Re: Commercial trading systems opinions

["Ricardo May" <ricardo_r_may@xxxxxxxxxxx>]

Hi Mark,

Thanks for the information. I did get a copy of Active Trader and have been 
exploring the system. Very interesting - high profit but alas high drawdown 
as well. Trying do see if the drawdown can be reduced without sacrificing 
generality.

By the way you have also made available in the public domain a counter trend 
approach using Kaufman's Efficiency Ratio based approach. How does this 
approach compare performance wise and generality with the above approach 
published in Active Trader?

Thanks,

Ricardo May

PS. Thanks also to James Mills, Sethw2@xxxxxxx, Jeff Gilfillan and VK for 
their views about commercial trading systems.




From: Mark Brown <markbrown@xxxxxxxxxxxxx>
Reply-To: Mark Brown <markbrown@xxxxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Subject: Re: Commercial trading systems opinions
Date: Fri, 23 Apr 2004 03:38:15 -0500

Hello Ricardo,

Buy the May issue of active trader magazine there is a system in there
which has out performed all those systems you have listed and it's
free. not one of those systems has out performed on the same Active
Trader standard portfolio.


RM> Any opinions of the systems based on personal experience? Is there
RM> any value here, any original ideas? Anything better?

RM> Thanks,

RM> Ric



--
Thank You,
Mark Brown
www.markbrown.com