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What I have seen is a Trading system set to 50 bars back, but a longer term
indicator being used on the screen. It has also been my experience that some,
indicators need more than the 50 bars back to become stable and match what is on
the screen, with what is used in the system. Putting plot statements in systems
would be the way to assure, accuracy.
"The darkest hour in any man's life is when he sits down to plan
how to get money without earning it"
Sentinel Trading
rjbiii@xxxxxxxxx
____________________Reply Separator____________________
Subject: Re: Construction of trading signals (not indicators)
Author: Orphelin@xxxxxxx
Date: 11/5/98 10:29 AM
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
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