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Re: Construction of trading signals



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Dans un courrier daté du 05/11/98 17:43:50 Heure d5iver Pari50 Madrid,
SKane777 a écrit :

> 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
>  
>  

Nothing wrong in all of this.

Most of bugs reported by TS users are due to a lack of undersanding the basic
nuts and bolts required for any programming software.

PS : TS5 is now unlimited regarding to bar limits and EL code length.

Sincerely,

Pierre Orphelin