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Comments below.
> -----Original Message-----
> From: Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> Sent: Thursday, March 02, 2000 8:46 AM
> To: List, Omega; frwd@xxxxxxxx
> Subject: Re[2]: SURVEY RESULT
>
>
> Hello Brian,
>
> Thursday, March 02, 2000, 9:51:51 AM, you wrote:
>
> BM> but what's needed is a C++ or VB library of functions that provide a
> BM> framework like ezl does for the would be VB or C++ system programmer
> BM> to code in. ts4 and ts5 allow you to do this by allowing you to call
> BM> C and VB code from ezl and giving you access to the internal
> data arrays.
>
> so spec out to me what you would like to see, it would be possible to
> add these to the rapidly growing library of VB code for TW.
>
if i were you i would take the entire function set in TS and port it over to
VB functions -- command for command (w/o stepping on copyrights) so that
your VB environment worked as close to EL as possible without the errors.
in other words, it would have the same functionality as EL which we are all
familiar with and really sort of like but without the errors. that way, the
migration from TS and TW would be as seemless as could be. you would have
to add 1 thing in that EL symbolizes the array you want to work on (C, H, L,
O, etc) and you would have to pass that into the VB function but that's not
hard espcially if there's a consistent way to do it throughout all functions
in the library.
> BM> actually i differ with you on the opinion that you can't do
> post abalysis of
> BM> your trades with ts4. offhand, here's how i'd do it:
>
> BM> 1. after each trade is generated, write the positionprofit,
> time, price, and
> BM> all the other position stats TS give you to a text file
>
> TW does this now but to Excel automatically
>
you know i like excel and use it a lot but not in a trading environment.
the reason why is that excel is buggy and prone to GPs. ts4 is more stable
than excel IMO and i wouldn't trust it to run continuously throuhout the
day. i would prefer a redirect to a text file option. much more reliable.
> BM> 2. a text file with a list of all trades taken and other info
> is generated
> BM> 3. use a program like C or VB to read these results in and do the post
> BM> analysis yourself.
>
> TW again does this to Excel automatically, any greater detail can be
> programmed.
>
> BM> really anything can be done with ezl because it gives you the
> ability to
> BM> interface to C and VB to an ezl app.
>
> EL and Omega products are NOT COM compliant - even if it were with the
> math errors that have been proven time and time again by other
> reputable people on this list. It would be good code in (vb) and bad
> results out (el)..
>
haven't checked this but ts5 is supposed to be COM compliant. need to check
this out.
> do this compare the readings of any other product's RSI or Stoc with
> that of Omegas and you will see that Omegas does not swing as high or
> as low as most other programs show. This what I'm talking about.
>
> Round off here and round off there makes big differences ...
>
i agree and i think ts4 is a piece of shit in this regards. i curse
everytime it rounds off. it does make a huge difference but what can you
do. however, it all seems relative within the context of the indicator, as
long as the indicator is calculated consistently the same way everytime.
hope this helps.
regards,
brian.
> BM> please elaborate on the what kind of post analysis you do.
>
> BM> regards,
> BM> Brian.
>
>
> --
> Best regards,
> Mark Brown mailto:markbrown@xxxxxxxxxxxxx
>
>
>
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