mark brown said he found the holy grail.

Quote from stock777:

Well, I guess shortie can take it as a compliment that you think he's me.

PS Did you major in English, your sentence structure and syntax are quite eloquent.

[/img]
More...

i remember your a very well educated failure, we discussed that in the past but as you have found out you privileged education does not entitle you to make money trading. you can thank yourself and quit blaming others for your failures, you need to get some help as you know. a good test for you would be to refrain from et for a few months and see if you can do that, if not then i think that would be a clear sign that obsessed and in a quagmire of delusion.
 
Quote from shortie:

sorry, i can't tell you. all i can tell you is that it took me a lot of effort and $$ to get where i am now.

the indicators did not work for me either until i tried a deep data mining approach...

now i have the holy grail, and everyone else has sh*t.
More...

Good to hear it, that makes two of us. But since we're the same person, there's only 1 grail.

this mb is a piece of work, ain't he.
 
Quote from stock777:

Good to hear it, that makes two of us. But since we're the same person, there's only 1 grail.

this mb is a piece of work, ain't he.
More...

you know for a long time i figured you were that failure one of the bright brothers. but i don't think even them would be that sic, then i figured you were spydertrader but no way. even he is not as nutty as you have to be a prisoner somewhere right to post as much as you do all dribble and stupid shit like that. are you proud of your post? how have you contributed anything - just wondering?
 
I think you are very generous sharing your approach and thoughts, and that you are probably making good money with a 12%/4% annual, managing OPM if you are able to raise it, but I wouldn't call 12/4 a "holy grail". Look at others managing OPM like Simmons et al.

12/4 would be near the grail if it was monthly not yearly, and with a high size ceiling.

Carry on and Godspeed!.:cool:
 
Quote from MarkBrown:

and so the nugget in living color, the results of the code i posted today showing how robust the model is using different settings. i will continue to build on this and show you what other varieties can accomplish.

again for the non programmers we are simply buying when the advancing issues are above a number else we are selling if not above that number. it's that simple, is everyone with me?
More...
Sounds too good to be true. ;) But I've found that simple is usually better so will be looking into this. Am looking forward to your continued contributions.


in the end you all will be confronted with the fact it's only your fearful mind that keeps you from implementing a strategy that makes money.
More...
Ain't that the truth. Already realized this myself over the course of this year. Realized my ideas were solid, but it was me that kept farking them up.
 
MB certainly had provided more evidence of the edge of his system than other elite dwelling gurus. However, I need to correct him on one point. He stated that all big money only wants no more than 12% returns. While this accurate in regards to pension funds and other institutions. There us sn entire subset of big money individuals, family offices and other professional hedge fund investors who seek edge and big returns. They are willing to take big risk for monster returns so his statement isn't completely accurate.

Surf
 
Mark, impressive work and thanks for sharing all of this. If you still here and not to annoyed by the bs posts to answer a couple of questions:

1) What you are doing seems reasonable, but with so many possible combinations of signal 1 and signal 2 do you decide when to stop? With level and ROC cutoffs over different horizons plus a choice of lag between signal 1 and signal 2 I would worry about just finding something spurious. Plus you could arguably use more transformations than just ROC. Are you using any rules of thumb or specific statistics? Or trying a whole bunch of combinations and looking for robustness after the fact? I see for your last example you just tried 3 and they all worked, I am asking in general.

2) I have seen different model averaging schemes before. Like have several models that predict expected return for the next period and average them, or have buy/sell signals coded as 1's and 0's and create an index. It looks like you are doing an extreme version of this - requiring the signals to be unanimous before you change your position. How did you decide on this, and is there any reason this should work better than averaging?

Thanks!
 
maybe from the below taken from this document i wrote you can understand how the switches interact with trending non-trending and reversal of trades as well as profit taking and levering up contracts. it's quite a piece of code and logic. i will still have to explain what my idea was and i have yet to do that cause im thinking of a simple way to tell it.

http://www.oddballsystems.com/download_code.php?id=28&file=641course5.zip

{ Listed below is the calculation of the non−trending method. A switch sets the value to either 1 for a buy or 1 for a sell. Either the buy or sell can be a value of 1 but neither can be the same value at the same time. }

{ Listed below is the calculation of the trending method. A switch sets the value to either 1 for a buy or 1 for a sell. Either the buy or sell can be a value of 1 but neither can be the same value at the same time. }

{ Listed below is the actual Buy/Sell command it combines the values from the two methods and looks for a total of 2 for a buy or a total of 2 for a sell. Either the buy or sell can be a value of 2 but neither can be the same value at the same time. }

{ This part of the system turns the reversal on by setting the rev input to true. }

{ This part of the system stops and reverses a failed trade to attempt to recover losses. The value of the input can be inserted as a dollar amount. }

{ This is a modification to Perry Kaufman's efficiency ratio from his book Smarter Trading page 140. An oscillator that plots above and below zero has been made out of it and thresholds of upper and lower limits implemented. It's use is when a profitable move is underway and multiple contracts used, it could signal the peak of the price movement to take a profit. It also has other uses, such as when in a loosing trade it can signify when the worst current price movement has moved against you. So if you set tight some relief may come so that you do not exit the position at the worst possible moment. Also if in a drawdown with multiple contracts and the market comes back your way but still is not profitable, it could signal a point when to take off some of the contracts. }


Quote from black diamond:

Mark, impressive work and thanks for sharing all of this. If you still here and not to annoyed by the bs posts to answer a couple of questions:

1) What you are doing seems reasonable, but with so many possible combinations of signal 1 and signal 2 do you decide when to stop? With level and ROC cutoffs over different horizons plus a choice of lag between signal 1 and signal 2 I would worry about just finding something spurious. Plus you could arguably use more transformations than just ROC. Are you using any rules of thumb or specific statistics? Or trying a whole bunch of combinations and looking for robustness after the fact? I see for your last example you just tried 3 and they all worked, I am asking in general.

2) I have seen different model averaging schemes before. Like have several models that predict expected return for the next period and average them, or have buy/sell signals coded as 1's and 0's and create an index. It looks like you are doing an extreme version of this - requiring the signals to be unanimous before you change your position. How did you decide on this, and is there any reason this should work better than averaging?

Thanks!
More...
 
You must log in or register to reply here.
Back
Top