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PLEASE REMOVE MY NAME FROM SUBSCRIPTION LIST mngwest@xxxxxxx au
----- Original Message -----
From: metastock-digest <owner-metastock-digest@xxxxxxxxxxxxxxxxxx>
To: <metastock-digest@xxxxxxxxxxxxxxxxxx>
Sent: Monday, 10 January 2000 21:36
Subject: metastock-digest V1 #821
>
> metastock-digest Monday, January 10 2000 Volume 01 : Number
821
>
>
>
>
> ----------------------------------------------------------------------
>
> Date: Sat, 8 Jan 2000 09:43:08 -0600
> From: lissen@xxxxxxx
> Subject: Re: MetaStock 7.0 EOD version
>
> Al:
>
> In all fairness to Equis, few software shops are able to meet their
> projected shipping dates. This is true of large shops like Microsoft and
> smaller shops like Equis (no criticism intended). The available methods
of
> managing software projects seem to be ignored by most software shops.
> While most of these methods were developed for mainframe projects, they
are
> equally applicable to desktop projects. Using these methods seems to as
> much a state of mind as anything else.
>
> Lionel Issen
> lissen@xxxxxxxxx
>
>
> - ----- Original Message -----
> From: "Al Taglavore" <altag@xxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, January 08, 2000 12:42 AM
> Subject: Re: MetaStock 7.0 EOD version
>
>
> > Equis said it would be available the end of '99. Could this be a Y2K
> > problem, and they meant 2099?
> >
> > Al
> >
> > ----------
> > > From: Nicholas Kormanik <nkormanik@xxxxxxxxxx>
> > > To: metastock@xxxxxxxxxxxxx
> > > Subject: MetaStock 7.0 EOD version
> > > Date: Friday, January 07, 2000 3:58 PM
> > >
> > >
> > > Any word on availability??? I thought Equis said it would be
available
> > the
> > > end of 1999?
> > >
> > > Good grief!
> > >
> > > Nicholas
> > >
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 10:15:22 -0800
> From: "John Kosar" <jk@xxxxxxxxxxxxx>
> Subject: Need Custom Indicator Help
>
> I posed this question to the list the other day but I'm not sure if the
> email made it, so I'm trying again.
>
> Can anyone help me with the proper "language" to construct a custom
> indicator that will plot the difference between the answers of 2
subtraction
> problems? I have MS 6.52.
>
> Here's an example of what I want to do:
>
> The difference between (O-H) and (L-C)
>
> where the answer to the problem within each parenthesis could be a
positive
> or negative number.
>
> Suppose (O-H) and (L-C)
> was (5-9) and (6-4)
> which would be (-4) and (2)
> the difference between them would be 6. This is what I'm trying to plot.
>
> The plotted figure could never be less than zero, which would only be if
> both values within the parenthesis were the same.
>
> Can anyone help me with this?
>
> Thanks.
>
> John
> jk@xxxxxxxxxxxxx
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 10:46:52 -0600
> From: "Adam Hefner" <vonhef@xxxxxxxxxxxx>
> Subject: Re: Need Custom Indicator Help
>
> John,
> Hope this will help you:
>
> Adam Hefner
> - ------------------------------------------
> name= John Kosar
>
> Oh:=OPEN-HIGH;
> Lc:=LOW-CLOSE;
>
> Abs(Oh-Lc);
>
> - ------------------------------------------
>
> - ----- Original Message -----
> From: John Kosar <jk@xxxxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxxxxxxx>
> Sent: Saturday, January 08, 2000 12:15 PM
> Subject: Need Custom Indicator Help
>
>
> > I posed this question to the list the other day but I'm not sure if the
> > email made it, so I'm trying again.
> >
> > Can anyone help me with the proper "language" to construct a custom
> > indicator that will plot the difference between the answers of 2
> subtraction
> > problems? I have MS 6.52.
> >
> > Here's an example of what I want to do:
> >
> > The difference between (O-H) and (L-C)
> >
> > where the answer to the problem within each parenthesis could be a
> positive
> > or negative number.
> >
> > Suppose (O-H) and (L-C)
> > was (5-9) and (6-4)
> > which would be (-4) and (2)
> > the difference between them would be 6. This is what I'm trying to plot.
> >
> > The plotted figure could never be less than zero, which would only be if
> > both values within the parenthesis were the same.
> >
> > Can anyone help me with this?
> >
> > Thanks.
> >
> > John
> > jk@xxxxxxxxxxxxx
> >
> >
> >
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 13:01:33 -0500 (EST)
> From: <ug@xxxxxxxxxxxx>
> Subject: Re: Need Custom Indicator Help
>
> John Kosar writes:
>
> > The difference between (O-H) and (L-C)
>
> What you want is the absolute value of (o-h) - (l-c).
>
> abs((o - h) - (l - c))
>
> Algebraically, this is the same as abs(o - h - l + c) if you want to
> go that route.
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 19:23:01 +0100
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> > Unfortunately, my system tests in Excel incidently switch the clock of
the computer
>
> No comprendo, bitte enlighten si sich.
>
> - -Your PC -main- clock can only be accessed via your BIOS software on
start up
> (the CMos settings software, eg the Computer Management operating
system)
> and this clock is usualy stored in a chip (most will have it "baked" in
a chip itself)
> on the motherboard, and it runs on the on the motherboard build (tiny
round flat) battery.
>
> - -Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> via the Window's RUN box(Win Prompt) and via the Window's VDOS box(VDOS
Prompt).
> It gets its information from the real PC clock(above), and presents this
as though it is
> the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop (eg
thus in Windows).
>
> - -Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> TIME commands.
>
> Excel doesn't get mentioned here, because it is only getting "information"
from Windows
> and its Window's clock, eg it cannot directly access the Windows clock,
let alone your
> PC clock, let alone your PC's BIOS.
> It is "read only" information given by Windows.
>
> Shuss,
> Ton Maas
> ms-irb@xxxxxxxxxxxxxxxx
> Dismiss the ".nospam" bit (including the dot) when replying and
> note the new address change. Also for my Homepage
> http://home.planet.nl/~anthmaas
>
>
> - ----- Original Message -----
> From: rudolf stricker <lists@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: zaterdag 8 januari 2000 10:22
> Subject: Re: how to improve generalization in system optimization
>
>
> > On Thu, 6 Jan 2000 13:03:15 EST, you wrote:
> >
> > >where are you getting your data from for options trading system ?
> >
> > I use index data together with their market volatility, please see my
> > posting above.
> >
> > >and are you using a purchased program?
> >
> > Yes, I preferably use MS Excel ...B-)... (beside of some
> > post-processing in MetaStock).
> >
> > mfg rudolf stricker
> >
> > PS: A question for Excel experts: Unfortunately, my system tests in
> > Excel incidently switch the clock of the computer where the test is
> > running to the "actual day" of the out-of-sample back-testing day. -
> > Strange behavior ...B-((... - Any hint, where I should look at to
> > avoid this boring "feature"?
> > | Disclaimer: The views of this user are strictly his own.
> >
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 14:04:58 -0500 (EST)
> From: <ug@xxxxxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> A.J. Maas writes:
>
> > -Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> > via the Window's RUN box(Win Prompt) and via the Window's VDOS
box(VDOS Prompt).
> > It gets its information from the real PC clock(above), and presents
this as though it is
> > the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop (eg
thus in Windows).
> >
> > -Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> > TIME commands.
>
>
> I'm not sure I understand the difference here, but when I issue a
> "date" or "time" command at a command prompt, the clock on the taskbar
> changes to match.
>
> Is that what you meant by the Windows VDOS box?
