|
PureBytes Links
Trading Reference Links
|
I understand the problem.......there's got to be a way around this !!!
Would it be appropriate to generate your own data series using the combined
price-relatives of the symbols you want to optimize together.......
if OEX is up 1.2% and SOX up 1.0%, then the combined move would be 1.1%....
Think about it......any theoreticians out there ???
> -----Original Message-----
> From: Mark Johnson [mailto:janitor@xxxxxxxxxxxx]
> Sent: Thursday, November 11, 1999 6:08 PM
> To: omega-list@xxxxxxxxxx
> Subject: Trying to optimise beacktesting but TS doesnt have feature
>
>
> Tradestation's predecessor, System Writer Plus,
> did what you want.
>
> > -----Original Message-----
> > From: Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxxxxxx]
> > Sent: Thursday, November 11, 1999 1:43 AM
> > To: omega-list@xxxxxxxxxx
> > Subject: Trying to optimise beacktesting but Tradestation do not have
> > the feature
> >
> > I am moving away from an old DOS-based test program called TAS
> which allowed
> > me to do backtesting on all symbols in my symbol universe, and
> then optimise
> > paramters on those runs.
> >
> > Trying to do the same in Tradestation, I have had no luck. This is not
> > supported by Tradestation 2000, and it is not supported through the
> > functions in the developer kit.
> >
> > So my question to this list is if anyone knows a product that
> helps doing
> > this? (Describing a system, running it on all stocks in the symbol list,
> > changing some parameters, rerunning the system, ...)
> >
> > --- Mats ---
> > Cap Gemini Sverige AB
> > European company of the year 1999
>
|