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RE: Forward Optimization



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Trading Reference Links

Hi Mark,

Your rudeness is noted but thank you for pointing out the erroneous
reference. The proper reference is:
http://www.amazon.com/exec/obidos/ASIN/0471148792.

I am new to this list and am unaware of anything that you have ever
referenced.

Wes

> -----Original Message-----
> From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> Sent: Friday, February 22, 2002 6:19 AM
> To: Omega List
> Subject: Re: Forward Optimization
>
>
> Hello  Wes,
>
> WW> Mark,
>
> WW> Kaufmann also has a must-read chapter on the subject in his book
> WW> "Trading Systems That Work: Building and Evaluating Effective
> WW> Trading Systems" at:
> WW> http://www.amazon.com/exec/obidos/ASIN/007135980X.
>
> btw  your  reference  about Kaufman is wrong above you say Kaufman yet
> give reference and credit to him for Thomas Stridsman's book.
>
> So  that makes me wonder how accurately you are capable of backtesting
> a  system,  which  would  seem  to  be  an even more complex task.
>
> ==plus i was referencing people to kaufman years ago and tell them how
> to use his stuff, where were you?   working at taco bell?
>
>
> 1998
>
> Ok here is the way it works when I catalog something.   These
> were typed by
> my lovely wife directly out of the Perry Kaufman book called
> Smarter Trading
> ..  you will not that there are indicators and systems both the names look
> like this PK is for Perry Kaufman ST is for Smarter Trading 152
> ect. is the
> page number in the book.   I hope you enjoy it!  I have I like
> Perry Kaufman
> and believe he is one of a very few respectable persons in this
> business.  I
> dont believe he sells excellent stuff that works. I believe he sells the
> good stuff thats left over.  I have spent many, many hours reading between
> the lines of his books and have gotten much..
>
> 1999
>
> get out on high equity spikes like when the pk is above the red line shown
> at 30.   each market has an optimal efficiency ratio and you should find
> what works best for you and the market you trade.  I have found these
> indicators to be good for either covering a profitable position or exiting
> multiple contracts when profitable.  I also use them to see where
> the public
> will most likely bail out of an un pleasant and painful loosing trade.
>
> --
>
> Have a Great Day, Mark
>
> http://www.markbrown.com
>