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 11:12:24 -0800
> From: "daryl roberts" <darylroberts@xxxxxxxxxxxxx>
> Subject: RE: MetaStock 7.0 EOD version
>
> I was told Thursday that 7.0 EOD release is being held by edict from
grandpa
> Reuters in the executive board room. Possible waiver for 7.0 of their
> across the board hold on new releases may result in release by 2/1/00.
> dr
>
> - -----Original Message-----
> From: owner-metastock@xxxxxxxxxxxxx
> [mailto:owner-metastock@xxxxxxxxxxxxx]On Behalf Of lissen@xxxxxxx
> Sent: Saturday, January 08, 2000 7:43 AM
> To: metastock@xxxxxxxxxxxxx
> Subject: Re: MetaStock 7.0 EOD version
>
>
> Al:
>
> In all fairness to Equis, few software shops are able to meet their
> projected shipping dates. This is true of large shops like Microsoft and
> smaller shops like Equis (no criticism intended). The available methods
of
> managing software projects seem to be ignored by most software shops.
> While most of these methods were developed for mainframe projects, they
are
> equally applicable to desktop projects. Using these methods seems to as
> much a state of mind as anything else.
>
> Lionel Issen
> lissen@xxxxxxxxx
>
>
> - ----- Original Message -----
> From: "Al Taglavore" <altag@xxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, January 08, 2000 12:42 AM
> Subject: Re: MetaStock 7.0 EOD version
>
>
> > Equis said it would be available the end of '99. Could this be a Y2K
> > problem, and they meant 2099?
> >
> > Al
> >
> > ----------
> > > From: Nicholas Kormanik <nkormanik@xxxxxxxxxx>
> > > To: metastock@xxxxxxxxxxxxx
> > > Subject: MetaStock 7.0 EOD version
> > > Date: Friday, January 07, 2000 3:58 PM
> > >
> > >
> > > Any word on availability??? I thought Equis said it would be
available
> > the
> > > end of 1999?
> > >
> > > Good grief!
> > >
> > > Nicholas
> > >
>
> ------------------------------
>
> Date: Sat, 08 Jan 2000 21:19:08 GMT
> From: lists@xxxxxxxxxxx (rudolf stricker)
> Subject: Re: how to improve generalization in system optimization
>
> Thank you for jumping in!
>
> On Sat, 8 Jan 2000 19:23:01 +0100, you wrote:
>
> >-Your PC -main- clock can only be accessed via your BIOS software on
start up
> > (the CMos settings software, eg the Computer Management operating
system)
> > and this clock is usualy stored in a chip (most will have it "baked" in
a chip itself)
> > on the motherboard, and it runs on the on the motherboard build (tiny
round flat) battery.
>
> As a typical (stupid) Windows user, I have to admit that I didn't
> make a difference between all those clocks. What I'm talking about is
> what I see, and that seemingly is the Windows clock:
>
> >-Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> > via the Window's RUN box(Win Prompt) and via the Window's VDOS box(VDOS
Prompt).
> > It gets its information from the real PC clock(above), and presents
this as though it is
> > the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop (eg
thus in Windows).
> >
> >-Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> > TIME commands.
>
> Can you please tell me, what DOS could be? ...B-))...
>
> >Excel doesn't get mentioned here, because it is only getting
"information" from Windows
> >and its Window's clock, eg it cannot directly access the Windows clock,
let alone your
> >PC clock, let alone your PC's BIOS.
> >It is "read only" information given by Windows.
>
> That imo is the way it _should_ work, but it's not in accordance to
> reality.
>
> Again and again my system tests in Excel make changes to the Windows
> clock. To be more precise: Changes to the _date_ are made in
> accordance to the date of the system test when my Excel/VB procedures
> step through an out-of-sample back-test. The time-of-day is untouched.
>
> It may be unbelievable, but this effect shows up at least on two
> computers (Win NT and Win98) and two versions of Excel (97 and 2000).
>
> mfg rudolf stricker
> | Disclaimer: The views of this user are strictly his own.
>
> ------------------------------
>
> Date: Sat, 08 Jan 2000 16:51:12 -0500
> From: Michel Dussault <mdussault@xxxxxxxxxxxx>
> Subject: Fw: PC QUOTE: now working!!!!!
>
> This is a multi-part message in MIME format.
>
> - --Boundary_(ID_MlAhMANxLTN/azljOBp9tA)
> Content-type: MULTIPART/ALTERNATIVE;
BOUNDARY="Boundary_(ID_EL0po9oFmnAPiLyaiI5A5Q)"
>
>
> - --Boundary_(ID_EL0po9oFmnAPiLyaiI5A5Q)
> Content-type: text/plain; charset=iso-8859-1
> Content-transfer-encoding: quoted-printable
>
> List,
>
> Perhaps this private mail can be uselfull to those using PCQuote =
> intraday live charting.
> When I changed the Window98settings in order for Metastock to display =
> 2000-01-01 in the title barI was unable to start PCQuote....
>
>
> - ----- Original Message -----=20
> From: Michel Dussault=20
> To: Ryan Thomas ; Flatherty K. Blaine=20
> Sent: Saturday, January 08, 2000 4:24 PM
> Subject: PC QUOTE: now working!!!!!
>
>
> BUT,
>
> Don't change your regional date settings to support "yyyymmdd" and leave =
> it to "yymmdd"
>
> or else PCQuote wont work!!!!.
>
> I have been going crazy over this with PCQuote and my expert programmer.
> We even reinstalled WIN98 as per PCQuote's suggestion
> before going back and changing this modification I did (99-12-31)in the =
> regional short date style setting to enable my charts being dated as for =
> example: 2000-01-07.
> So now I will settle with 00-01-07 :) until=20
>
> I will keep you posted on PCQuote's answer
>
>
> MD
>
> - --Boundary_(ID_EL0po9oFmnAPiLyaiI5A5Q)
> Content-type: text/html; charset=iso-8859-1
> Content-transfer-encoding: quoted-printable
>
> <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
> <HTML><HEAD>
> <META content=3D"text/html; charset=3Diso-8859-1" =
> http-equiv=3DContent-Type>
> <META content=3D"MSHTML 5.00.2614.3500" name=3DGENERATOR>
> <STYLE></STYLE>
> </HEAD>
> <BODY bgColor=3D#ffffff>
> <DIV><FONT size=3D2>List,</FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>Perhaps this private mail can be uselfull to those =
> using=20
> PCQuote intraday live charting.</FONT></DIV>
> <DIV><FONT size=3D2>When I changed the Window98settings in order for =
> Metastock to=20
> display <STRONG><U>2000</U>-01-01 </STRONG>in the title barI was unable =
> to start=20
> PCQuote....</FONT></DIV>
> <DIV> </DIV>
> <DIV> </DIV>
> <DIV style=3D"FONT: 10pt arial">----- Original Message -----=20
> <DIV style=3D"BACKGROUND: #e4e4e4; font-color: black"><B>From:</B> <A=20
> href=3D"mailto:mdussault@xxxxxxxxxxxx"; =
> title=3Dmdussault@xxxxxxxxxxxx>Michel=20
> Dussault</A> </DIV>
> <DIV><B>To:</B> <A href=3D"mailto:charts@xxxxxxxxxxxxx"=20
> title=3Dcharts@xxxxxxxxxxxxx>Ryan Thomas</A> ; <A=20
> href=3D"mailto:pplayer@xxxxxxxxxxxxxxxxxx"=20
> title=3Dpplayer@xxxxxxxxxxxxxxxxxx>Flatherty K. Blaine</A> </DIV>
> <DIV><B>Sent:</B> Saturday, January 08, 2000 4:24 PM</DIV>
> <DIV><B>Subject:</B> PC QUOTE: now working!!!!!</DIV></DIV>
> <DIV><BR></DIV>
> <DIV><FONT size=3D2>BUT,</FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT color=3D#ff0000 size=3D4><STRONG><U>Don't change your =
> regional date=20
> settings to support "yyyymmdd" and leave it to=20
> "yymmdd"</U></STRONG></FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>or else PCQuote wont work!!!!.</FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>I have been going crazy over this with PCQuote and =
> my expert=20
> programmer.</FONT></DIV>
> <DIV><FONT size=3D2>We even reinstalled WIN98 as per PCQuote's=20
> suggestion</FONT></DIV>
> <DIV><FONT size=3D2>before going back and changing this modification I =
> did=20
> (99-12-31)in the regional short date style setting to enable my charts =
> being=20
> dated as for example: 2000-01-07.</FONT></DIV>
> <DIV><FONT size=3D2>So now I will settle with 00-01-07 :) =
> until=20
> </FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>I will keep you posted on PCQuote's =
> answer</FONT></DIV>
> <DIV> </DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>MD</FONT></DIV></BODY></HTML>
>
> - --Boundary_(ID_EL0po9oFmnAPiLyaiI5A5Q)--
>
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> - --Boundary_(ID_MlAhMANxLTN/azljOBp9tA)--
>
> ------------------------------
>
> Date: Sat, 8 Jan 2000 18:49:49 EST
> From: Arsk0jn@xxxxxxx
> Subject: Re: Need Custom Indicator Help
>
> Hi John,
> Maybe your problem is your math logic. At least that's what it looks like
> from your example. The (L-C) can never be positive (i.e. +2 as your
example
> states) as C>=L. So why not make it (C-L) and add this to (H-O)? Since
> (H-O)>=0, the answer is always >=0 i.e. 2+4=6. If this isn't what you're
> trying to do give us a better example and we'll try again to answer your
> question.
