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Gary, I'm certainly not making 125% a week. I just had a great signal
that I decided to trade with options and it worked out well. It's not
my intent to slam *anyone* for their analyses and systems. There's a
lot that works in TA and even more that doesn't. I consider myself to
be an experienced, knowledgeable *trader* and almost feel an
obligation to point things out. Sometimes I may be a little blunt but
I always mean well unless I'm reacting to what I perceive to be
sarcasm and/or disrespect. But clearly, most people don't want to
hear it so I'll back off. As for sharing code, that's not my style
unless I'm in a *very* tight collegial group. Which was kind of what
I wanted to do with the robustness challenge. I personally think that
leading a group through the trading process from start to finish would
be a greater contribution than simply sharing code, but that's just my
opinion. And if anyone had really thought about it, if the group
couldn't come up with a tradeable system, you think I would have let
the project fail? The last time I committed to something I couldn't
deliver on was over 30 years ago. OK, you guys don't know me *that*
well but I hope I don't come across as someone that flakey. I looked
through my inbox and didn't find an email from you. Thanks for it but
even with one more, there were still way too few to achieve critical
mass.
--- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
<serkhoshian777@xxxx> wrote:
> Mark,
>
> There is no need to be angry about it.
>
> I conceed that if you are making 125% a week, you are Barry Bonds in
the big leagues of trading, and I am Eddie Calvin LaLouche mired with
the Durham Bulls minor league team.
>
> My point simply is slamming everyone for how their analysis and
systems suck, and not offering a shred of code in assistance is not
productive. You are smart enough to know that.
>
> BTW, I did e-mail you privately and on the board about following
along with your practical example weeks ago, but I never heard back.
>
> Respectfully,
> Gary
>
> quanttrader714 <quanttrader714@xxxx> wrote:
> You seem to forget that I volunteered (twice) to lead anyone
> interested through the entire trading process, from robustness
> criteria and robust system development to actual real time, real $
> execution (putting my own money publicly on the line to show the
> concepts work). Has anyone else made that offer? And instead of
> taking me up on it, all I got was a bunch of sarcastic comments from
> you, Fred, Howard and Steve (among others) about "academics" and
> "robustness". Well, guess what? I'm *not* an academic. I'm a
> trader. And even though I'm in a research pause, the one trade I
> closed out last week *netted* me approximately 125% (on the trade
not
> my account). How did you do last week? Did you even trade last
week?
> Give me more ignorant sarcasm, Gary, and I'll be sure to post my
best
> code for you.
>
> --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"
> <serkhoshian777@xxxx> wrote:
> >All the guys espousing these concepts of what is robust and what
is a
> >good system have yet to post one shred of code for us to run to see
> >how they got to their conclusions. Worse yet, they are even less
> >generous with sharing a speck of a trading ideas via code.
> >
> >Until that happens, it is all just talk. At least Steve has the
> >juevos to throw a tradeable idea out here on the board. Remember
the
> >saying, "those who live in glass houses should not throw stones."
> >
> > Respectfully,
> > Gary
> >
> > CedarCreekTrading <kernish@xxxx> wrote:
> > Dave,
> >
> > then I do try it, report results that are less than stellar,
> >
> > For what period, 1929? 2000? 2001? Might as well pick a some
years
> that don't fall within two standard deviations for volatility. How
> has this approach tested since the first day I posted it? I know DT
> tested it and wasn't impressed at the time of it's original
posting.
> Being the great guy that he is...he offered a number of improvements
> to it's structure. Too bad you didn't see the original post. You
> could of traded the StoRSI, on QQQ's,and posted a 26-3 track record
> this year.
> >
> > it's quite another to show some great-looking charts and strongly
> imply that the single indicator shown is profitable in and of
itself,
> >
> > Isn't and hasn't the QQQ/StoRSI been profitable since the day I
> publicly shared the indicator and system? Just because you tested
it
> on a couple of years that had abnormal volatility doesn't really
mean
> much. What's more important: your historic examination of two
> outlying years, or the track record that has been created by the
> system since I supplied the approach?
> >
> > I'd suggest you save your criticism about what works and what
> doesn't work until what works ... stops working. You are suggesting
> that this approach sucks because you can't identify profits in some
> backtesting. Really, give me a break. You keep backtesting for
2001
> and 2002 and I'll keep using this "general" (I no longer use the
term
> robust for anything)timing indicator to supplement my trading ideas
> and I will continue to "teach, talk, and trade".
