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some questions....
1. if it is a bought system, what's its name? someone on the list may have
had similar problems.
2. what is the system logic? it sounds like it might be a recursive calculation
causing the problem if a prior day's bar had dropped off when the new bar
is set to be added after midnight.
3. could it be a mmb problem?
4. what happens if you use intraday data (set at 405 min) for daily bars
rather than daily data?
5. when all else fails, have you contacted the system developer to report
the problem? is the system white box, gray box, or black box?
TJ
with troubleshooting hat on
At Wed, 20 Oct 1999 16:30:45 +0200, "hans esser" <he96@xxxxxxxxxxxxxx> wrote:
>Its not a SECRET system, its a BOUGHT one, therefore I cant provide
>any
>code as its not allowed. ALL I can say:
>
>+ It went LONG during the DAY on S&P on a DAILY BAR chart
>
>+ it uses the MONEY MANAGEMENT STOP - didnt YOU say NEVER to use
>that, but to use self coded ones ? - or was that one of those damn bashers
>here ?
>
>+ that was set to 16 !!!.... thats 16 big points, my symbol universe
>for S&P is
>set to 1 - so I have no problem with backtesting OVER the period where
>the
>contract multiplier changed from 500 to 250. THIS way has worked million
>times correct before.
>
>+ the market went down MORE than 16 bps - the system EXITED on the
>money management stop ! (sounds good to me - sounds even better as I
>didnt do the trade <g>)
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