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We use an intraday system (2 min bars) on TS, developed 4 years ago and
traded realtime for the past two years. A friend of mine who is the one of
the head programmers for one of the large computer firms here in Austin
programmed the system for me. He did not like the TS 13,000 bar limit, so he
exported all the data (3 data inputs) for 2 years into an ascii file and re-
programmed the TS system (functions, indicators and system) into C language.
It runs on DOS. In 2 years, out of about 400 trades, there have only been 4
discrepancies due to rounding problems between C and TS. Everything matches
up fine when I backtest over 6 years of data.
We have never "lost" a trade nor "gained" a trade.
One note - if your time feeds are not in gear, you may have realtime and
backtest variance. We experienced this with FutureSource last Monday when we
did not adjust the time offset for daylight savings (our fault).
Steve
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