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  1. MarkBrown

    Running hundreds of trading strategies concurrently

    i have systems running indexes that have options and the stocks in those indexes on daily. several baskets that run different models that are of traders who i follow their methods. some indexes have more than one system running on them but they are few. --- most important ---- then i run...
  2. MarkBrown

    Winning, Losing & BetSize trading the ES

    1.) before my day i want to know not only news reports etc. but i want to know what patterns occurred yesterday. so yesterday was a nr4 and a inside day which told me most likely something was going to blow today. set my mind for a possible trend day.daily data below 2.) i don't tangle with...
  3. MarkBrown

    Winning, Losing & BetSize trading the ES

    es - losing is good for you better to lose some right now than latter so you get some experience. there is nothing like losing to make you think about what you did right and wrong. as many of us have told you sim is always easier because you get the fill but you need to be prepared for when it...
  4. MarkBrown

    Why would the President be my Broker?

    Since the individual investors participating in the account aren't known, there is no way to determine the intents of the investors involved. Read more: Omnibus Account https://www.investopedia.com/terms/o/omnibusaccount.asp#ixzz5N2SzWd3n Follow us: Investopedia on Facebook
  5. MarkBrown

    Why would the President be my Broker?

    thats why you need an omnibus account to buy in one and sell in the other not letting them see both sides of the trade.
  6. MarkBrown

    Winning, Losing & BetSize trading the ES

    ew put aside for now - let me suggest something you will not like but it will be good for you. let's pretend that you will HAVE to go to market orders to get REAL fills on both entry and exit. that means you will burn two ticks for just being in the game. you really need to make two ticks of...
  7. MarkBrown

    Why would the President be my Broker?

    YOU GUYS REMEMBER - CYBERCORP? https://www.cnet.com/news/charles-schwab-buys-cybercorp-cuts-commissions/ i was in their office and they monitored traders accounts and piggy backed the good ones. i saw that first hand with my own eyes. thats why you need an omnibus account to buy in one and...
  8. MarkBrown

    Winning, Losing & BetSize trading the ES

    morning es may i ask - does the dom that you use allow for saving a trade setup? like can you just click buy or sell and then the profit target and stop loss is automatically placed?
  9. MarkBrown

    A stupid system

    specify the index(s)?
  10. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    time in the market equals risk - the more time you are in the market the more risk you have it's a basic money management thing to know. the more time you are in a fighting ring the more likely you will get knocked out. the more times you cross the freeway blindfolded the more likely you...
  11. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    i met simmons and his crew before ren was formed, he and some students were trying to build prediction models from daily close to the next day open. i flew back and reported they were way far behind our research etc. and forgot all about him. years latter a client gave me a brochure that i...
  12. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    and yet there are exceptions look at renaissance. the bigger some get the more they make, it's really got more to do with designing methods that result in positive slippage.
  13. MarkBrown

    Running hundreds of trading strategies concurrently

    i had to get help admittedly to do something on this scale with a platform i have only had for about two years. i am still not all that great with amibroker, i usually rough out my ideas using multicharts. then after i have something solid i will move it over to amibroker. i remember us...
  14. MarkBrown

    How to invest $900K in 2018

    one thing for sure if you don't get into something you will lose money just due to inflation.
  15. MarkBrown

    Running hundreds of trading strategies concurrently

    amibroker is the cat d11 bulldozer of algo platforms. yes to all your questions.
  16. MarkBrown

    Winning, Losing & BetSize trading the ES

    mr. es < > please do not skip over this very important post quoted above< > also congrats for such a successful, honest, non egotistical thread you have gong here.
  17. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    no your good - the op did ignore all sorts of pertinent information other than raw returns so actually i am the one in the weeds cause i was thinking too much as usual. better to dumb this thread down than to confuse with any logical thought. my bad.
  18. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    let's then say a cta that holds for a few days vs a cta that holds for a few months. the cta that holds for a few days with the same return is better than the one who holds for months producing the same return.
  19. MarkBrown

    Asking the right questions

    this list reveals alot of good information for traders trying to get to the source. https://www.cmegroup.com/clearing/financial-and-regulatory-surveillance/clearing-firms.html
  20. MarkBrown

    What are reasons behind the long-drawn draw-downs of CTAs since 2009?

    take car racing for example ford has won many races but when you consider how many races entered vs how many races won, mosler automotive wins. cta performance as a whole does not reflect "time in the market" ------------ previous reply ------------ "time in the market" separates trading...
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