I don't really know Mark personally, I've just been lurking in the woods for a long time (in trading terms, an eternity really, very few people last more than two full cycles). I also picked up a lot of valuable insights from him that saved me research hours (thanks Mark). Well I think if you knew the full history of Mark, you would understand why he is no longer sharing any research. He shared a few good systems publicly along with a lot of research findings (not complete systems) and a lot of his ideas and specifically his systems ended up with a SERIOUS following and were mined to death. Frankly the guy could have probably traded some of these for his personal interests and would have had a 5 to 10 year run before having to change. Instead I believe he had a 2-3 year run of which the last year the performance attenuated. He is a systematic trader/researcher, beyond that it doesn't really pay to get hung up on trend following vs. RTM, because it is all about what works rather than pre-conceived notions. At any rate if Mark wanted to discuss this seriously, I'm sure he would, as I believe you will find him in this thread
To go away? Last I heard, he'd lost it all playing the horses. He had a 75 race winning streak, until it was all placed on the #5.
{bla bla bla im in no mood to fight ...} {Optimize# means a parameter number like 1385 etc.} IF Time>= Sess1FirstBarTime and Close of Data2 >"Optimize#" then Buy This Bar else Sell Short This Bar; {ah yes the data (two data streams needed) well speculate as well as position sizing there you have it.} {m}
glad to see you here. still puzzled how come your system is just one page code. what is the performance of your holy-grail system in the last two years?