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Dans un courrier daté du 20/10/98 18:59:07é Pari7 Madrid, magnus@xxxxxxxxxxx a
écrit :
> So last night my S&P triggers with a sell signal, and, being a good little
> :systems trader, I take it. Well, I just got out with a rather large loss,
> :and went back to look at my STCC and saw that, now, there was no longer an
> :S&P position. So I went to the workspace and looked at the appropriate
> :chart. Where, not 15 minutes ago, there was a little red down arrow, now
> :there was nothing. So what the hell happened? Can anyone explain this?
> :I'm rather livid.
>
>
> It's the bouncing tick thing, right Pierre? ;-)
If I remember, this message came from Peter Iovanella who uses FutureSource.
They have a feature that corrects bad ticks during the market and rerun TS
chart when the fix occurs, so a signal may disappear after the fix.
Maybe it is the explanation in his case if the feature was turned on ( by
accident or not).
The bouncing ticks applies only with historical data and past signals, because
the orders of the ticks are not known to TS4 ( this will be different in the
next version).
Remember that hey apply to extra measument (e.g. signals that occurs during a
bar).
So, it cannot affect your realtime signal, but it may do this when you run
again the machine ( that works with historical data when reopening the chart).
If it's the explanation, you could change the bouncing ticks setting and see
if your order appears again.
In any case, this means that the system in itself is very sensitive to what
happens during the bar in construction.
In my opinion, all of this kind of sytem should be avoided if a different
setting of bouncing ticks produces a very different performance summary.
If you take the risk, this should be evaluated and added to slippage (if
apply)
TradeStation4 has some limitation, anybody here should know.
This is normal , for a $495 software.
>
> Which version of TS are you running? Actually this shit happens to me (and
> some people I know) all the time. And I'm on TS 4.0 build 21. Yesterday, a
> friend of mine did not get a buy signal at the close of trading (4:00pm
> EST). When he booted up this morning, there it was. Sort of late to get a
> trade done when the tradable had already moved 8 points (in your favor)
from
> your entry points, isn't it. Makes you feel warm and fuzzy about
> TradeStation, doesn't it?
>
System changing when rebooting are
a "normal feature when you use recursive calculation like imbricated
xaverages ( or even a single Xaverage).
The number of days back is reset to what is in the chart window and the
current day counts as a new one.
So, you may have a system that runs on a different number of historical bars
before and after rebooting ( this was previously discussed with you).
The fix in this case is to load more data to avoid the initialisation problem
of recursive calculation, or write differently the init step of the xaverage
based calc as explained before.
Sincerely,
Pierre Orphelin
Disclaimer: We do not sell $495 TradeStation copies.
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