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Further questions:
- Does the old signal reappear if you load data up until yesterday only?
- How does it behave with Ascii data up until yesterday, until today?
Maybe it's a data problem with unshown Globex prices or something like that.
Gwenn
| -----Ursprungliche Nachricht-----
| Von: tradejacker@xxxxxxxxxxxx [SMTP:tradejacker@xxxxxxxxxxxx]
| Gesendet am: Wednesday, October 20, 1999 3:03 PM
| An: omega-list@xxxxxxxxxx
| Betreff: Re: whats this FEATURE ?
|
| 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>)
| From ???@??? Wed Oct 20 09:47:19 1999
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From: "hans esser" <he96@xxxxxxxxxxxxxx>
To: tradejacker@xxxxxxxxxxxx, omega-list@xxxxxxxxxx
Date: Wed, 20 Oct 1999 18:38:04 +0200
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Subject: Re: whats this FEATURE ?
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Status:
TJ questioned
> some questions....
> 1. if it is a bought system, what's its name? someone on the list may have
> had similar problems.
doesnt matter as it doesnt solve mine
> 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.
it aint......its TRIGGERED the MM STOP - that has nothing to do with any
EARLIER bars......HERE
> 3. could it be a mmb problem?
aint
> 4. what happens if you use intraday data (set at 405
> min) for daily bars rather than daily data?
I want answers - not more problems :-))
> 5. when all else fails, have
> you contacted the system developer to report the problem?
No - I contacted OM and waiting for him to answer it
> is the system white box, gray box, or black box?
its WHITE.....
> TJ
>
> with troubleshooting hat on
thanks
rgds Z
> 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>)
>
>
|