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I cant say for sure but the problem is probably due to the databaseS:
TS4 has three different databases:
The signal.dat ( tick file) and signal.idx ( index file)
The signal5.dat ( tick file) and signal5.idx ( index file), optional and built (updated) during the morning update
The daily files ( on file per symbol).
Daily data are updated during the day from the tick file
When an error exist in the tick or 5 min datafile it may affect the daily bars after the morning update
This should explain why the exit signal disappeared during the night
(a bad tick affecte the 5 min datafile eve before the morning update)
More the exit that disappeared was on the low of the daily bar.
What you can do, and must do is to clean the tick and 5 min file.
For that, close all the Omega apps.
Delete the *IDX files and the signal5.DAT file
(located in omega /server /sig)
DO NOT DELETE THE BIG SIGNAL.DAT FILE ( or you will lose all your tick database).
==================================
Run the server again ( rebuilding index file).
See if the exit order appears again.
As a rule of thumb, do this on a weekly or monthly basis,and save your data before.
Try to maintain a minimal size of the DAT file (already explained on this list)
You may also have a problem with the daily datafile.
In this case export the SP symbol, delete it from the portfolio, add it again and import it from the OMZ file.
I have seen some errors in the past due to a corrupted symbol universe file.
Save ALL the symbols that use the same symbol root
Needs to delete the symbol from the SI, add the symbol rot again, add the
considered contracts again to the Portfolio and import from the OMZ file
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation
Free evaluation versions and competitive upgrades available
web: http://www.sirtrade.com
----- Message d'origine -----
De : hans esser <he96@xxxxxxxxxxxxxx>
À : <omega-list@xxxxxxxxxx>
Cc : pierre.orphelin <pierre.orphelin@xxxxxxxxxx>
Envoyé : samedi 23 octobre 1999 16:10
Objet : with GIFs.....(Fwd) Re: whats this FEATURE ?
PO sent the following privately after I forwarded the whole thread to him - as
that may shed new light I answer publically:
PO ecrit:
> A few questions:
>
> What was the exact day where the signal appeared and the day where it
> disappeared ?
It should be clear by my list mails but here it is again:
TUESDAY 19th appeared
WEDNESDAY 20th was gone
> Can you send me the daily datafile for the SP symbol
No need besides:
OHLC 127700 128900 126650 127500, i.e. it closed lower than it opened
> Have you a sig5.dat and sig5.idx file ( or maybe signal5.dat) in the omega
> /sercver/ sig directory ?
sure I have - but dont see any need for it - the problem is BOUNCING TICKS -
the very worst of it that TS has changed a REALTIME trade with hindsight
after the EOD close !
As I said it was set at 10%, changed it as good ole Dennis suggested aka
workaround (tm® OR®) to 100% and the EXIT is BACK again were I saw it.
BTW: the system as per FAKE_TS (tm® ZEBRA®) still shows in the old
entry in the system with BT at 10% set as open trade and has a 23.0 bps
open profit - nice make up for a trade which already was bailed in REALTIME
at 16 BPS LOSS !!!!!!!!!!
> In the Server option have you checked the morning update ?
yes, obviously it gets triggered there - so with UNchecking this, it MIGHT not
do the FAKE_UPDATE - still the BT is a major problem for any backtest
thanks for any insight - especially whether setting the BT to 100% is a SAFE
guarantee, which I just dont believe......
I just did a test of the same system on S&P on EOD data with BT set at 0%
and BT set at 100% - see attached GIF....... its a HUGHE difference if you
watch the ROA !!! - and obviously it would be even more different running in
REALTIME and the worst: I have no clue whether better or worse !!!
rgds hans
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