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GEN: Customer Service



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<DIV><EM>This is interesting!&nbsp; Just yesterday I commented on the lack of 
quality customer service at brokerages, vendors, etc.&nbsp; This morning, out of 
the blue, I get a call from my data provider, Quote.com, to see how everything 
is going!&nbsp; No sales tactics, nothing out of the ordinary, just a proactive 
call!&nbsp; Someone is watching me!</EM></DIV>
<DIV><EM></EM>&nbsp;</DIV>
<DIV>&nbsp;</DIV>
<DIV><EM><BR>Gary Kramer<BR></EM></DIV></BODY></HTML>
</x-html>From ???@??? Fri May 28 08:09:06 1999
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This list and others like it are the service providers worst headache ,,,,if
there was a list like this in my now second job Home Building ,,all the
truly terrible subs would be out of business before they came in and wrecked
your job ,budget and customer relationships .
<br>Of course they are watching !
<br>Few and far between are the ones in my business that want to do a good
job for a fair price ....I assume that that is the same in every corner
of business today .
<br>Lets keep it up.
<p>Gary Kramer wrote:
<blockquote TYPE=CITE><style></style>
<i>This is interesting!&nbsp; Just
yesterday I commented on the lack of quality customer service at brokerages,
vendors, etc.&nbsp; This morning, out of the blue, I get a call from my
data provider, Quote.com, to see how everything is going!&nbsp; No sales
tactics, nothing out of the ordinary, just a proactive call!&nbsp; Someone
is watching me!</i>&nbsp;&nbsp;&nbsp;
<br><i>Gary Kramer</i></blockquote>

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</x-html>From ???@??? Fri May 28 08:45:33 1999
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Subject: Martingale code and books
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I got many requests asking for books on martingales.  Therefore, I will 
respond one last time to the entire list about martingales for those 
interested.

John Sweeney's book titled "Maximum Adverse Excursion" talks about 
martingales in a couple of the chapters and gives some sample spreadsheets.  
I talked to John about martingales.  His discussion about martingales in the 
book is rather limited compared to his other "excellent" concepts in the book 
but it is about the best thing that I have seen.  He asked me to keep in 
touch because he was interested in the work I was doing.  Most research in 
this area by mathematicians, that I have seen, is limited to the restrictive 
typical gambling martingale.  If I remember correctly, John only gives a 
couple of ways the martingale can be constructed but try to get the concept 
for how flexible your martingales can be when you read this book.  If you 
think hard enough and are a mathematical wizard, you will probably come up 
with a hundred ideas that are better.  He sounded somewhat biased against 
martingales in his book but seemed to get very excited when I talked to him 
about some things I had done.  I think I purchased my book from Trader's 
Press but you can probably buy it from Amazon.com

I had intended to hire a programmer to code software that would automatically 
write 1000s of different martingale algorithms and test each one over 
hundreds of stocks over 10+ years each.  I realized this was a monumental 
task because I have hired many programmers in my past businesses.  I just 
never seemed to have the time because of other life commitments. However, I 
hacked away at some Excel spreadsheets about 3-4 years ago (with some help 
from a professional VB programmer) and got very excited about the potential 
when you do not limit your thinking to the typical gambling martingale 
concepts in all the books that I have read.  I have successfully traded with 
some ideas that this limited programming created.  However, I have been very 
frustrated because of the potential I have not been able to tap because of 
the absence of the code for historical testing.  I never invest significant 
capital on trading concepts unless I have done adequate backtesting.  I want 
code that will create over 100,000 trades per martingale algorithm on a 
basket of 500 stocks, futures, etc.  I am sure most of you would say that 
this is overkill but that is what I have developed for backtesting "same bet 
size" systems.  I have done this with a "C" program linked to TradeStation 
but I can't develop the code that automatically tests 1000s of martingale 
algorithms with TS.  One idea would be to use TS to create an entry and exit 
system and then export the entry and exit bar dates/time to this program to 
use with each martingale algorithm.  Any ideas on this would be welcomed.

In a few weeks when my personal obligations decrease I would like to have a 
discussion with the mathematical wizards, VB programmers (or C), and traders 
that have used martingales.  At that time I will share the work that I have 
done with martingales.  Perhaps, together, we can create a moneymaker.  Those 
interested that have the above experience, please respond privately and I 
will get back in a couple of weeks when my personal obligations lighten.

Russ