> Regards,
> Joe Nemecek
>
> ------------------------------
>
> Date: Sat, 08 Jan 2000 20:03:27 +0100
> From: Alain Jossart <Alain.Jossart@xxxxxxxxxx>
> Subject: Re: Quotes conversion
>
> Al,
>
> According to my own Year2000 data experience :
>
> a) there was no Year2000 problem at all with Quote Plus Virtual,
>
> b) there was apparently no serious Year2000 problem with the Metastock
> Output program run either MANUALLY (Start/Program/Quote Plus/Metastock
> Output) or by Quote Plus SCANS (ProcessMS command). The only annoying was
> the Equis Metastock/Downloader Open Directory dialogs showing 1900 instead
> of 2000, but, as I said, the historical price data was correct = ready for
> Metastock use. This 1900 "cosmetic" stuff was corrected by the first QP
patch.
>
> c) there were serious Year2000 problems with the Metastock directories
> auto-update (READ "AUTO") run by Quote Plus Downloader. The DoSplit (87)
or
> 10h exception errors at least. This was not completely repaired by the
> first QP patch. Get the latest one (see Gary Lyben instructions on Quote
> Plus site or Quote Plus e-mail list). The occurence of this problem has
> most probably put the Metastock database in a questionable state (clean
> rebuild by Metastock Output Tool might a good idea).
>
> d) The latest patch "requires that your current qp_meta.exe program be
> dated 8-18-1999 or greater" [GL]. Your 6/21/99 build is too old, please
> request a new CD from Quote Plus (Janene <janene@xxxxxxxxxxxxxxx>).
>
> e) All the above has never damaged your Quote Plus database. Only
Metastock
> data are in question by c)
>
> Alain
>
> At 12:22 7/1/2000 -0600, Al Taglavore wrote:
> >Alain and others:
> >
> >I have followed the posts on this Quotes Plus to MetaStock data
conversion
> >thread, and feel that I am missing some thing. I have QP ver 2.1 with a
> >6/21/99 build date for the qp_meta.exe file and if I am having a problem,
I
> >am not aware of the problem. My data is handled with my new ver 6.52
> >MetaStock program just as it was with ver 5.11. My charts are correct
and
> >the data shows correctly on the datapane in the Downloader.
> >
> >Please enlighten my as to what problem I should be having.
> >
> >Thanks,
> >
> >Al Taglavore
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 14:05:03 +0100
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> see below
>
> Regards,
> Ton Maas
> ms-irb@xxxxxxxxxxxxxxxx
> Dismiss the ".nospam" bit (including the dot) when replying and
> note the new address change. Also for my Homepage
> http://home.planet.nl/~anthmaas
>
>
> - ----- Original Message -----
> From: UG
> To: Metastock-List <metastock@xxxxxxxxxxxxx>
> Sent: zaterdag 8 januari 2000 20:04
> Subject: Re: how to improve generalization in system optimization
>
>
> > A.J. Maas writes:
> >
> > > -Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> > > via the Window's RUN box(Win Prompt) and via the Window's VDOS
box(VDOS Prompt).
> > > It gets its information from the real PC clock(above), and presents
this as though it is
> > > the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop
(eg thus in Windows).
> > >
> > > -Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> > > TIME commands.
>
> The latest available DOS commander Command.com was the 6.22 version.
> The v6.22 of Command.com isn't constructed in a way that it can be run
within
> the Win9.x environments.
>
> Its successor is the Windows VDOS commander Command.com version 7.0.
> This v7.0 of the Command.com can be used:
> 1.- by PC at start up, to boot directly to DOS
> (the DOS's ">" DOS prompt, see below).
> 2.- by Windows commander Win.com to execute RUN commands
> (the Windows' RUNbox "blanc" RUN command line).
> 3.- by Windows commander Win.com's multiple VDOSbox boxes
> (the Windows' MS-DOS prompt ">", see below).
>
> All this can be achieved since the 7.0 version of Command.com for base is
build up
> with most of the older -now discontinued- single DOS v6.22 operating
system commands.
>
> Another difference between both versions of the Command.com is that some
functions
> from the 6.22 version are not available in the 7.0 version, and some new
functions were
> added.
>
> > I'm not sure I understand the difference here, but when I issue a
> > "date" or "time" command at a command prompt, the clock on the taskbar
> > changes to match.
>
> Issueing the DATE or TIME command at a command prompt
>
> a. Running DOS and at command prompt, will envoke the DOS commander (base
functions
> of the Command.com)
> (that's build-in in the DOSv7.0 program in Windows 9.x, an integrated
subprogram).
>
> b. Running Windows and in the RUNbox, will envoke the Windows
commander(Win.com), which
> on its turn will envoke the Windows VDOS commander (build-in in the
Command.com)
>
> c. Running Windows and in the MS-DOS promptbox, will envoke the Windows
VDOS commander
> (build-in in the Command.com) since Win.com already has actived the
DOSbox.
>
> Since the multi-usable commander Command.com is build-in in Windows'
Win9.x operating
> system, than having a separte DOS version of Command.com (single usable
for true DOS only)
> on disk is not required.
>
> >
> > Is that what you meant by the Windows VDOS box?
> >
>
> Window's VDOS is only a simulated (Virtual) DOS machine (thus not a real
DOS machine)
> that is only to be run within the Windows environment (the Windows
operating system).
> Therefore too, you can have as many (simulated) DOS machines running (eg
windows open, a
> standard feature of Windows), limited to as many windows(instances) as
your PC MEM at
> that time can handle.
> Thus meaning too that you can open as many VDOSbox boxes as you like, and
advanced,
> work with all machines (boxes) simulantainously at the same time
> (like having 10+ PC's in your room) .
>
> DOS on the other hand was a single one(1) machine operating system. In the
old days, when
> you started your PC (and DOS was installed), you would than
"automatically" arrive at the
> single lined Dos prompt, eg
>
> >
> C:>
> A:>
> (C if you were pointing to your hard disk drive and A to your floppy disk
drive)
>
> More instances of the DOS prompt (eg having more machines running) could
not be
> achieved, eg it (DOS) was a one command lined very limited operating
system.
