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AW: Forward Optimization



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Hi Mark Brown.

Besides critizing other members, what was the result of the your
"research"!!! To refresh your memory, here is an extraction of your posting:

+++++++++
What features do you need that  are  seemingly  unobtainable using currently
available software.
What software do you use, are there and references online?  I am doing
some research for a friend who is building a new software product, and
he has the bright idea he needs to include this feature.
+++++++++++

Do you mind sharing your findings with us?

I remember that you were working and selling on your own software (with some
friends). Could you actually let me know where I can find more information
about the software?

Have a nice day.


Volker Knapp
Wealth-Lab Inc.
http://www.wealth-lab.com
http://www.wealth-lab.de

-----Ursprungliche Nachricht-----
Von: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
Gesendet: Freitag, 22. Februar 2002 14:19
An: Omega List
Betreff: 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