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Harley,
On Thu, 16 Oct 1997 13:52:36, you wrote:
>I did go back to re-read the intent but it was a bit vague (abastract).
thank you for your helpful hints! And sorry for being so "abstract",
this is because I'm not an experienced trader and not very familiar
with the appropriate vocabulary. All I want is to apply my know-how as
a "soft-computing" professional to the DAX (= german main index)
option trading problem.
> But
>based up the subject heading of a trading system/exploration based upon muliple
>securities. You can do this (I hope). Lets say you have 3 securities that you
>want to work with.
In reality, I have about 50 securities (which may also contain e.g.
economical indices) that have to be transferred to Excel and should be
updated there automatically on a daily basis.
>Ole them to Excel. (Special note-don't go hog wild with the number of days
>linked & in the options for MS # of days choose the same # of days to load.
>Let's say 500 when you perform your tests after you are setup). I think with
>OLE you will need to be consistent.
I have to transfer these 50 "securities" for a time period of about 5
years. When I had set-up this via OLE, it worked at the first
beginning, but when I re-openend MS next day, the number of days had
been changed and the link to Excel was broken (i.e. Excel was no
longer updated). Maybe, I can resolve this problem by using
copy&paste for the first e.g. 4 years, reducing the OLE connection to
an one year volume of data.
>Now in Excel you can make whatever computations you need to make in Excel. This
>new computation based on your three secruities we will call "3SecInd".
>Next Ole 3SecInd to MS in a New window in some security. Save it as a chart.
As a result from my calculations I get 12 (twelve) values per day (,
that can be seen as some kind of indices, and I would like to use
these 12 "indices" in MS in a system test (to use MS' system test
capabilities).
>Now with your trading system use the P indicator. SO lets say you have MSFT in
>the chart with your 3SecInd. YOu would compare P to the Close for example.
>
>So by clicking on 3SecInd so the handles are on the indicator before running
>the system test or exploration should do the trick.
As far as I understand MS, I could only address up to 5 "indices"
working along this line, because MS can handle only information from
_one_ security (i.e. O/H/L/C/V/OI minus one for a price to trade on)
in a system test. - Or am I wrong here? Do you see a way to address
all 12 "indices" in _one_ system test?
>I am not sure if this is what you want. But hopefully it will give you some
>ideas.
Yes, you really did it! Thanks a lot! - And, hopefully, you can give
me some further hints, how to deal with 12 "indices" ...?
mfg rudolf stricker
PS: I bought MS because of it's advertise OLE capabilities, but I
never thought, that MS could be so restrictive in the "dimensionality"
of problems to be handle. - Do analysts prefer to think
"one-dimensional"?
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