|
PureBytes Links
Trading Reference Links
|
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=iso-8859-1" http-equiv=Content-Type>
<META content="MSHTML 5.00.2314.1000" name=GENERATOR>
<STYLE></STYLE>
</HEAD>
<BODY bgColor=#ffffff>
<DIV><FONT color=#0000ff size=2>Tas was (is?) a dos-based program that would run
rings around MetaStock in System testing (it actually tested across multiple
stocks) and explorations at the time. Martin Moore of Dublin, CA was the
software writer and owner. Used to have a website <A
href="http://www.flexsoft.com";>www.flexsoft.com</A>. Don't know if it's still
there. Warning - it did take some learning to get to know to use the language.
These days a better choice is likely TechniFilter Plus.</FONT></DIV>
<BLOCKQUOTE
style="BORDER-LEFT: #0000ff 2px solid; MARGIN-LEFT: 5px; MARGIN-RIGHT: 0px; PADDING-LEFT: 5px; PADDING-RIGHT: 0px">
<DIV style="FONT: 10pt arial">----- Original Message ----- </DIV>
<DIV
style="BACKGROUND: #e4e4e4; FONT: 10pt arial; font-color: black"><B>From:</B>
Daniel Martinez
</DIV>
<DIV style="FONT: 10pt arial"><B>To:</B> <A
href="mailto:metastock@xxxxxxxxxxxxx";
title=metastock@xxxxxxxxxxxxx>metastock@xxxxxxxxxxxxx</A> </DIV>
<DIV style="FONT: 10pt arial"><B>Sent:</B> Tuesday, August 24, 1999 4:22
PM</DIV>
<DIV style="FONT: 10pt arial"><B>Subject:</B> Re: Off-topic C++</DIV>
<DIV><BR></DIV>Guy, <BR>not sure what you are referencing when you mention +/-
10 or 8 indicator. Do you mean 10 or 8 digits of accuracy? Looked
in MicroSoft's BookShelf 99 for "TAS" and searched the Net but couldn't find
any reference.
<P>It sound like you have been programming stock database routines for some
time. If you don't mind my asking, have you made profits using this type
of programming? It seems like it would take a long time to set up.
<P>Just for your info, that EBAY page you gave is also for the Academic
version. As for me, I'm not sure I want to go beyond the MetaStock/Excel
combo. Maybe later I'll get VC++ or Builder, after I become an expert at
TA. More likely I'll build a tradestation (no pun intended) here with 4
monitors, perhaps L2, and trade short-term moves. Have already decided
on the hardware to use.
<P>Daniel. <BR> <BR>
<P>Guy Tann wrote:
<BLOCKQUOTE TYPE="CITE"><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>My problem is that MetaStock,
while now able to perform all of my calculations, does it with less
precision than other languages. For the most part, everything looks
fine until we get to a +/- 10 indicator in our original calculations.
MS only calculated a value of + or - 8 (two out of the last three
occurrences), which has a material impact on our system. Because of
some of MS' limited computational capabilities, some of us are evaluating
other programming languages.</FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>I'm looking at buying Visual
Studio 6.0 Professional over eBay which will provide me with VB 6.0
Professional as well as Visual FoxPro as well as a bunch of other languages
(C++ being one of them) that I won't use. Since system currently runs
under TAS, MetaStock, Clipper, and Excel, I have to convert it over to a Y2K
compliant environment. I had hoped that MS for Windows would have been
able to handle my requirements.</FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>My old Clipper and TAS programs
are not Y2K compliant and MetaStock doesn't provide me with accurate
calculations. That leaves me with Excel and other languages. I
have everything currently programmed in Excel except the MS File Library
link. </FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>With regards to Borland Builder
Pro v4, you need to make sure that you can use it with the MS Library DLL
that provides you access to Equis'
database. </FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>Walter and I were discussing VB
and VBA which does support the MS DLL. Walter has done a lot of work
with Excel and VBA and has posted a ton of information here in that
regard. I, unfortunately, haven't had time to look at it, but will as
soon as the kid starts back to school. Right now, I've settled on VB,
Excel using VBA or Visual FoxPro(since our Clipper is a xBase system).
