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Hi Mark,
Thanks for your consideration and understanding.
My hope is folks will feel more compelled to share ideas via code if there isn't the atmosphere of pure criticism. It doesn't bother me, but then again from my Army days I'm used to having guys screaming in my face : )
Hopefully down the road, you'll feel compelled to grace us with a few snipits of code here and there, and I'll certainly look forward to that.
Have a great week, and hope you hit another home run.
Warmest,
Garyquanttrader714 <quanttrader714@xxxxxxxxx> wrote:
Gary, I'm certainly not making 125% a week. I just had a great signalthat I decided to trade with options and it worked out well. It's notmy intent to slam *anyone* for their analyses and systems. There's alot that works in TA and even more that doesn't. I consider myself tobe an experienced, knowledgeable *trader* and almost feel anobligation to point things out. Sometimes I may be a little blunt butI always mean well unless I'm reacting to what I perceive to besarcasm and/or disrespect. But clearly, most people don't want tohear it so I'll back off. As for sharing code, that's not my styleunless I'm in a *very* tight collegial group. Which was kind of whatI wanted to do with the robustness challenge. I personally think thatleading a group through the trading process from start to
finish wouldbe a greater contribution than simply sharing code, but that's just myopinion. And if anyone had really thought about it, if the groupcouldn't come up with a tradeable system, you think I would have letthe project fail? The last time I committed to something I couldn'tdeliver 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 lookedthrough my inbox and didn't find an email from you. Thanks for it buteven with one more, there were still way too few to achieve criticalmass.--- 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 inthe big leagues of trading, and I am Eddie Calvin LaLouche mired withthe Durham Bulls minor league
team.> > My point simply is slamming everyone for how their analysis andsystems suck, and not offering a shred of code in assistance is notproductive. You are smart enough to know that.> > BTW, I did e-mail you privately and on the board about followingalong 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 tradenot> my account). How did you do last week? Did you even trade lastweek?> Give me more ignorant sarcasm, Gary, and I'll be sure to post mybest> code for you.> > --- In amibroker@xxxxxxxxxxxxxxx, "Gary A. Serkhoshian"> <serkhoshian777@xxxx> wrote:> >All the guys espousing these concepts of what is robust and whatis 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. Rememberthe> >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 someyears> 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 originalposting. > 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 ofitself,> > > > Isn't and hasn't the QQQ/StoRSI been profitable since the day I> publicly shared the indicator and system? Just because you testedit> on a couple of years that had abnormal volatility doesn't reallymean> 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 for2001> and 2002 and I'll keep using this "general" (I no longer use theterm> 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? Moveon> 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 marksand> lipstick smears. It's nothing special. OK, I'm going
to go backand> 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 researchpartners.> > > > 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 speakabout> it as you have, I assume we'll like what we see if we do
itourselves> -- that's why you mentioned it. then I do try it, report resultsthat> 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 mightbe> worth pursuing, in combination with a not-completely-specified setof> 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 dealof> that, don't mind, find it interesting even. I'm just mystified bythe> vibe that the actual numerical results I get from a system someone> else suggested
aren't that great because of some problem with theway> I approach life in general, like some box I haven't thought my wayout> of (my favorite). it's not the first time this has happened, sosteve,> 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 tosay,> but surely there are others out there
wondering the same thing andnot> 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 aStochastic > > 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 justbuying > > 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> > > > Send BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> > -----------------------------------------> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)> > --------------------------------------------> > Check group FAQ at:> <A
href="">http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms of> Service. > > > > Yahoo! Groups SponsorADVERTISEMENT> > > > Send BUG REPORTS to bugs@xxxx> > Send SUGGESTIONS to suggest@xxxx> > -----------------------------------------> > Post AmiQuote-related messages ONLY to: amiquote@xxxxxxxxxxxxxxx > > (Web page: http://groups.yahoo.com/group/amiquote/messages/)> > --------------------------------------------> > Check group FAQ at:> http://groups.yahoo.com/group/amibroker/files/groupfaq.html > > > > Your use of Yahoo! Groups is subject to the Yahoo! Terms
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