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 11:58:31 +0100
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> - -I forgot to mention that the Windows clock can also be accessed
> through right clicking.
> - -The Dos clock is not visable to user, eg it can only be "accessed"
> via the common DOS commands run from the DOS prompt.
>
> Please provide more information. Please be more precise and precise in
detail.
> Describe better all your actions, program details and file details.
>
> for example the following:
>
> 1. "my system tests in Excel"
> Ok so you run Excel, and in Excel you have Excel run your "system test".
> 1a. What do you mean by a "system test" ?
> 1b. Is this a worksheet, a workbook, a macro?
> 1c. Or are your actions envoked in Windows and only calling on the Excel
program
> when it is needed in your test?
> 1d. Who originated/wrote your test?
> 1e. What are his/hers programming skills?
> etc.etc.
>
> 2. "Changes to the _date_ are made in accordance to the date of the system
test"
> What do you mean by "to the_date_" ?
> 2a. Is that to a date function in a spreadsheet's cell ?
> 2b. Is your script at that same time still in Excel/VBA?
> 2c Is your script at that same time back in
Windows/WinScript/VB/VBScript?
> 2d. Is that envoked within an Excel script(macro), where this than will be
running in
> Excel's Visual Basic for Aplications(VBA) mode (VBA in Excel is
Excel dependant) ?
> 2e. Is that envoked in Visual Basic (VB) (VB is a stand alone program) ?
> 2f . Is that envoked in a Windows script (WinScript) (ScriptIt is a stand
alone program) ?
> 2g. Is that envoked in a Visual Basic Script (VBScript) (VBScript is stand
alone) ?
> etc. etc.
>
> 3. "my Excel/VB procedures"
> Now what exactly are you running and what is running simulantainously?
> 3a. VB calling on the Excel-program
> 3b. VBA working in Excel
> 3c. VBA working in Excel and calling on Windows?
> etc. etc.
>
> 4. "step through an out-of-sample"
> 4a. what do you mean by "out-of-sample"?
> 4b. what are these steps? in what program executed?
> 4c. what is active and what is not active, eg programs, windows, scripts?
> etc.etc.
>
> 5. "back-test"
> 5a. what are you back testing? Data cells in Excel or a stand alone system
> that makes use of data in Excel cells?
> 5b. what program(s) do you use for this?
> 5c. is that also using the DDE and/or OLE functionalities of
> Windows and/or Excel and/or other program(s) ?
>
> 6. "The time-of-day is untouched"
> If the time is untouched, than what commands are send to the clock
> and by whom and from where/which script?(see above questions)
>
> Regards,
> Ton Maas
> ms-irb@xxxxxxxxxxxxxxxx
> Dismiss the ".nospam" bit (including the dot) when replying and
> note the new address change. Also for my Homepage
> http://home.planet.nl/~anthmaas
>
>
> - ----- Original Message -----
> From: rudolf stricker <lists@xxxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: zaterdag 8 januari 2000 22:19
> Subject: Re: how to improve generalization in system optimization
>
>
> >
> > Thank you for jumping in!
> >
> > On Sat, 8 Jan 2000 19:23:01 +0100, you wrote:
> >
> > >-Your PC -main- clock can only be accessed via your BIOS software on
start up
> > > (the CMos settings software, eg the Computer Management operating
system)
> > > and this clock is usualy stored in a chip (most will have it "baked"
in a chip itself)
> > > on the motherboard, and it runs on the on the motherboard build (tiny
round flat) battery.
> >
> > As a typical (stupid) Windows user, I have to admit that I didn't
> > make a difference between all those clocks. What I'm talking about is
> > what I see, and that seemingly is the Windows clock:
> >
> > >-Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> > > via the Window's RUN box(Win Prompt) and via the Window's VDOS
box(VDOS Prompt).
> > > It gets its information from the real PC clock(above), and presents
this as though it is
> > > the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop
(eg thus in Windows).
> > >
> > >-Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> > > TIME commands.
> >
> > Can you please tell me, what DOS could be? ...B-))...
> >
> > >Excel doesn't get mentioned here, because it is only getting
"information" from Windows
> > >and its Window's clock, eg it cannot directly access the Windows clock,
let alone your
> > >PC clock, let alone your PC's BIOS.
> > >It is "read only" information given by Windows.
> >
> > That imo is the way it _should_ work, but it's not in accordance to
> > reality.
> >
> > Again and again my system tests in Excel make changes to the Windows
> > clock. To be more precise: Changes to the _date_ are made in
> > accordance to the date of the system test when my Excel/VB procedures
> > step through an out-of-sample back-test. The time-of-day is untouched.
> >
> > It may be unbelievable, but this effect shows up at least on two
> > computers (Win NT and Win98) and two versions of Excel (97 and 2000).
> >
> > mfg rudolf stricker
> > | Disclaimer: The views of this user are strictly his own.
> >
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 08:10:28 -0600
> From: lissen@xxxxxxx
> Subject: Re: Quotes conversion
>
> Alain:
>
> How do I activate the "clean rebuild by Metastock Output Tool"?
> I have some folders that were converted from FastTrack and are not
> questionable.
>
> Lionel Issen
> lissen@xxxxxxxxx
> - ----- Original Message -----
> From: "Alain Jossart" <Alain.Jossart@xxxxxxxxxx>
> To: <metastock@xxxxxxxxxxxxx>
> Sent: Saturday, January 08, 2000 1:03 PM
> Subject: Re: Quotes conversion
>
>
> >
> > Al,
> >
> > According to my own Year2000 data experience :
> >
> > a) there was no Year2000 problem at all with Quote Plus Virtual,
> >
> > b) there was apparently no serious Year2000 problem with the Metastock
> > Output program run either MANUALLY (Start/Program/Quote Plus/Metastock
> > Output) or by Quote Plus SCANS (ProcessMS command). The only annoying
was
> > the Equis Metastock/Downloader Open Directory dialogs showing 1900
> instead
> > of 2000, but, as I said, the historical price data was correct = ready
> for
> > Metastock use. This 1900 "cosmetic" stuff was corrected by the first QP
> patch.
> >
> > c) there were serious Year2000 problems with the Metastock directories
> > auto-update (READ "AUTO") run by Quote Plus Downloader. The DoSplit (87)
> or
> > 10h exception errors at least. This was not completely repaired by the
> > first QP patch. Get the latest one (see Gary Lyben instructions on Quote
> > Plus site or Quote Plus e-mail list). The occurence of this problem has
> > most probably put the Metastock database in a questionable state (clean
> > rebuild by Metastock Output Tool might a good idea).
> >
> > d) The latest patch "requires that your current qp_meta.exe program be
> > dated 8-18-1999 or greater" [GL]. Your 6/21/99 build is too old, please
> > request a new CD from Quote Plus (Janene <janene@xxxxxxxxxxxxxxx>).
> >
> > e) All the above has never damaged your Quote Plus database. Only
> Metastock
> > data are in question by c)
> >
> > Alain
> >
> > At 12:22 7/1/2000 -0600, Al Taglavore wrote:
> > >Alain and others:
> > >
> > >I have followed the posts on this Quotes Plus to MetaStock data
> conversion
> > >thread, and feel that I am missing some thing. I have QP ver 2.1 with
a
> > >6/21/99 build date for the qp_meta.exe file and if I am having a
> problem, I
> > >am not aware of the problem. My data is handled with my new ver 6.52
> > >MetaStock program just as it was with ver 5.11. My charts are correct
> and
> > >the data shows correctly on the datapane in the Downloader.
> > >
> > >Please enlighten my as to what problem I should be having.