I'm trying to figure out how to use Excel with VBA because that will
minimize any coding I have to do. On the other hand, this will limit
systems testing as I won't have all of my intermediate calculations readily
available in the
database.</FONT></FONT></FONT></BLOCKQUOTE></BLOCKQUOTE></SPAN></BODY></HTML>
</x-html>From ???@??? Tue Aug 24 18:43:47 1999
Return-Path: <majordom@xxxxxxxxxxxxxxxxxx>
Received: from listserv.equis.com (listserv.equis.com [204.246.137.2])
by purebytes.com (8.8.7/8.8.7) with ESMTP id SAA18643
for <neal@xxxxxxxxxxxxx>; Tue, 24 Aug 1999 18:29:28 -0700
Received: (from majordom@xxxxxxxxx)
by listserv.equis.com (8.8.7/8.8.7) id JAA06194
for metastock-outgoing; Wed, 25 Aug 1999 09:11:44 -0600
X-Authentication-Warning: listserv.equis.com: majordom set sender to owner-metastock@xxxxxxxxxxxxx using -f
Received: from freeze.metastock.com (freeze.metastock.com [204.246.137.5])
by listserv.equis.com (8.8.7/8.8.7) with ESMTP id JAA06190
for <metastock@xxxxxxxxxxxxxxxxxx>; Wed, 25 Aug 1999 09:11:41 -0600
Received: from basecamp1.netquest.net (netquest.net [204.140.219.1])
by freeze.metastock.com (8.8.5/8.8.5) with ESMTP id TAA03477
for <metastock@xxxxxxxxxxxxx>; Tue, 24 Aug 1999 19:02:06 -0600 (MDT)
Received: from p400 (dsl0037.netquest.net [206.117.109.37]) by basecamp1.netquest.net (8.8.8/8.8.6) with SMTP id RAA05090 for <metastock@xxxxxxxxxxxxx>; Tue, 24 Aug 1999 17:48:32 -0700 (PDT)
From: "Guy Tann" <grt@xxxxxxxxxxxx>
To: <metastock@xxxxxxxxxxxxx>
Subject: RE: Off-topic C++
Date: Tue, 24 Aug 1999 17:48:30 -0700
Message-ID: <002401beee93$8cbdba40$256d75ce@xxxxxxxxxxxx>
MIME-Version: 1.0
Content-Type: multipart/alternative;
boundary="----=_NextPart_000_0025_01BEEE58.E05EE240"
X-Priority: 3 (Normal)
X-MSMail-Priority: Normal
X-Mailer: Microsoft Outlook 8.5, Build 4.71.2377.0
In-Reply-To: <37C30D07.ED582E78@xxxxxxxxxx>
Importance: Normal
X-MimeOLE: Produced By Microsoft MimeOLE V5.00.2615.200
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
Status: O
<x-html><!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
<HTML><HEAD>
<META content="text/html; charset=windows-1252" http-equiv=Content-Type>
<META content="MSHTML 5.00.2614.3500" name=GENERATOR></HEAD>
<BODY>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>An
overly long reply to Dan and I would have sent it off the newsgroup but didn't
have his address...... so my apologizes to the group.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999>Dan</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>I
started trading futures when I was in my teens. My dad has been a trader
for over 60 years now. My first job after graduating from college was with
IBM as a systems engineer, so I recognized the applicability of computers to the
kind of trading we did. I originally programmed our systems in COBOL on a
mainframe in 1963-4. Also used time-sharing and Basic. Moved over to
micros about 1973 I think (before Apple and before IBM got into
PCs).</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>Have
been running on microcomputers ever since.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>Our
systems have constantly evolved over the years. Years ago, before
everybody had a computer, our stuff worked for longer periods of time.
We're just trading the S&P futures now and are using a system that has
worked for the last 15 years, so we feel pretty confident with it.
Unfortunately, we were late getting into money management and were constantly
going broke since we did a lot of reinvesting profits (read that
pyramiding). Even with a system that's 90% right, the way we traded we had
a 100% certainty of going broke.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>Our
system is strictly statistical (mathematical). All home grown over the
last 40 to 50 years. Right now, we're trying to apply money management
techniques to our trading and being a lot more cautious in our approach.
