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Was
Mark's system posted to the list? If so could someone send it to me?
ASQ11 or ela.
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<FONT face=Arial color=#0000ff
size=2>Jimmy
<FONT face=Tahoma
size=2>-----Original Message-----From: Research Dept.
[mailto:research@xxxxxxxxxxxxx]Sent: Friday, December 22, 2000
10:10 AMTo: realtraders@xxxxxxxxxxxSubject: Re[2]: [RT]
Re: Mark's not so Oddball SystemHello
BobR,B> If the posted system code is used with TS2k, then it might
require enablingB> the symbol/chart formatting to natural hour bars to
get similar results toB> Mark's.B> With his
software there might be another configuration option. CanB> you
elaborate on that Mark?whatever software you use it should be noted
that (using chicago time)my first reading of
the market is at 9:00am i ignore the first 30minutes of
he market completely, and likewise the last reading is
at3:00pm ignoring the last 15 minutes of the
trading session for thefutures. the nyse advancing
issues of course end at 3:00pm howeverbecause often a signal
will be given on the last reading of the day.this makes
it possible to enter the trade on the futures
becausethere is still 15 minutes left
in the session to get the tradeexecuted.
this makes the historical backtesting very realistic
andthe results obtainable as opposed to
other systems which give unobtainable results.the
software that i developed this system on is a ned davis<A
href="http://www.ndr.com";>http://www.ndr.com product called a
"TECHNALYZER" it cost 100,000.00per year just to lease the software not
including the data feed andcomputers ect. that it takes to run the beast.
(may sound likebragging but i want to convey how well this concept was
tested overmassive amounts of data using equipment not available to the
averageindividual) this software is only in the hands of 6 traders -
thelikes of paul tutor jones ect. much of my research is being done on
acray t-90 <A
href="http://www.cray.com/products/systems/crayt90";>http://www.cray.com/products/systems/crayt90
which isprivately owned. this software is
able to data mine for parametersthat ar user specified. in other
words i tell it that i want a systemresults to have a 50+ percent win
ration and a max drawdown period notto exceed 9 months and a
min p/l trade size of 300.00 and on and on.once it takes me
about a week to program all this the cray kicks outthe results in
about 10 seconds. this would be a the time it takes toanalyzed
something complicated, simple things can be in the blink ofan
eye the thing runs zillions of test. so in summation this
conceptis not just some average run of the mill system -
it was originallydeveloped in 1992 and
i am just releasing it because
recentimprovements have delivered to me a better
method.being like any veteran in the trading business i
too have known thatno one every gives away good systems.
in fact most systems that aresold are over optimized mush that will
fall apart. i wanted to shareand give some of what
i have been overly blessed with and break themold that good
systems don't get sold they get traded. in my
casesince i have never sold a system in my life, being the radical
that iam i choose to give it away. knowing that when you give
you get backin return, this is just
the first of years of research i plan todisclose, i have more than i
could ever use in a lifetime. look at theexcellent work that bob has done
with the concept already and given itaway.disclosure:
i am a professional and a individual
trader who hasaffiliations with various trading
related businesses. i try andmaintain a separation
between my professional business and my personalpassion which
is market research. i trade to finance my research, ido
not trade with making money in mind. i trade
with the idea ofcontinuing my private research, this is what i am
driven to do.B> Thanks,B>
BobR-- Best
regards,Research
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