and failed. but i...
  6. MarkBrown

    Positive Slippage Ideas

    i explain above but to clarify. i make a model that that identifies a trend a real long trend and then i wait for moves against the trend and enter. example: long term trend is up it rips down one day i am a buyer at mid day and eventually it goes back my way. but before it does it...
  7. MarkBrown

    50% ?

    5. with trend but enter on counter blips for pos slip. ;)
  8. MarkBrown

    Concept for an Automated Strategy Development Process

    everything in that doc is 40 years ago i have gigs of docs from real phd's that probably taught your classes along with their resume. you think phd's are there because they want to be teaching? no they are there because they have failed to land a job on wallstreet. they expect to see what...
  9. MarkBrown

    50% ?

    it's really not about money management 1st it's about making a profit. then it's about seeing if the risk is acceptable or not and what if anything you can do about it. i have never seen a 50% system that didn't implode after it was leveraged up. it's like flipping a coin when to double up...
  10. MarkBrown

    Back Testing - Optimization - How to Orchestrate

    Wish to open a discussion on the ill fated and well orchestrated ways to back test trading models. To successfully gain an idea which might provide and edge and then translate it into code is daunting enough. The ability to properly back test is very elusive let alone produce an outcome which is...
  11. MarkBrown

    Positive Slippage Ideas

    how to take a negative and make it a positive by breaking from typical accepted theory that you must experience slippage on a trade. say a trader expects to get a fill on his position, he is hoping to get a price that he sees or that his model says he should get. when he gets that fill back...
  12. MarkBrown

    Concept for an Automated Strategy Development Process

    exactly my point why the us has gone to crap. i give a+ why not just what the prof expected you to deliver how original.
  13. MarkBrown

    Am I correct in saying that ET

    yea im denner , lucrum and barron and jack shit as well you paranoid sic fuck.
  14. MarkBrown

    CL Trading Strategy

    actually "HELL NO" lol
  15. MarkBrown

    CL Trading Strategy

    no
  16. MarkBrown

    Am I correct in saying that ET

    nah he posted some drivel shit today about crack heads etc. same ole stuff. NUT CASE!
  17. MarkBrown

    Am I correct in saying that ET

    even the mod (cory) nkhoi < the defender of jack the quack is over at big mikes and soon they will fuck that up - oh also that is where the turd stock777 who i think is cory also. they run this forum in the ground and now are moving on to fuck up another unsuspecting forum. cory has...
  18. MarkBrown

    Ryan Jones Book The Trading Game

    actually ryan that is the way they treat actual real people here on et. they worship a guy named jack who is protected by a mod named cory or otherwise known as nehigh or something stupid like that he is also stock 777 because he trades a 777 tick chart whoopie! i for one appreciate your...
  19. MarkBrown

    CL Trading Strategy

    agreed that model is best with a large portfolio and certainly not for the average trader who is monitoring tight stops etc. its does however outperform aberration which sold for 2500 and touted as one the the best systems around, lol. mark
  20. MarkBrown

    CL Trading Strategy

    i think you could optimize the system without the spikes and it would perform well. better than nothing probably especially considering it's generic in theory. m
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