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Re: Construction of trading signals (not indicators)



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Dans un courrier daté du 05/11/98 04:01:32 Heure d4iver Pari32 Madrid,
dlegan@xxxxxxxxx a écrit :

> 
>  This is the biggest problem TS 4.0 has, which everyone has been ignoring.  
> The inaccurate results of comparisons in the system area.  I've worked out 
> some of my systems by hand and my research shows that a indicator may have a
> totally different value when referenced in a system - not even similar to 
> what is plotted on the screen.  
>  
>  It has made TS totally useless as far as system testing is concerned.  
> Everything must be backtested by hand.  A recent example of this was a
system 
> I wrote using the volatility indicator that Cindy Leee shared with the group
> a few weeks ago,.
>  
>  Here were the parameters.
>  
>  if price > Indicator and Low<low[2] then buy at high + 1 point stop;
>  if Price < Indicator and H>H[2] then sell at l - 1 point stop;
>  
>  Even with this simple system about half of the system entries as shown by 
> the price plot did not show on the system when programmed.  After verifying
a 
> few times I got the correct signals to appear only to disappear again after
I 
> verified again.  Never to be seen again.  All this without changing the Code
!
> !!!  
>  
>  I have the TS 5.0 Preview I hope to get the password soon so I can test to 
> see if it has this same problem.  
>  
>  I've been dealing with this certain problem for 4 + years !  In two weeks 
> AIQ pro with system and indicator writing abilities will be on the market.  
> The language is similar to visual basic.
>  
>  Between TS 5.0 or AIQ we should be able to work around this finally.
>  

This is not possible with the above explanation.
=============
Plesae send a copy of the code, an ASCII file for testing, ALL contracts
settings and system settings used , and a list of the trades disappearing.

How could you believe that thousands and thousands of users (among them:
myself) have never seen such TS anomaly ?

Sincerely,

Pierre Orphelin