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I think your explanation is a little trite, I'm afraid.
For a simple system like "Buy @ mkt when Open is above prior day's high"
using only closing data it's hard to see how any "tolerance" will affect the
outcome. The logic is either true, or it ain't.
-----Original Message-----
From: Peter2150@xxxxxxx <Peter2150@xxxxxxx>
To: omega-list@xxxxxxxxxx <omega-list@xxxxxxxxxx>
Date: 27 January 1999 19:54
Subject: Re: Need Help with TS Inconsistency
>In a message dated 99-01-27 14:17:11 EST, magnus@xxxxxxxxxxx writes:
>
>> 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.
>
>Not sure its just Tradestation. I used to work in the Data processing of
>oilfield siesmic and regular well log data, using DEC Vax computers, and in
>house software. It was always wise to have an idea of the answers
expected,
>to verify what the computer said made sense. Seems to me that applies
here
>also. Once should understand ones system well enough, that when the
computer
>gives a signal you can verify it by looking at the data. This would seem
>wise, anyway in view of the fact that how the decimals stack up could mean
the
>difference between a signal and no signal, on the slightest variance in the
>data. Saw this with mechanical devices. Every part had a tolerance, and
>given the distribution of the tolerances, everything usually went together
>fine, but every now and then the tolerances would all stack up the same
way,
>and something wouldn't fit.
>
> I personally believe as traders we can rely on the computer, but not
to
>the exclusion of being aware of whats going on.
>
> Pete
>
>
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