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RE: Problem with TS Pro


  • To: "Klinchik, Vitali" <VKlinchik@xxxxxxxxxxxxx>
  • Subject: RE: Problem with TS Pro
  • From: "Cash" <cashc@xxxxxxxxxxxx>
  • Date: Fri, 9 Mar 2001 10:52:40 -0800
  • In-reply-to: <3E599F23BE48D411923F0090276D7FF4B78284@xxxxx>

PureBytes Links

Trading Reference Links

I like to backtest intraday on about 3000-4000 stocks.  But I like to keep the 
entire universe of stocks daily data so that on a monthly basis, I can 
determine the stocks that I want to do intraday backtesting on if they meet the 
parameters.

Does that mean that all that intraday data will be collected on my machine and 
that's what I'll be backtesting against?

What if my ISP or PC goes down and I miss some data.  How are the gaps 
filled and when?

If that's the case, I'd almost think that with TSPro, you're back in the data 
maintenance business.

Cash

On 9 Mar 2001, at 10:07, Klinchik, Vitali wrote:

> You only pull your data from the omega's servers
> once, and it's stored in cached directory on you 
> drive. So even if I'm not connected to the network
> (internet) I can still do backtesting with the data
> that has been cached.
> 
> 
> 
> -----Original Message-----
> From: cash@xxxxxxxxxxx [mailto:cash@xxxxxxxxxxx]
> Sent: Thursday, March 08, 2001 9:07 PM
> To: Klinchik, Vitali
> Subject: RE: Problem with TS Pro
> 
> 
> If all number crunching is done on my machine, then I would think 
> backtesting with TSPro would have to be painfully slow.  It's one 
> thing to read in a bunch of data from the hard drive to crunch the 
> numbers, but to get it down from the internet to crunch everytime 
> you do a backtest??? Even if you have a 1M DSL connection, 
> that's still 1/10th - 1/100th the speed of a LAN connection and 
> that's still a fraction of the speed of direct disk access.
> 
> > 
> > Your EL code is stored on your local machine. All number crunching is also
> > done on your machine. The only thing that you get from Omega's servers is 
> > data, which is cached on your drice in "DRIVE:\TradeStation\Cache"
> > directory.
> 
> 
> "Buy Low, Sell High"
> (If this statment is used for financial gain, I am entitled to 10% of all
> profits. ;) )
>