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Hello List,
I would like to describe a problem I have with TS Pro. I repeatedly have
had this problem during trading hours but today, on saturday, I was able
to recreate the problem without real-time feed update and using simple
analysis techniques which comes with TS Pro.
Before posting to the list I reproduced this problem on three different
computers with different hardware/software, combination so the issue
seems to be not hardware/OS related. If I am not doing anything wrong
and this issue exist I don't believe anyone would risk to use TS Pro for
real-time system trading. Below is the simple way to reproduce the
problem with one of the standard indicators provided in TS Pro.
Create a workspace with Two Charts on it:
Chart1. Data1: AMD, 60min, Last Date: 05/03/2001
Data2: NSM, 60min, Last Date: 05/03/2001
Indicator: "Spread - Diff" provided with TS Pro (it plots
Close of Data1 minus Close of Data2)
Chart2. Data1: NSM, 60min, Last Date: 05/05/2001
Data2: AMD, 60min, Last Date: 05/05/2001
Indicator: "Spread - Diff"
Look at "Spread - Diff" indicator value for the last bar. It shows value
5.08 on Chart1 and -4.85 on Chart2. These values should have the same
Absolute Values and opposite signs. The Value -4.85 on Chart2 is
incorrect:
27.53 (Close of Data1, NSM) - 32.61 (Close of Data2, AMD) = -5.08.
Another Example:
Chart 1. Data1: MO, 60min, Last Date: 05/05/2001
Data2: RJR, 60min, Last Date: 05/05/2001
Indicator: "Spread - Diff", Last Bar Value: -8.59
(Incorrect Value, the correct value is: 53.00 - 61.73 = -8.73
Chart 2. Data1: RJR, 60min, Last Date: 05/05/2001
Data2: MO, 60min, Last Date: 05/05/2001
Indicator: "Spread - Diff", Last Bar Value: 8.73 (Correct
Value)
This discrepancy makes my Strategy to generate number of false Buy/Sell
signals during the trading hours. I noticed that when I refresh the
Indicator on the chart (by verifying it in Easylang Editor) the
discrepancy disappears most of the times but it often comes back on the
next bars. The View-Refresh-Reload menu dos not resolve the problem.
I would really appreciate any advice how to deal with this issue as I
was not able to get any reasonable explanation from TS Software and
Easylang Support yet.
Thanks,
gary
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