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i tried my best.
what i tried to relate to the list is that it
not the technique or the complexity of it that matters
it's the approach or the concept that does.
a bad concept ( generalizing here no offence )
can not be saved by a
complex technique and a sound concept
can be supplemented well by it.
fuzzy logic is just a simple technique that
can supplement a good concept if you have it.
there is no need to get overly sophisticated at
the technique if one does not have sound concepts :-)
that's all i have to say.
bilo.
ps. i would be happy to check out the new safir
although my heart tells me that i would rather
have a generic FL toolbox for Tradestation :-)
----- Original Message -----
From: "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Tuesday, May 29, 2001 9:03 PM
Subject: RE: ??? developing or purchasing a system
> I may understand your position, but the way we go is the opposite.
> We do not believe that such a simple tool will be of practical interest
> theoretical: yes) fuzzy logic approach needs some fine tuning, what we do
> in the Safir-X software.
> Coding a FL toolbox for TS is going back 5 years for us, and more, we use
> neurofuzzy logic, not fuzzy logic alone, for various reasons , among them
> generalization and stability.
>
> Adding a FL toolbox to TS will bring more complexity to system
development,
> if you want to mix this with pure EL code.
> I do not want to speak of the development and trial and error testing
time,
> we speak days or weeks, not minutes, like it is the case with the
> standalone application.
>
> If I had to demonstrate the validity of the approach, I would certainly
not
> propose such a tool, because our experience showed ( with the early
version,
> 5 years ago) that this kind of approach was time consuming and
discouraging
> for the end user.
> Rather post realtime result, what I will do next month.
>
> The way we go is to the other side , with even more complex software that
> will automate the full process of not only setting buy sell neurofuzzy
> rules, but also decide if you use stop or limit orders, add or decrease
the
> number of contracts, go flat, all of this being done with neurofuzzy
rules,
> 100 % automated research and multi criterion training, all of this with
> portfolio capabilities.
>
> This will be the next Safir-X Professional version scheduled for Q4 2001,
> targeted to institutional ( price will be too).
>
> Then you may understand why we do not have any interest to code a FL DLL
for
> TS, a matter of time, of intellectual interest( that I would have had 6
> years ago), and frankly the neat impression that we are doing what should
be
> done in the neurofuzzy approach for trading systems development, even if
we
> are not the best of the best ( we are not).
>
> Thisis the reason why we cannot do this now, and do not want to support a
> technique that is difficult to use without the help of a specialized
> software, what a TS DLL is not.
>
> Sincerely,
>
> Pierre Orphelin
> www.sirtrade.com
> TradeStation Technologies representative in France
>
>
>
>
> > -----Message d'origine-----
> > De : Bilo Selhi [mailto:biloselhi@xxxxxxxxxxx]
> > Envoyé : mardi 29 mai 2001 21:38
> > À : pierre.orphelin@xxxxxxxxxxxxxx; Omega List
> > Objet : Re: ??? developing or purchasing a system
> >
> >
> > actually Pierre,
> > the best thing you can probably do for all of us on the list
> > since you are the expert in FL field
> > is to code a generic FL dll implemented toolbox.
> > it has to be purely generic ie. simplified functions
> > such as normalize, fuzzify, infer, defuzzify and that's about it...
> > this would greatly improve the rule based only TS approach...
> > why not do that and capitalize on that instead of getting
> > into real complex stuff that only a handful will buy???
> > you can pick up the Earl Cox book ( i can mail you one if you want )
> > at amazon it has most of the code you need on the CD in there.
> > simplify it, compile it into a DLL and dump it on the market
> > for $300 bucks or something like that... many will thank you
> > for that i am sure.
> > on top of that rule based system can be improved by 50-100%
> > if utilizing even simple FL with the right approach.
> > if you get the dll done i can demonstrate the right approach to
> > you and to the list...
> > i hope you understand.
> > bilo.
> >
> > ----- Original Message -----
> > From: "pierre.orphelin" <pierre.orphelin@xxxxxxxxxxxxxx>
> > To: "Omega List" <omega-list@xxxxxxxxxx>
> > Sent: Tuesday, May 29, 2001 2:06 PM
> > Subject: RE: ??? developing or purchasing a system
> >
> >
> > > Could you explain ?
> > >
> > > Pierre Orphelin
> > > www.sirtrade.com
> > > TradeStation Technologies representative in France
> > >
> > >
> > > > -----Message d'origine-----
> > > > De : Mark Brown [mailto:markbrown@xxxxxxxxxxxxx]
> > > > Envoyé : mardi 29 mai 2001 18:53
> > > > À : Omega List
> > > > Objet : ??? developing or purchasing a system
> > > >
> > > >
> > > >
> > > > ps i already warned them that anyone who was a vendor replying
in
> > > <============?????
> > > > private was most likely a scammer who wanted to get into
their
> > > > pockets. so if your such a legitimate vendor, you won't mind
answering
> > > > and or responding in public i would think? of course watch
out
> > > > for anything fuzzy. be nice now i am..
> > > >
> > > >
> > > > Have Great Day, Mark Brown
> > > > orgies organized
> > > > rebellions quailed
> > > > bs 2000 support
> > > > fuzzy stuff vacuumed <=================???????????
> > > > wedding cakes
> > > > planets aligned
> > > > anything else to make a buck, almost.
> > > >
> > > >
> > > >
> > >
> > >
> >
> >
>
>
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