Better to be slow but sure than to take a quick role of the dice and then have
to start over.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>We
have our own indicators that we use and since we don't really use any of the
indicators in MetaStock it's hard to relate what we do, other than to say that
we tie everything back to price action and don't use volumes or open
interest. That's just us, as I know there are a lot of good systems out
there that do use these other inputs.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>With
regard to the number of decimal places we carry, the answer is 4 for the most
part. In certain instances where it doesn't make any sense to carry
decimals, we don't. You recommended copying a MS calculation result over
to Excel. How would you do this? Can I just highlight it in the data
window, do a copy and then a paste into an Excel spreadsheet? I'm going to
have to try to figure this out, but right now feel very uncomfortable being
unable to duplicate my results in 3 other languages. TAS, by the way, is
not a Microsoft language. It's a DOS based language available over the
Internet. Clipper is also DOS based (at least the version I use is) and is
now owned by Computer Associates. I don't know whether they've ever made
the transition over to a Windows environment or not. </SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN class=440451500-25081999>As to
whether it makes money or not, I have to answer yes with a comment. The
system works great. It's the turkeys trading it that lose money. Now
we're doing fairly well, but that's just since we started this money management
stuff. We usually average about 20 to 30% return per month and under our
old trading methodology, in about the 6th to 8th month give it all back and
started over. <G> Now we start with an opening position of
just 25% of our capital and if the trade goes against us, add to our position to
average out our costs. This has worked quite well lately and we have
eliminated using stops. Occasionally, we make a mistake, like my brother
just made, where we have too many contracts because we over bought on the way
down and had to take a loss on some of them (or make a margin call which we try
never to do). Since then, the market has corrected, so we have an even
bigger profit (than the aforementioned loss) on our existing
positions. He just got a little to ambitious.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999>Anyway, that's what we do. Our system is quite
good at picking market tops and bottoms (even though we don't know it at the
time) but lately we're experiencing large drawdowns due to market
volatility. In our last 3 series of trades, we had unusually large
drawdowns, but in all three cases the market turned around and came back to make
a profit. We're currently long, but our Intermediate Signal went bearish
several days ago while our short term signal stayed bullish. We stayed
with the long side and sat out the drop and now the climb. When they both
turn in the same direction, watch out.</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999>Regards</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999>Guy</SPAN></FONT></DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV><FONT color=#0000ff face=Arial size=2><SPAN
class=440451500-25081999></SPAN></FONT> </DIV>
<DIV class=OutlookMessageHeader><FONT face="Times New Roman"
size=2>-----Original Message-----<BR><B>From:</B> owner-metastock@xxxxxxxxxxxxx
[mailto:owner-metastock@xxxxxxxxxxxxx]<B>On Behalf Of</B> Daniel
Martinez<BR><B>Sent:</B> Tuesday, August 24, 1999 2:22 PM<BR><B>To:</B>
metastock@xxxxxxxxxxxxx<BR><B>Subject:</B> Re: Off-topic
C++<BR><BR></FONT></DIV>Guy, <BR>not sure what you are referencing when you
mention +/- 10 or 8 indicator. Do you mean 10 or 8 digits of
accuracy? Looked in MicroSoft's BookShelf 99 for "TAS" and searched the
Net but couldn't find any reference.
<P>It sound like you have been programming stock database routines for some
time. If you don't mind my asking, have you made profits using this type
of programming? It seems like it would take a long time to set up.
<P>Just for your info, that EBAY page you gave is also for the Academic
version. As for me, I'm not sure I want to go beyond the MetaStock/Excel
combo. Maybe later I'll get VC++ or Builder, after I become an expert at
TA. More likely I'll build a tradestation (no pun intended) here with 4
monitors, perhaps L2, and trade short-term moves. Have already decided on
the hardware to use.
<P>Daniel. <BR> <BR>
<P>Guy Tann wrote:
<BLOCKQUOTE TYPE="CITE"><SPAN class=540412402-24081999><FONT face=Arial><FONT
color=#0000ff><FONT size=-1>My problem is that MetaStock, while now able to
perform all of my calculations, does it with less precision than other
languages. For the most part, everything looks fine until we get to a
+/- 10 indicator in our original calculations. MS only calculated a
value of + or - 8 (two out of the last three occurrences), which has a
material impact on our system. Because of some of MS' limited
computational capabilities, some of us are evaluating other programming
languages.</FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>I'm looking at buying Visual
Studio 6.0 Professional over eBay which will provide me with VB 6.0
Professional as well as Visual FoxPro as well as a bunch of other languages
(C++ being one of them) that I won't use. Since system currently runs
under TAS, MetaStock, Clipper, and Excel, I have to convert it over to a Y2K
compliant environment. I had hoped that MS for Windows would have been
able to handle my requirements.</FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>My old Clipper and TAS programs
are not Y2K compliant and MetaStock doesn't provide me with accurate
calculations. That leaves me with Excel and other languages. I
have everything currently programmed in Excel except the MS File Library
link. </FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>With regards to Borland Builder
Pro v4, you need to make sure that you can use it with the MS Library DLL that
provides you access to Equis' database. </FONT></FONT></FONT></SPAN><SPAN
class=540412402-24081999></SPAN><SPAN class=540412402-24081999><FONT
face=Arial><FONT color=#0000ff><FONT size=-1>Walter and I were discussing VB
and VBA which does support the MS DLL. Walter has done a lot of work
with Excel and VBA and has posted a ton of information here in that
regard. I, unfortunately, haven't had time to look at it, but will as
soon as the kid starts back to school. Right now, I've settled on VB,
Excel using VBA or Visual FoxPro(since our Clipper is a xBase system).
