|
PureBytes Links
Trading Reference Links
|
It's a little scary that TS should do this.... would it be naive of me to
imagine that Omega is aware of this bug and intends to fix it in v5.0? Of
course, we can expect a whole new slew of bugs with the new release too.
We've seen this particular problem a number of times - oddly, and
worryingly, it is very difficult to replicate across different TS setups (we
run one in NY, one in London). We've seen both types of error - orders which
ought to have been filled but don't appear as positions the next day, and
positions which don't seem to be preceded by orders when you roll back the
clock.
Any other victims? Mark Brown seems quiet on this one!
-----Original Message-----
From: Gaius Marius <magnus@xxxxxxxxxxx>
To: Omega List <omega-list@xxxxxxxxxx>
Date: 27 January 1999 19:22
Subject: Re: Need Help with TS Inconsistency
>:I'm trading using end of day data. On 1/25/99 I got a signal from my
>:system which gave me an executed order on 1/26. On 1/26, Chart Scanner
>:properly reflected the open position and I also got another signal from
>:the same system which gave me an executed order on 1/27. After that
>:trade I was doing some system testing, and found that Chart Scanner
>:running on 1/27 no longer reflects the trade I executed on 1/26 nor the
>:signal it gave me on 1/26.
>
>:
>:By the way, I double checked MaxBarsBack and that looks fine. Also, the
>:problem can't be with my data because Chart Scanner last night gave
>:different results than it did this morning, without any intervening data
>:updates.
>
>
>Welcome to the wonderful world of TradeStation!! This shit happens to me at
>least twice a quarter. The only solution that I came up with is to run 2 TS
>on 2 different computers. Once you get a signal, exit one TS and its
Server.
>Then enter the offline server. If the signal is there, it's valid. Then
>re-enter the online server. Later that night, paste in data from the
machine
>that was never touch.
>
>If anyone has another solution, please let me know.
>
>
|