> >
> > Please, you don't need my help. As I recall, you started this
> tread. Why pursue shit indicators that produce shit results? Move
on
> to other approaches. There are plenty of people on this forum that
> you can learn a lot more from that a street urchin from Detroit. I
> don't have any magic. What I have is nearly 14,000 hours of researh
> since 1996. Of course, a part of that was spent testing worthless
> ideas gleaned for books, seminars and forums.
> >
> > My Holy Grail is an eight-ounce styrofoam cup, with teeth marks
and
> lipstick smears. It's nothing special. OK, I'm going to go back
and
> crawl into my hole.
> >
> > Oh, for those interested: I finally finished my new improved
> webpage. It's free ...as it has been since the beginning. Lot's of
> indicators and very handsome pictures of me and my research
partners.
> >
> > Take care,
> >
> > Steve
> > www.cedarcreektrading.com
> >
> >
> >
> >
> >
> > ----- Original Message -----
> > From: Dave Merrill
> > To: amibroker@xxxxxxxxxxxxxxx
> > Sent: Saturday, November 22, 2003 4:59 AM
> > Subject: RE: [amibroker] Re: any karnish watchers out there? For
> Steve
> >
> >
> > steve, not only do I assume you've done it, but when you speak
about
> it as you have, I assume we'll like what we see if we do it
ourselves
> -- that's why you mentioned it. then I do try it, report results
that
> are less than stellar, and hear, "try this, try that".
> >
> > I don't mean to offend, or discourage teaching or the sharing of
> ideas, not at all. but it's one thing to suggest that an idea might
be
> worth pursuing, in combination with a not-completely-specified set
of
> confirming indicators, stops, entrails, etc.. it's quite another to
> show some great-looking charts and strongly imply that the single
> indicator shown is profitable in and of itself, or with confirmation
> from any old trend indicator you might have lying around.
> >
> > I know I need to do my own homework. I've been doing a great deal
of
> that, don't mind, find it interesting even. I'm just mystified by
the
> vibe that the actual numerical results I get from a system someone
> else suggested aren't that great because of some problem with the
way
> I approach life in general, like some box I haven't thought my way
out
> of (my favorite). it's not the first time this has happened, so
steve,
> don't take my reaction personally.
> >
> > please don't misunderstand, I'm trying to learn, not put anyone
> down, or their ideas. I very much appreciate the offerings from
> everyone here, especially the more experienced traders and system
> designers. I hope people will continue to share their ideas, and
> comment on what gets posted.
> >
> > I also appreciate everyone's putting up with my ignorance, my
> endless attempts to test and verify what gets said, and the periodic
> intrusions of my inner brat, like this one. maybe it falls under the
> category of failing to shut up if I don't have something nice to
say,
> but surely there are others out there wondering the same thing and
not
> saying so out of deference to greater expertise. or maybe not. maybe
> everyone but me takes this ball and runs with it, all the way to the
> bank, while I just continually miss the obvious. either way,
hopefully
> we'll all learn something by talking about it, or at least I will.
> >
> > dave
> > I guess the point is that some, rightly or wrongly, assume you've
> > already done this. If that's the case what kind of results have
> you
> > gotten (CAR, MDD, UI) OOS ? Maybe I'm nuts but to me a
Stochastic
> > RSI, whether it's coupled with a trend indicator or stops of a
> > variety of types etc. is well INSIDE the box.
> >
> > --- In amibroker@xxxxxxxxxxxxxxx, "CedarCreekTrading"
> <kernish@xxxx>
> > wrote:
> > > Dave,
> > >
> > > No problem....I'd suggest that you mix and match stops, trend
> > identifiers and triggers. I not suggesting that you over-optimize
> (a
> > rather tired and elusive topic on this forum), but, please think
> > outside the box. The important point is: there are certain
> momentum
> > oscillators that time you into trend retracements that are very
> > accurate. Pick one.
> > >
> > > Then, decide on some type of trend identification. Only take
> > trades in that direction.
> > >
> > > Then, conjure a stop strategy...to protect your position and
> > pocketbook.
> > >
> > > And finally, use something other than a momentum oscillator to
> time
> > you out. Momentum Oscillators will never capture a good move,
> > running in the direction of the trend, without leaving a lot
> > of "cheese" on the table.
> > >
> > > I think you can see that this is a bit different that just
buying
> > and selling at the trigger levels. The StoRSI has, and will
> always,
> > be a very decent timing device to position you into trend
> > retracements.
> > >
> > > Take care,
> > >
> > > Steve
> >
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