> > >
> > >Thanks,
> > >
> > >Al Taglavore
> >
> >
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 17:48:27 +0100
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> Subject: Fw: how to improve generalization in system optimization
>
> Next up I am asuming your "system test" to be a VBA macro
> or at least includes a macro for use in Excel. From the below
> description of VB's DATE data type youcan see what and what
> actions you can perform and what for consequences/impact
> just an simple Excel macro can have on one's computer.
>
> Rest asured that not exchanging the physical worksheets/workbooks
> will prefent any accidents/virusses to enter your PC or be spread
> around the globe. Eg exchange the code alone, please!
>
> ============================================
> Now, tho you are in Excel, one of its additional features is the
> build-in VBA program.
>
> VBA is much like VB (+ some added features).
>
> The basics of VB is to perform tasks. One of the tasks can be
> to "Work with Dates and Times". The DATE data type makes it
> easy to work with dates and times. Dates are double precission
> numbers. The whole part of the number represents the date, and
> the fractional part represents the time.
> For example, the following code displays tomorrow's date:
>
> MsgBox "Tomorrow is " & DateValue(Now + 1)
>
> Similarly, the following code sets the system clock back one hour:
>
> Time = Timevalue(Now - 1/24)
>
> Visual Basic provides a number of functions and statements for
> working with dates and times, as (partly) shown in table below.
>
> At the moment there are 3
> "Date and Time Functions and Statements" categories:
> Current
> Date manipulation
> Time manipulation
>
> In the category "Current" you will find 4 functions/commands, eg:
>
> Category Function or Statement Task
> - ------------- ------------------------------ -------
> Current Date Sets or returns the
system date
> Now Returns the
current date and time
> Time Sets or
returns the system time
> Timer Returns the
number of seconds since
> midnight
(used for timing processes)
>
> The other categories "Date manipulation" and "Time manipulation"
> will only "return" values (like the above "Now").
>
> Any VB compatible program, f.i. VBA in Excel, can then retrieve and use
> these values, eg they can than be used for "further molding and
manipulating"
> to fit your needs and for example be Pasted in the Worksheets Cells.
> ===========================================
>
> Excerpts from the book:
>
> Using Excel Visual Basic
> for applications Second Edition (Special Edition)
>
> by Jeff Webb (formely Senior member of the BASIC team at Microsoft and
> now running Wombat Technology, Seattle, WA)
>
> Publisher : QUE Corp.
> ISBN : 0-7897-0269-x
>
> I am sure you will find the electronic version of the book very intresting
> http://www.informit.com/product/078970269X/
> (thanks to Daniel Martinez for the "publishers" hangout link)
>
> If you have any questions on VBA for Excel, you can go to this newsgroup
> news://msnews.microsoft.com/microsoft.public.excel.programming
>
>
> Regards,
> Ton Maas
> ms-irb@xxxxxxxxxxxxxxxx
> Dismiss the ".nospam" bit (including the dot) when replying and
> note the new address change. Also for my Homepage
> http://home.planet.nl/~anthmaas
>
>
> - ----- Original Message -----
> From: A.J. Maas
> To: <metastock@xxxxxxxxxxxxx>
> Sent: zondag 9 januari 2000 11:58
> Subject: Re: how to improve generalization in system optimization
>
>
> > -I forgot to mention that the Windows clock can also be accessed
> > through right clicking.
> > -The Dos clock is not visable to user, eg it can only be "accessed"
> > via the common DOS commands run from the DOS prompt.
> >
> > Please provide more information. Please be more precise and precise in
detail.
> > Describe better all your actions, program details and file details.
> >
> - ---------snip------------------
>
> ------------------------------
>
> Date: Sun, 09 Jan 2000 12:18:38 -0500
> From: Vitaly Larichev <vitaly@xxxxxxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> Rudolf,
>
> Some years ago I had a similar problem. After I ran DOS code, my Windows
clock
> showed much delayed time: as if during DOS run it almost stopped. Delays
were
> significant - 15-20 min depending how long and how many times DOS box had
been run.
> As a result, I had to set the Windows time anew each time that was very
frustrating.
> No change of date as far as I remember, but my DOS code didn't handle
dates per se.
> By then my computer was on warranty, so I started to torture a technical
support
> (at Quantex). As it turned out (very slowly and after talking with many
technicians),
> the problem was with Power Management of Win 3.11 (by that time). A
technician
> walked me through reinstallation of PM software and probably made a few
changes
> in BIOS CMOS Setup. It made a trick!
>
> This is all I can recall.
>
> Good luck.
>
> Vitaly
>
>
>
>
>
>
> rudolf stricker wrote:
>
> > Thank you for jumping in!
> >
> > On Sat, 8 Jan 2000 19:23:01 +0100, you wrote:
> >
> > >-Your PC -main- clock can only be accessed via your BIOS software on
start up
> > > (the CMos settings software, eg the Computer Management operating
system)
> > > and this clock is usualy stored in a chip (most will have it "baked"
in a chip itself)
> > > on the motherboard, and it runs on the on the motherboard build (tiny
round flat) battery.
> >
> > As a typical (stupid) Windows user, I have to admit that I didn't
> > make a difference between all those clocks. What I'm talking about is
> > what I see, and that seemingly is the Windows clock:
> >
> > >-Your Windows clock (protected mode) can be accessed via the Window's
Control Panel,
> > > via the Window's RUN box(Win Prompt) and via the Window's VDOS
box(VDOS Prompt).
> > > It gets its information from the real PC clock(above), and presents
this as though it is
> > > the PC clock(eg a VPC clock, a virtual clock), now on your DeskTop
(eg thus in Windows).
> > >
> > >-Your DOS clock (real mode) can be accesed via the DOS prompt, eg with
the DATE and
> > > TIME commands.
> >
> > Can you please tell me, what DOS could be? ...B-))...
> >
> > >Excel doesn't get mentioned here, because it is only getting
"information" from Windows
> > >and its Window's clock, eg it cannot directly access the Windows clock,
let alone your
> > >PC clock, let alone your PC's BIOS.
> > >It is "read only" information given by Windows.
> >
> > That imo is the way it _should_ work, but it's not in accordance to
> > reality.
> >
> > Again and again my system tests in Excel make changes to the Windows
> > clock. To be more precise: Changes to the _date_ are made in
> > accordance to the date of the system test when my Excel/VB procedures
> > step through an out-of-sample back-test. The time-of-day is untouched.
> >
> > It may be unbelievable, but this effect shows up at least on two
> > computers (Win NT and Win98) and two versions of Excel (97 and 2000).
> >
> > mfg rudolf stricker
> > | Disclaimer: The views of this user are strictly his own.
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 11:08:13 -0700
> From: "Nicholas Kormanik" <nkormanik@xxxxxxxxxx>
> Subject: Faster Explorations....
>
> I discovered why my explorations were taking so long. In the Explorer
> Options, the 'Load Minimum Records' option was **not** checked. Instead I
> had the 'Load [5000] Records' option checked.
>
> Do any of you, for some good reason, advocate using the 'Load [XXXX]
> Records' option?
>
> Incidentally, I sent in a check for the program earlier mentioned here,
> vRamDir, and got it from the author a few days ago. After experimenting,
> I'm left with the impression that vRamDir probably is **not** a panacea
for
> faster explorations --- each file of stock price data still must be
> individually read, and is not subsequently re-read, thus bringing it into
> cache in real time serves no purpose. One would have to copy all data
files
> to RAM **before hand** in order for the cache to make a difference.
>
> One additional note: reading over the benefits of Windows 2000, it seems
> that it will make quite a difference to our explorations speed, from
several
> different enhancements. Have any of you folks thought about this?
>
> Thanks for your advice.
