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"make sure the data is clean! it does that"
Does Omega deliver data that is clean in real time or data that is cleaned
historical data? In other words, do the price spikes you see in many stocks
during the day on feeds such as S+P comstock, BMI, DTN, PCQuote (and almost
every other vendor out there during the day when the exchange sends out a
bad tick) not appear in TSPro? If that's the case then i would expect the
tick counts to be smaller between say TSPro and other feeds which don't
filter and broadcast all published ticks.
> -----Original Message-----
> From: Bilo Selhi [mailto:citadel@xxxxxxxxxxxx]
> Sent: Monday, February 19, 2001 12:30 PM
> To: Jack Griffin; Omega List
> Subject: Re: TS Pro is a one-way ticket! ( WAS:Bug report ...)
>
>
> that's right there is no backward compatibility as
> far as transferring studies from pro to 4.0 or 2000i
> but there is almost always a workaround:
> copy/paste will work just fine. just make sure some
> functions are callable from 4.0
>
> ***FYU i was able to pull JNPR 5 min all the way back
> to when the database starts which is in November 2000.
> that's about 5443 bars or about 70 days or 3 1/2 months.
> so you can pull data as far back as November 2000.
> Pro is using SP Comstock on demand feed that has
> inherent limitation as far as how much data you can pull
> at a time but i think that TRAD ticker farm started storing data
> since November, so that's not an issue.
> the issue is how much data they have stored on their servers
> and it looks like they got it up from Nov 2000 ( they probably
> stored 30 days of it before the release in Dec )
> considering that the worst case you might have 1 signal
> per session then you will have 70 signals at least...as of now.
> that's right, barely enough for robust testing but close to the absolute
> minimum.
> as time goes they will have more and more data and in Nov 2000 they
> will have 1 year worth.
> so, pro data is available from November 2000.
> they are promising to include a historical database.... and
> it would be nice if they had data say starting from 2000 and up
> on demand. i would not mind paying a bit extra for it too.
> they would have to find that data clean it and store it and that's
> A BIG JOB but is doable. they'd have to buy / license a complete
> historical database from someone and it has to be clean or cleaned!!!
>
> look at it like this:
> if you have a simple generalizing system then this data is
> probably all you need for testing since those system don't really
> care on what data you throw them on, if you know what i mean.
> if you have an adaptive system then this data is plenty.
> now, you do get stuck is you have something in between
> a simple 10 lines system and the top of the line adaptive system
> where you needs tons on data to test it on. in that case you
> might want to keep you 2000i and do stuff on that.
> once they start providing historical data then this will be
> taken care of.
>
> M.Simms was right when he said that pro now is geared more towards
> trading and less toward research...
> all i care about is:
> - give me about 60 days of data. it does that.
> - give me data on any equity symbol i want. it does that
> - make sure the data is clean! it does that
> - make sure i can run my system on it. it does that.
> - make sure pro beeps on new signal. it does that.
> that's all i care about. the rest are details and workarounds.
> bilo.
> ps. if there is something better out there that will do those 5
> things than
> it's a switch.
> the reason why i am so supportive of the new pro and rooting for it
> against many others who choose to bash it is this:
> - this is the only reasonable choice we got now ( show me the light )
> - as more traders subscribe they will collect more revenues that
> will allow
> them to reinvest it into improving and expanding their product... which
> will allow them to grow and the product line to improve.
> lets' face it there is nothing better out there at the moment and
> they can only do better if get enough people to subscribe.
> i want a lot of things to be added to pro and among them are futures,
> historical data, forex, options, electronic futures executions, low
> commissions,
> api, global variables, el improvements and other things... i
> would like the
> Pro to become
> the best fast multi purpose multi functional trading/research platform on
> the market.
> if you guys want something to be added why don't you send them a message
> to TradeStationProWishList@xxxxxxxxxxxxxxxx
> no affiliation.
>
>
>
> ----- Original Message -----
> From: Jack Griffin <jack_2231@xxxxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Cc: <jack_2231@xxxxxxxxx>; <omega-list-request@xxxxxxxxxx>
> Sent: Sunday, February 18, 2001 5:15 PM
> Subject: TS Pro is a one-way ticket! ( WAS:Bug report ...)
>
>
> > Yeppers, I've double checked. I can't believe it
> > really. There are no added features in TS Pro from a
> > coding perspective, yet as far as I can tell you can't
> > export in ELA or ELS format. So any programming you
> > do in TS Pro is stuck there --- if you want to do some
> > intra-day optimization using more than 60 days of data
> > (and only 30 days for most indices) you are toast, as
> > there is no easy way to export something that is
> > importable by TS 2000i (in contrast to what the Help
> > manual says).
> >
> > Who do we complain to about this?
> >
> > Jack
> >
> >
>
>
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