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Hi Guys
Long time.....
Sorry about my old document - I know it has bugs in it, I just lost
momentum.
For some of it I just pasted in respondee info without testing the
issues raised, however, to this day there are glaring bugs and
limitations that I just couldn't be bothered to explain again.
If most of you don't mind (or don't know) the limitations - no
problem. I think it's an excellent tool for prototyping trading
systems as long as you understand what it's doing internally, but
what it's better at is running real-time and giving signals - as long
as your data is reliable....
Bottom line is I don't use TS much these days. I need a program
where I can not only test, but create and set my own intra-bar
assumption algorithms.
I need a program that knows what's occurred on a bar before the
next bar of a bar. (eg. TS architecture cannot conceive of a
stop loss on the bar of entry different to the bar subsequent because
it does not know an entrybar is an entrybar until the next bar).
I need a program that does not get confused when I place Target OCO
Stop Loss orders...
I need a program that allows me to run my actual account
reconcilliation alongside my simulated and generate orders that
include contingent orders and orders against my actual trades (as
opposed to hypothetical) as I would give a real broker.
I need a program that allows me to simulate portfolio construction
methods and model risk and reward...
These are things I asked for in TS and never received. Now I have a
program to do these things. It cost a lot more than a copy of TS,
but it was invaluable in helping me make >100% return for my
investors last year....
--
Best wishes and good trading
Philip M. York PO Box 8888
Managing Director Hunters Hill NSW 2110
QBL Funds Management Australia
http://www.qbl.com.au/ Phone: (61-2) 9879-7033
pyork@xxxxxxxxxx Facsimile: (61-2) 9879-6003
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