>
> Nicholas
>
> ------------------------------
>
> Date: Sun, 9 Jan 2000 11:05:14 -0800
> From: "Joseph Ehardt" <jehardt@xxxxxxxxxxxxxx>
> Subject: Re: Faster Explorations....
>
> This is a multi-part message in MIME format.
>
> - ------=_NextPart_000_005C_01BF5A91.67BC1380
> Content-Type: text/plain;
> charset="Windows-1252"
> Content-Transfer-Encoding: quoted-printable
>
> One very good reason for using the LOAD XXXX RECORDS option is if your =
> want your study confined to only those records of a particular period. =
> For example, I find that there are about 253 trading days in a calendar =
> year. In certain kinds of explorations I will load 254 records (the =
> previous 253 days plus the current day) to do certain kinds of analysis. =
> I do this because I found that the HHV function (e.g., =
> REF(HHV(HIGH,253),-1) would reject any equity (or whatever is being =
> studied) if there were not the requisite number of bars and I did not =
> want any rejections if an equity did not have at least 254 price bars. =
> For one, some mergers can foil such explorations. Recent IPOs also will =
> be eliminated, which I did not want. Given 254 days, instead I ask for =
> REF(HIGHEST(HIGH),-1), which is yesterday's highest high since the first =
> date loaded.
>
> Overall I think it pays to think about the time span that is being =
> loaded for a given exploration. Excessive loading only slows the =
> exploration, but one must be sure that one loads enough to satisfy your =
> wishes. My 400 MHz Pentium II scans the entire S&P 500 in 25 seconds for =
> a yearly analysis.
>
> Joe
> -----Original Message-----
> From: Nicholas Kormanik <nkormanik@xxxxxxxxxx>
> To: metastock@xxxxxxxxxxxxx <metastock@xxxxxxxxxxxxx>
> Date: Sunday, January 09, 2000 10:23 AM
> Subject: Faster Explorations....
>
>
> I discovered why my explorations were taking so long. In the Explorer
> Options, the 'Load Minimum Records' option was **not** checked. =
> Instead I
> had the 'Load [5000] Records' option checked.
>
> Do any of you, for some good reason, advocate using the 'Load [XXXX]
> Records' option?
>
> Incidentally, I sent in a check for the program earlier mentioned =
> here,
> vRamDir, and got it from the author a few days ago. After =
> experimenting,
> I'm left with the impression that vRamDir probably is **not** a =
> panacea for
> faster explorations --- each file of stock price data still must be
> individually read, and is not subsequently re-read, thus bringing it =
> into
> cache in real time serves no purpose. One would have to copy all data =
> files
> to RAM **before hand** in order for the cache to make a difference.
>
> One additional note: reading over the benefits of Windows 2000, it =
> seems
> that it will make quite a difference to our explorations speed, from =
> several
> different enhancements. Have any of you folks thought about this?
>
> Thanks for your advice.
>
> Nicholas
>
>
>
> - ------=_NextPart_000_005C_01BF5A91.67BC1380
> Content-Type: text/html;
> charset="Windows-1252"
> Content-Transfer-Encoding: quoted-printable
>
> <!DOCTYPE HTML PUBLIC "-//W3C//DTD HTML 4.0 Transitional//EN">
> <HTML><HEAD>
> <META content=3D"text/html; charset=3Dwindows-1252" =
> http-equiv=3DContent-Type>
> <META content=3D"MSHTML 5.00.2314.1000" name=3DGENERATOR></HEAD>
> <BODY bgColor=3D#d8d0c8>
> <DIV><FONT size=3D2>One very good reason for using the LOAD XXXX RECORDS =
> option is=20
> if your want your study confined to only those records of a particular =
> period.=20
> For example, I find that there are about 253 trading days in a calendar =
> year. In=20
> certain kinds of explorations I will load 254 records (the previous 253 =
> days=20
> plus the current day) to do certain kinds of analysis. I do this because =
> I found=20
> that the HHV function (e.g., REF(HHV(HIGH,253),-1) would reject any =
> equity (or=20
> whatever is being studied) if there were not the requisite number of =
> bars and I=20
> did not want any rejections if an equity did not have at least 254 price =
> bars.=20
> For one, some mergers can foil such explorations. Recent IPOs also will =
> be=20
> eliminated, which I did not want. Given 254 days, instead I ask for=20
> REF(HIGHEST(HIGH),-1), which is yesterday's highest high since the first =
> date=20
> loaded.</FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>Overall I think it pays to think about the time span =
> that is=20
> being loaded for a given exploration. Excessive loading only slows the=20
> exploration, but one must be sure that one loads enough to satisfy your =
> wishes.=20
> My 400 MHz Pentium II scans the entire S&P 500 in 25 seconds for a =
> yearly=20
> analysis.</FONT></DIV>
> <DIV> </DIV>
> <DIV><FONT size=3D2>Joe</FONT></DIV>
> <BLOCKQUOTE=20
> style=3D"BORDER-LEFT: #000000 2px solid; MARGIN-LEFT: 5px; PADDING-LEFT: =
> 5px">
> <DIV><FONT face=3DArial size=3D2><B>-----Original =
> Message-----</B><BR><B>From:=20
> </B>Nicholas Kormanik <<A=20
> =
> href=3D"mailto:nkormanik@xxxxxxxxxx";>nkormanik@xxxxxxxxxx</A>><BR><B>T=
> o:=20
> </B><A =
> href=3D"mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>=20
> <<A=20
> =
> href=3D"mailto:metastock@xxxxxxxxxxxxx";>metastock@xxxxxxxxxxxxx</A>><B=
> R><B>Date:=20
> </B>Sunday, January 09, 2000 10:23 AM<BR><B>Subject: </B>Faster=20
> Explorations....<BR><BR></DIV></FONT>I discovered why my explorations =
> were=20
> taking so long. In the Explorer<BR>Options, the 'Load Minimum =
> Records'=20
> option was **not** checked. Instead I<BR>had the 'Load [5000] =
> Records'=20
> option checked.<BR><BR>Do any of you, for some good reason, advocate =
> using the=20
> 'Load [XXXX]<BR>Records' option?<BR><BR>Incidentally, I sent in a =
> check for=20
> the program earlier mentioned here,<BR>vRamDir, and got it from the =
> author a=20
> few days ago. After experimenting,<BR>I'm left with the =
> impression that=20
> vRamDir probably is **not** a panacea for<BR>faster explorations --- =
> each file=20
> of stock price data still must be<BR>individually read, and is not=20
> subsequently re-read, thus bringing it into<BR>cache in real time =
> serves no=20
> purpose. One would have to copy all data files<BR>to RAM =
> **before hand**=20
> in order for the cache to make a difference.<BR><BR>One additional =
> note: =20
> reading over the benefits of Windows 2000, it seems<BR>that it will =
> make quite=20
> a difference to our explorations speed, from several<BR>different=20
> enhancements. Have any of you folks thought about =
> this?<BR><BR>Thanks=20
> for your advice.<BR><BR>Nicholas<BR><BR></BLOCKQUOTE></BODY></HTML>
>
> - ------=_NextPart_000_005C_01BF5A91.67BC1380--
>
> ------------------------------
>
> Date: Fri, 29 Jan 1999 20:23:31 GMT
> From: lists@xxxxxxxxxxx (rudolf stricker)
> Subject: Re: how to improve generalization in system optimization
>
> Hi Ton Maas,
>
> thank you for your comments on my Excel / Windows / date problem.
>
> On Sun, 9 Jan 2000 11:58:31 +0100, you wrote:
>
> >Please provide more information. Please be more precise and precise in
detail.
> >Describe better all your actions, program details and file details.
>
> Its not easy to do this for my "trading system", but I'll try it:
>
> There are about 7 *.xls files ("Workbooks"?)
