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Are you for real or are you just fuzzy? The below code is not a system, it
is a code made so even you should be able to see past your rule of life:
"There is never anything wrong in Tradestation until officially admitted by
Omega".
The finding of the bug came from Omegas own calculation of DMI. The bug does
offset the triggering of DMI differently depending on how price data looks,
in backtesting it sometimes offsets the trigger around 5 bars. Next
statement from you will of course be "no one should use a system that is
depending on if entry or exit accuracies are in the neghbourhood of 5 bars".
I have found a bug. I have reported the bug. I have made clear examples of
when the bug occurs, since no one wants to hear of it in terms of "it
happens on my data". I think we all benefit from knowing what bugs and
limitations recide in Tradestation. I think there are a number of old guys
in this list that already knew of this bug and others. We will forget about
some of them until reminded, and this might have been in the list a couple
of years ago. For those that did not remember it, it is a good reminder.
Whatever the case, we benefit from sharing information. I try to share the
information I have, even if it means saying that your beloved Tradestation
does a number of things incorrectly. Sometimes Omega will correct bugs (well
at least they try sometimes). Sometimes we can go around the bugs when we
know where they are. Thus we need to share.
Obviously you have now come to the state where you can no longer deny that
the bug occurs. Thus you are now spendign the time discussing if it is
important there is a bug in the DMI calculation. Please do not spend to much
time attacking my trading system, my trading results, the DMI indicator, or
whatever other irrelevant factors you will feel like attacking rather than
discussing the bug. The bug does not go away just because you write mails on
other sujects. I do trade, I do make a profit from it, I will not share my
real systems with the whole world and those kinds of discussions will not
help anyone on this list to avoid some pitfalls in Tradestation, nor will it
help them to find systems of their own.
> -----Original Message-----
> From: pierre.orphelin [mailto:pierre.orphelin@xxxxxxxxxxxxxx]
> Sent: den 17 juli 2001 11:43
> To: omega-list@xxxxxxxxxx
> Subject: RE: I think I have to change my opinion from bad
> precision to buggy c alculations
>
>
> And what about the max DD of this thing, written as a system ?
>
> > -----Message d'origine-----
> > De : Gary Yakhnes [mailto:gary@xxxxxxxxx]
> > Envoye : mardi 17 juillet 2001 06:31
> > A : omega-list@xxxxxxxxxx
> > Objet : Re: I think I have to change my opinion from bad
> > precision to buggy c alculations
> >
> >
> > Hello Pierre Orphelin,
> >
> > Let's imagine for a moment that no such terrible things as
> > "errors over bars", "double precision" and "epsilon" are exist.
> > To do this let's look at the simple Indicator with Single
> > precision, Single bar (lastbaronchart) and hopefully no "epsilon"
> > (whatever it is):
> >
> > {########################################}
> > If LastBarOnChart Then Begin
> > Value1 = 10.3 - 10.2;
> > Value2 = 10.2 - 10.1;
> > If Value1 > Value2 Then Value3 = 1 Else Value3=0;
> > plot1 (Value3);
> > End;
> > {########################################}
> >
>
> >
>
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