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> Hans,
>
> This reminds me of Owen Davies' divide by zero error... He didn't post
> his "Oscillator" code so we all blast away at shadows of targets... We
> just don't know what we're shooting at. Owen? Whatever happened to the
> divided by zero error? Did we fix it with our random blasts?
OM, I dont care what that other thing was...... I gave you a lot of details - if you
have specific questions just ask and MAYBE I do answer them.
> Your difficulty is similar.
YOUR difficulty is certainly different !
> We need to see the code and do some testing
> to assist... How are we supposed to help when all you say is: "Gee, I
> had an exit yesterday and today it's gone"?
I think I described it a bit different and in more detail......
> OM
>
> P.S. - If you can't post your secret system please post an *example*
> system which shows the same exit behavior...
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>)
details as written before:
~~~~~~~~~~~~~~~~~~~~~
It had an ENTRY ystd LONG 128370 and has a 16 BIG POINTS STOP in the
TS Setting tab !!! - so that would have been EXITLONG 126770 STOP
The S&P went to a low of 126650 - and I SAW the STOP been hit and the
SYSTEM exit REALTIME with the 16 bps loss.... (glad I didnt trade it <g>)
~~~~~~~~~~~~~~~~~~~~~
+ this morning the same system, same screen is JUST LONG - no exitlong
there anymore.
+ I have NOT rebooted, not RELOADED, not done ANYTHING on that
machine since...... actually its running 24/7
+ I know of BOUNCING TICKS - as some people tried to explain this problem
to me privately - it OBVIOUS cant be part here
+ I cant see anything on the ENTRY which could cause that behaviour - so
that part of the system cant be bothering at all.......
+ It can ONLY be caused by the MM stop in the SYSTEMS tab !
If you cant help with my above provided information just say so - no more
references to whomever, whatever
needed.
BTW: received that privately - looks as Im not alone:
~~~~~~~~~~~
When I tried running a daily system on live data I had a similar effect.
Things would update during the day, signals would appear and then
sometimes dissappear as the market changed.
the answer was to use if time=session1endtime then blah blah
that way it would act like it was running on daily bars, and update only
on the close. Could be your problem has someting to do with that??
~~~~~~~~~~~~
Before you ask: the above was not written by me - nor by MB or any others of
your special friends on the list.
and it does not provide the solution to workaround (tm: OR) for the MM setting
in the SYSTEMS tab.
rgds hans
> ---- you wrote:
> > > check your no. of days back. sometime after the end of the day the
> > > system will drop a day. you may have to add a day to your no. of days
> > > back. check the date of your first trade. do that today and every day.
> > > you will see that it will drop a day but not always.
> >
> > I cant see what this has to do with the SYSTEM and the behaviour
> > described below.....
> >
> > it entered.....it had a16 bps STOP.....it WAS hit.....it DID EXIT.... so
> > far ALL IN LINE as expected
> >
> > BUT .......its DIFFERENT this morning......GO FIGURE !
> >
> > rgds hans
> >
> >
> >
> >
> >
> > > hans esser wrote:
> > >
> > > > Im testing a S&P system, which has been developed on daily bars now
> > > > REALTIME (but not trading it yet) on TS 4.0 - build 19.6 with DBC
> > > > feed
> > > >
> > > > It had an ENTRY ystd LONG 128370 and has a 16 BIG POINTS STOP in the
> > > > TS Setting tab !!! - so that would have been EXITLONG 126770 STOP
> > > >
> > > > The S&P went to a low of 126650 - and I SAW the STOP been hit and
> > > > the SYSTEM exit REALTIME with the 16 bps loss.... (glad I didnt
> > > > trade it <g>)
> > > >
> > > > THIS morning - NOTE: I did NOT reboot or reload or anything on the
> > > > chart - the EXITLONG on STOP arrow is GONE and its still long and
> > > > holding......
> > > >
> > > > WHATS GOING ON ????...... I know that closing and reopening the
> > > > workspace does often change the results, but I have not done
> > > > anything
> > > >
> > > > Who can enlighten me what happened here ?
> > > >
> > > > thanks
> > > > rgds hans
> > > >
> > > > PS: for OM: I dont call it a bug, I dont call it anything and I dont
> > > > PRODUCE anything but still wonna know - what ist THAT ?
> > >
> > >
> > >
> >
> >
>
>
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