>
> The 1st (io.xls) provides the input data (dax etc from 1964 up to now)
> and collects the results.
> Besides of this, io.xls contains a bunch of VB routines
> ("subroutines") that can do several things, see below.
>
> The 2nd to 5th (cl/pl/cs/ps.xls) are very similar and contain "trading
> systems" and "system optimization capabilities" for options
> (calls/long, puts/long, calls/short, puts/short).
> Results from these trading systems are collected in io.xls
>
> Any of the 4 trading systems has the following functions:
> a) a parametric generator of in/out signals, primarily based on some
> kind of ROC (with continuous number of days) based on 5 parameters.
> b) a rating system using the in/out signals from a) based on
> parameters like profit, number of winning/loosing trades, amount of
> wins/losses, shape of the loss distribution, etc.
> c) a "generator" and a "memory" for several sets of the 5 parameters
> from a), both working like a kind of "genetic algorithm" in
> combination with the VB routines from io.xls to find optimal parameter
> sets.
>
> The 6th (graf.xls) provides several graphic capabilities to show the
> results from io.xls and also several details from cl...ps.xls.
> The 7th (cvs.xls) finally collects several results from all other
> *.xls to prepare *.csv files to be used as input in MetaStock for some
> kinds of post-processing.
>
> Some additional remarks on the functions of the "trading system":
>
> a)"Recaclulate":
> For a given date and a given (optimized) parameter set the *.xls files
> can be recalculated to show the results (in/ot signals, amount of
> profit, trades in the past, loss distribution, etc.)
>
> b) "Optimize":
> Driven by a VB routine, the "best" parameter sets can be searched by
> genetic optimization for a given date, using several "Recalculate"
> steps.
>
> c) "Time-step":
> Also driven by a VB routine, the "Optimize" function can be calculated
> for a sequence of weeks (defined by the appropriate dates). This can
> be used for out-of-sample testing, where e.g. "Optimize" is run for
> every Friday and the resulting system (parameter set) is used to
> "predict" in/out signals for the next week.
>
> BTW: To this "generalization" problem my original questions were
> directed:
>
> >What is a "good generalization result" for a trading system? Is it for
> >instance a good result to get an out-of-sample profit which is about
> >50% of the profit from system optimization?
> >
> >Are there other important techniques (beside of periodical
> >re-optimization and weighting along time) to improve generalization
> >capabilities of a system? - Where should I look at? - What should I
> >try?
> >
> >Is there also a risk for overdoing the adaptive refinement and / or
> >the weighting along time? - What could be seen as a relevant criterion
> >to find the right measure, e.g. for the "update frequency" and the
> >ratio of maximum / minimum weight?
> >
> And again: Any helpful hint is welcome!
>
> To give some inputs to your detail questions:
>
> >1. "my system tests in Excel"
> >Ok so you run Excel, and in Excel you have Excel run your "system test".
> >1a. What do you mean by a "system test" ?
>
> Nearly the same thing like a system test in MetaStock: Select a set of
> parameters, run the signal generator & the rating model, analyze the
> results.
>
> >1b. Is this a worksheet, a workbook, a macro?
>
> Don't know, if my explanations above should be more precise ... : My
> trading system consists of seven workbooks, one includes a VB module
> with several subroutines.
>
> >1c. Or are your actions envoked in Windows and only calling on the Excel
program
> > when it is needed in your test?
>
> No action in Windows, just starting the basic VB routine that handles
> the different Excel workbooks.
>
> >1d. Who originated/wrote your test?
>
> Should I provide his/her name here? It's rudolf stricker.
>
> >1e. What are his/hers programming skills?
>
> About 30 years experience in programming in several languages, from
> Algol to VB.
>
> >2. "Changes to the _date_ are made in accordance to the date of the
system test"
> >What do you mean by "to the_date_" ?
>
> The date of the Windows clock is set to the date of the "optimize"
> step (see above) when the "time-step" VB subroutine walks through time
> to run an out-of-sample test e.g. for 1999.
>
> >2a. Is that to a date function in a spreadsheet's cell ?
>
> ?? I use several cells with dates in all those *.xls files to assign
> the data (dax, etc.) to their appropriate date. Dates are also used
> e.g. in the "time-step" routine to define a time interval and to
> control the stepping process. Also some Excel-based date functions are
> used for this
>
> >2b. Is your script at that same time still in Excel/VBA?
> >2c Is your script at that same time back in
Windows/WinScript/VB/VBScript?
> >2d. Is that envoked within an Excel script(macro), where this than will
be running in
> > Excel's Visual Basic for Aplications(VBA) mode (VBA in Excel is
Excel dependant) ?
> >2e. Is that envoked in Visual Basic (VB) (VB is a stand alone program) ?
> >2f . Is that envoked in a Windows script (WinScript) (ScriptIt is a stand
alone program) ?
> >2g. Is that envoked in a Visual Basic Script (VBScript) (VBScript is
stand alone) ?
>
> There is no other "control language" than the VB routines (= module
> with subroutines in io.xls) which handle the seven *.xls workbooks.
> The VB routines are setup by some amount of macro recording in
> combination with some explicit VB programming. There is no additional
> stand alone VB programming, so seemingly all VBs in my posting should
> be changed to VBA to follow your wording.
>
> >3. "my Excel/VB procedures"
> >Now what exactly are you running and what is running simulantainously?
> >3a. VB calling on the Excel-program
> >3b. VBA working in Excel
> >3c. VBA working in Excel and calling on Windows?
>
> 3b is correct, I think: VBA subroutines run some Excel sheets from
> different workbooks.
>
> >4. "step through an out-of-sample"
> >4a. what do you mean by "out-of-sample"?
> >4b. what are these steps? in what program executed?
> >4c. what is active and what is not active, eg programs, windows, scripts?
>
> Should be more clearly now: A VBA routine ("Time-step" runs (the
> "optimize" subroutine) through some loops, where the counter
> represents a date to cover a time frame, e.g. 1999.
>
> This testing is "out-of-sample", because the trading system for a
> given date is optimized using _past_ data and used for trading e.g.
> for the next week. This way, the "generalization" capability of the
> trading system is tested, see my appropriate questions.
>
> >5. "back-test"
> >5a. what are you back testing? Data cells in Excel or a stand alone
system
> > that makes use of data in Excel cells?
> >5b. what program(s) do you use for this?
> >5c. is that also using the DDE and/or OLE functionalities of
> > Windows and/or Excel and/or other program(s) ?
>
> There is always the same answers: Some VBA subroutines in io.xls run
> several Excel sheets in different workbooks. That's all. No other
> programs, no other DDE/OLE functionality (explicitly programmed).
>
> >6. "The time-of-day is untouched"
> >If the time is untouched, than what commands are send to the clock
> >and by whom and from where/which script?(see above questions)
>
> I don't know, which commands are sent to the Windows (or other) clock.
> Exactly this was & is my question, because I'm wondering, where the
> date is changed and who did it.
>
> The boring effect is, that the _date_ of the Windows clock is changed
> to the same date, which is run by the "time-step" VBA routine, when
> driving the "optimize" routine through a given interval, e.g. 1999.
> The _time of day_ (e.g. 20.58h) is untouched.
>
> Finally:
>
> It is not my expectation to make yo analyze my complete "trading
> system" down to any detail, because this would be clearly impossible,
> even if I would post the complete system (about 50 megs of data) here.
> I'm just interested to get some helpful idea, where I should look at
> to find the source of this faulty behaviors of the Windows clock in
> context to my Excel task.
>
> But still my top-rating questions are related to the "generalization
> problem":
>
> >What is a "good generalization result" for a trading system? Is it for
> >instance a good result to get an out-of-sample profit which is about
> >50% of the profit from system optimization?
