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----- Message d'origine -----
De : hans esser <he96@xxxxxxxxxxxxxx>
À : pierre.orphelin <pierre.orphelin@xxxxxxxxxx>
> TS4 uses the OHLC sequence
> of the daily bar, and is unable to knowwhen the entry occurend and when
> the exit occured too from these information
its NOT acceptable that a REALtime trade is busted of the records - should
try that with your broker :-)
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This is not a more crucial problem than any other that occurs with the Bouncing Ticks approximation when re reading the database
What is important is that the correct signal was met in realtime.
Period.
The historical replication of such signals is well known for tS4 and below, ad affects backtesting only.
You push the limits to something that TS4 is unable to do ( ticks order inside bars is not available to TS4, but IS to tS2000i).
This is a fact, and period again.
The stp orders that apear realtilme are correct but they only rely on a known in advance seup entry.
The price level where it really occurs is not in the dailydatabase, and can be erased when the database has to be read again, as it occurs with daily data bars that are updated later after the close.
Again, this do not exist in TS2000 because the daily bars are built from the tick file, what is not the case with TS4.
> ( bouncing ticks approximation should apply here I suppose ).
ah, finally nearing the truth - BUT as said thats not the major gimmick here - its
the HINDSIGHT_TRADE_MANAGEMENT® by OR
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If someone can explain him, I will personally give up...
> This is a limitation of TS4
> due to the unalbility to read ticks inside the bar hence the order of
> ticks
do not agree - its LOUSY programming - or LOUSY thinking, if one has
thought about this.....
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Or lousy user...who do not want to understand the existing limitations.
> Also the reason why entry exits on the same bars cannpt be backtested
> with TS4 unless you use intraday bars to build wider compression.
> Nothing new under the sun.
yeah
> Sincerely,
>
> -Pierre Orphelin
> Neurofuzzy Logic tools for TradeStation
> Free evaluation versions and competitive upgrades available
> web: http://www.sirtrade.com
nice ad :-)))
===
Thanks.
Here is a fresh one for you :
Sincerely,
-Pierre Orphelin
Neurofuzzy Logic tools for TradeStation (Safir-X 2.5)
Free evaluation versions and competitive upgrades available
to Biocomp and Neuroshell Trader users.
web: http://www.sirtrade.com
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