I'm trying to figure out how to use Excel with VBA because that will minimize
any coding I have to do. On the other hand, this will limit systems
testing as I won't have all of my intermediate calculations readily available
in the database.</FONT></FONT></FONT></BLOCKQUOTE></SPAN></BODY></HTML>
</x-html>From ???@??? Wed Aug 25 00:23:39 1999
Return-Path: <majordom@xxxxxxxxxxxxxxxxxx>
Received: from listserv.equis.com (listserv.equis.com [204.246.137.2])
by purebytes.com (8.8.7/8.8.7) with ESMTP id AAA22017
for <neal@xxxxxxxxxxxxx>; Wed, 25 Aug 1999 00:07:51 -0700
Received: (from majordom@xxxxxxxxx)
by listserv.equis.com (8.8.7/8.8.7) id OAA07299
for metastock-outgoing; Wed, 25 Aug 1999 14:53:02 -0600
X-Authentication-Warning: listserv.equis.com: majordom set sender to owner-metastock@xxxxxxxxxxxxx using -f
Received: from freeze.metastock.com (freeze.metastock.com [204.246.137.5])
by listserv.equis.com (8.8.7/8.8.7) with ESMTP id OAA07296
for <metastock@xxxxxxxxxxxxxxxxxx>; Wed, 25 Aug 1999 14:52:59 -0600
Received: from mail.rdc2.occa.home.com (imail@xxxxxxxxxxxxxxxxxxxxxx [24.2.8.66])
by freeze.metastock.com (8.8.5/8.8.5) with ESMTP id AAA03677
for <metastock@xxxxxxxxxxxxx>; Wed, 25 Aug 1999 00:43:26 -0600 (MDT)
Received: from home.com ([24.1.147.78]) by mail.rdc2.occa.home.com
(InterMail v4.01.01.00 201-229-111) with ESMTP
id <19990825063004.HGRI7447.mail.rdc2.occa.home.com@xxxxxxxx>
for <metastock@xxxxxxxxxxxxx>; Tue, 24 Aug 1999 23:30:04 -0700
Message-ID: <37C38D9C.C70D2D80@xxxxxxxx>
Date: Tue, 24 Aug 1999 23:30:53 -0700
From: LPetersen <lpetersen1@xxxxxxxx>
Organization: @home network
X-Mailer: Mozilla 4.6 [en] (Win95; I)
X-Accept-Language: en
MIME-Version: 1.0
To: metastock@xxxxxxxxxxxxx
Subject: Re: EOD data reliable and cheap (just stocks)
References: <003f01beee73$6ba9ea60$7301010a@xxxxxxxxxx>
Content-Type: multipart/alternative;
boundary="------------54B3734305B10E71FC33E867"
Sender: owner-metastock@xxxxxxxxxxxxx
Precedence: bulk
Reply-To: metastock@xxxxxxxxxxxxx
Status:
Nicolas, [Image]
You might try Quote Monster, and down load from Yahoo.
The price is right, and you can work up from there.
Larry
http://xmlworks.com/quotemonster/index.html
___________________________________________________
Nicolas Leupold wrote:
> Hi All, I have been subscribed to this group for a while now and found
> comments posted in this list very interesting in most of the
> cases. I'd thank if anyone could help with his/her input regarding the
> issue described above. Does anyone sends a compressed file by mail
> that can load the Metastock rather than login on to the net?
> Automatization tips will be appreciated too. Any other comment for a
> newbie is welcomed. Regards, NicolasBuenos Aires, Argentina.
>
<x-html><!doctype html public "-//w3c//dtd html 4.0 transitional//en">
<html>
<body bgcolor="#FFFFFF">
Nicolas, <img SRC="cid:part1.37C38D9C.53072272@xxxxxxxx"; BORDER=0 height=50 width=67>
<br>You might try Quote Monster, and down load from Yahoo.
<br>The price is right, and you can work up from there.
<br>Larry
<p>http://xmlworks.com/quotemonster/index.html
<br>___________________________________________________
<br>Nicolas Leupold wrote:
<blockquote TYPE=CITE><style></style>
<font size=-1>Hi All,</font> <font size=-1>I
have been subscribed to this group for a while now and found comments posted
in this list very interesting in most of the cases.</font> <font size=-1>I'd
thank if anyone could help with his/her input regarding the issue described
above.</font> <font size=-1>Does anyone sends a compressed file by
mail that can load the Metastock rather than login on to the net? Automatization
tips will be appreciated too.</font> <font size=-1>Any other comment
for a newbie is welcomed.</font> <font size=-1>Regards,</font> <font size=-1>Nicolas</font><font size=-1>Buenos
Aires, Argentina.</font>
<br> </blockquote>
</body>
</html>
</x-html>
Attachment Converted: "c:\eudora\attach\ctempnsmailEJ.gif"
|