> >
> >Are there other important techniques (beside of periodical
> >re-optimization and weighting along time) to improve generalization
> >capabilities of a system? - Where should I look at? - What should I
> >try?
> >
> >Is there also a risk for overdoing the adaptive refinement and / or
> >the weighting along time? - What could be seen as a relevant criterion
> >to find the right measure, e.g. for the "update frequency" and the
> >ratio of maximum / minimum weight?
>
> Any helpful hints?
>
> mfg rudolf stricker
> | Disclaimer: The views of this user are strictly his own.
>
> ------------------------------
>
> Date: Mon, 10 Jan 2000 01:54:45 +0100
> From: "A.J. Maas" <anthmaas@xxxxxxxxx>
> Subject: Re: how to improve generalization in system optimization
>
> A correction here.
>
> - ----------------------------------------------------------------
> For example, the following code displays tomorrow's date:
>
> MsgBox "Tomorrow is " & DateValue(Now + 1)
>
> Similarly, the following code sets the system clock back one hour:
>
> Time = Timevalue(Now - 1/24)
> - -----------------------------------------------------------------
>
> This should now read as:
>
> For example, the following code displays tomorrow's date:
>
> MsgBox "Tomorrow is " & Date + 1
>
> The following code sets the system clock back one hour:
>
> Time = Time - 1 / 24
>
> - -----------------------------------------------------------------
> Like the first
> Time =
> "insruction", eg thus not the second
> Time
> "function", the
> DateValue()
> "function" and the
> TimeValue()
> "function" are not to be used (anymore) in or within other "fuctions", eg
> like in the MsgBox "function".
>
> The (first,wrong) book example given, must have worked at that time
> the book was published and is based on an older version of VB(4.0).
> Since I have (silly) also bought that book version, I will have to
transform
> some more of the code to 6.0.
> A bummer (and not, since this can also be VB-educative), but at least the
> code seams to have shrunk with newer versions.
> Besides the fact that it is a cute book (eg it reads easy), it gets one
quickly
> aquinted with the many features of Excel, and VB and VBA, eg and at least
> this version is Office9x compatible.
> It is also a fat rich book(860+ p.), fully explaining the basics of VB,
the
> basics of VBA and the basics of the Excel program. From all three also
> the advanced features
> Also detailed are the basics of 'VB' and 'VBA' working with Windows and
> its API environment features (OLE etc.).
>
> Regards,
> Ton Maas
> ms-irb@xxxxxxxxxxxxxxxx
> Dismiss the ".nospam" bit (including the dot) when replying and
> note the new address change. Also for my Homepage
> http://home.planet.nl/~anthmaas
>
> "Excel documentation often refers to procedures as macros. The two terms
> mean the same thing: procedures (sub .......... end sub), though macro
often
> also refers to Excel 4.0 macros."
>
> ==================================================
>
>
> - ----- Original Message -----
> From: A.J. Maas <anthmaas@xxxxxxxxx>
> To: Metastock-List <metastock@xxxxxxxxxxxxx>
> Sent: zondag 9 januari 2000 17:48
> Subject: Fw: how to improve generalization in system optimization
>
>
> > Next up I am asuming your "system test" to be a VBA macro
> > or at least includes a macro for use in Excel. From the below
> > description of VB's DATE data type youcan see what and what
> > actions you can perform and what for consequences/impact
>
> =======snip=============
>
> ------------------------------
>
> Date: Mon, 10 Jan 2000 07:13:19 +0100
> From: Alain Jossart <Alain.Jossart@xxxxxxxxxx>
> Subject: Re: Quotes conversion
>
> I meant :
>
> a) Check you QP_Meta version and update it with latest patch as
appropriate
> (see Quote Plus info)
>
> b) Delete the suspect Metastock directories
>
> c) Run Quote Plus 2.1 Metastock Output
>
> d) Use command : "Output a list of symbols to a single directory" or "to
> multiple directories" depending on your preferred Metastock database
> organization. This will complete a "clean rebuild".
>
> Alain
>
> At 08:10 9/1/2000 -0600, lissen@xxxxxxx wrote:
> >Alain:
> >
> >How do I activate the "clean rebuild by Metastock Output Tool"?
> >I have some folders that were converted from FastTrack and are not
> >questionable.
> >
> >Lionel Issen
> >lissen@xxxxxxxxx
> >----- Original Message -----
> >From: "Alain Jossart" <Alain.Jossart@xxxxxxxxxx>
> >To: <metastock@xxxxxxxxxxxxx>
> >Sent: Saturday, January 08, 2000 1:03 PM
> >Subject: Re: Quotes conversion
> >
> >
> > >
> > > Al,
> > >
> > > According to my own Year2000 data experience :
> > >
> > > a) there was no Year2000 problem at all with Quote Plus Virtual,
> > >
> > > b) there was apparently no serious Year2000 problem with the Metastock
> > > Output program run either MANUALLY (Start/Program/Quote Plus/Metastock
> > > Output) or by Quote Plus SCANS (ProcessMS command). The only annoying
was
> > > the Equis Metastock/Downloader Open Directory dialogs showing 1900
> >instead
> > > of 2000, but, as I said, the historical price data was correct = ready
> >for
> > > Metastock use. This 1900 "cosmetic" stuff was corrected by the first
QP
> >patch.
> > >
> > > c) there were serious Year2000 problems with the Metastock directories
> > > auto-update (READ "AUTO") run by Quote Plus Downloader. The DoSplit
(87)
> >or
> > > 10h exception errors at least. This was not completely repaired by the
> > > first QP patch. Get the latest one (see Gary Lyben instructions on
Quote
> > > Plus site or Quote Plus e-mail list). The occurence of this problem
has
> > > most probably put the Metastock database in a questionable state
(clean
> > > rebuild by Metastock Output Tool might a good idea).
> > >
> > > d) The latest patch "requires that your current qp_meta.exe program be
> > > dated 8-18-1999 or greater" [GL]. Your 6/21/99 build is too old,
please
> > > request a new CD from Quote Plus (Janene <janene@xxxxxxxxxxxxxxx>).
> > >
> > > e) All the above has never damaged your Quote Plus database. Only
> >Metastock
> > > data are in question by c)
> > >
> > > Alain
> > >
> > > At 12:22 7/1/2000 -0600, Al Taglavore wrote:
> > > >Alain and others:
> > > >
> > > >I have followed the posts on this Quotes Plus to MetaStock data
> >conversion
> > > >thread, and feel that I am missing some thing. I have QP ver 2.1
with a
> > > >6/21/99 build date for the qp_meta.exe file and if I am having a
> >problem, I
> > > >am not aware of the problem. My data is handled with my new ver 6.52
> > > >MetaStock program just as it was with ver 5.11. My charts are
correct
> >and
> > > >the data shows correctly on the datapane in the Downloader.
> > > >
> > > >Please enlighten my as to what problem I should be having.
> > > >
> > > >Thanks,
> > > >
> > > >Al Taglavore
> > >
> > >
> >
>
> ------------------------------
>
> Date: Mon, 10 Jan 2000 06:37:56 -0500
> From: jim <anncora@xxxxxxxxxxxxxx>
> Subject: telescan users
>
> i have telescan on 2 computers to download data and they both worked just
> fine..now when i try to connect the web on my second computer,,, to
download
> my data using the internet connection in logon setup from the system
> menu,,,i get check comport in setup..i cannot connect..i checked my
> telescan settings..mindspring settings..have no problem getting on to
> mindspring...and compared both computers..ant suggestions..thanks...
> jim kerwin
> atlanta..ga...
>
> ------------------------------
>
> End of metastock-digest V1 #821
> *******************************
>
>
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