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> -----Message d'origine-----
> De : Bengtsson, Mats [mailto:mats.bengtsson@xxxxxxxxxxxx]
> Envoyé : samedi 23 juin 2001 19:10
> À : pierre.orphelin@xxxxxxxxxxxxxx; Omega-list@xxxxxxxxxx
> Objet : RE: Cruz Brothers and 2000i
>
>
> Reading your mail, I think there might be a solution I simply
> have not found
> yet. I thought that you had availability not only of the global server API
> but also to the secret interface API. I can agree that Tradestation allows
> us to integrate solutions into it (it is open to others but does not open
> itself to us). Let us thus accept that some new features can be added to
> Tradestation, using it as a platform, and go back to the problem
> how to test what you develop.
Again, we do not have anything that you may have.
>
> Please advise, without using any secret API, how do we use
> Tradestation as a platform for testing over a portfolio, or add a new
applicvation
> that allows
> us to do so? I think that no matter what route we take for developing
> systems, as long as we can not easily test those systems over a portfolio,
> they are easily a lot worse than our tests leads us to believe.
The Safir-X application exports indicators from TS, then build the systems
from them, test the systems, test the portfolio, all of this OUTSIDE of
TradeStation
Then we save the systems, that are ready to run realtime in TS.
Because we do not use EL to write the systems ( EL is only a way to
communicate with the TS pplatform), we do not need TS for all the classical
programming backtesting, portfolio building and testing
>
> The systems you have developed, are they only tested against certain
> markets, or with some pain tested over a couple of markets? Or
> else, how do you test them over a whole portfolio? You say that the
portfolio
> capabilities are to be added in the developed tool, but how do one do that
> with what is available for the common buyer in Tradestation today?
The systems are usually tested over dozens of items, separately or inside a
portfolio.
The current portfolio feature is a limited one ( 25 items for train/ test ,
25 items for test over out of sample ), but the next one will do better,
including money management, all of this driven by neurofuzzy logic, will use
different configurations, different indicators, well you see where I go...
Of course nothing of that is provided as a standard in any TS versiuon.
This is still the missing part of all trading system software IMHO ( you
have to replace the missing part by hand coding, and frankly, this is closer
to the Cro-Magnon trading era than to the 21th century, still in infancy, I
agree).
Sincerely,
Pierre Orphelin
www.sirtrade.com
TradeStation Technologies representative in France
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