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good stuff from pierre on rebuilding the databases
> I cant say for sure but the problem is probably due to the databaseS:
i think, in THIS case, the problem was much simpler. the day in question
opened in the lower half of the range, then went up, then went below the
open and closed near the open. in realtime, the system correctly bought
on a stop near the high and exited on a money management stop when the
price went down.
but at the end of the day ts downloaded the daily bar and recalculated
the system based on that. since the day opened nearer the low, ts
ASSUMES that the price went down before it went up (wrong in this case).
so, the stoploss was never triggered on the updated daily data. only by
setting the bouncing ticks to a high value can you trigger the stop.
of course, doing that will give you other historical trades that are
wrong the other way.... showing an exit when there was none. if TS2K
really does use the tick database for deciding the order of trades on
daily data, i see that as a major improvement.
--
Dennis
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