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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
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