|
PureBytes Links
Trading Reference Links
|
M. Simms,
I have added my answers after each question.
At 07:21 PM 7/19/2001, M. Simms wrote:
>Big Question :
>
>How robust are the internal system variables for signal support........
>1) Position array (positionprofit,entryprice,etc)
In NeoTicker there is a Trade Object. inside of it are properties and
methods - methods are things you can do to or with it. Example some
properties are system setting and status. Properties are Order placement
and reporting methods. I think it is fairly rubust. There are a lot of
permutation and combinations. Again I would look at the manual which is on
the web site. www.tickquest.com It does have a lot of information about
current trades. Also, this is their first release with the
Trade/system/backtest capability. If you do not see somethign you thinkis
important, as Lawrence Chan got on the list and said, let them know.
>2) WhichExit / WhichEntry variables to tell which entry or exit was
>triggered ?
When a buy/sell is triggered, you have the option to add a comment to the
transaction. This could be the exit signal name combined with the a number
representing the # of times this was done today or whatever your time frame is.
>3) permits signals to be evaluated each tick ?
When testing, trading, backtesting, or just loading a time chart, you have
the option of telling NeoTicker how to load the data. either tick by tick
or bar by bar. This feature will assure you will get the same results in
real time as historical backtesting assuming you use the same data loading
method for both.
>4) any nifty variables like MAE or MFE to be easily accessed during the
>trade ?
MAE and MFE are not there, but if you had them coded (maybe port them from
EL archive from this list) then you could add that to your evaluation process.
John
>These are all limitations of TS2000i BTW.....
>
> > -----Original Message-----
> > From: John O. Romero [mailto:jromero@xxxxxxxxx]
> > Sent: Thursday, July 19, 2001 4:53 PM
> > To: Michael Berger; OmegaList
> > Subject: Re: RANKINGS was Is it time to find a BETTER toolbox?
> >
> >
> > To All,
> >
> > I don't know if this is of interest to all, so if there are any
> > objections,
> > We can take this offline or to another place.
> >
> > First, I am just a customer that converted from TS4. I did not go
> > to 2000i.
> >
> > I have not tried to use the pattern scanner yet, so I don't have any
> > comments on it. The entire documentation is available at their website,
> > for those of you who wish to see all it can do.
> >
> > Relative to the 8 variables - It used to be only 4 - but has been
> > upgraded
> > to 8 with V2. Also, that is a true statement only when using their script
> > support. If you were to write your code in VB, you can have your own
> > popup window to interface for variable / parameter input. Another way
> > around that is that a variable can be any string combination that could
> > later be parsed in your indicator. That is a more technical
> > approach, but
> > a work around. I have only one instance where I need more than 8 inputs.
> >
> > Until V2 they did not support writing user code in anything but
> > the script
> > languages. Now you can write in any language that supports either DLL or
> > ActiveX. They have samples for each. All you would have to do is use
> > their shell of the ActiveX and fill in your logic. In my case, I can now
> > use the full debugging capabilities of VB6's IDE, (breakpoints, variable
> > watches, etc....).
> > The only thing I have to compare to is TS4. I would say it id at
> > least as
> > fast.
> >
> > As I said, before. I am a user. I started at ver 1.0 then 1.1, 1.2, 1.3
> > and now 2.0 I started in Feb of this year. They have a user
> > forum that is
> > open to the public so you can see what people have asked and complained
> > about. Also ask any questions you would like there.
> >
> > John
> >
> > At 01:05 PM 7/19/2001, Michael Berger wrote:
> > >Agree, I'm curious, too.
> > >
> > >Just spent a few minutes at www.neoticker.com
> > >
> > >1. The seem to have limited backtesting, but I don't see
> > >optimization.
> > >
> > >2. There are a max of 8 variables.
> > >
> > >3. They use a scripting language, as wealth-lab does, so it
> > >might also have speed issues.
> > >
> > >
> > >Anybody with first-hand knowledge?
> > >
> > > > >
> > > >
> > > >
> > > >
> > >
> > >
> > >----- Original Message -----
> > >From: "Bill Wynne" <tradewynne@xxxxxxxxxxx>
> > >To: <fritz@xxxxxxxx>; <omega-list@xxxxxxxxxx>
> > >Sent: Thursday, July 19, 2001 12:59 PM
> > >Subject: Re: RANKINGS was Is it time to find a BETTER
> > >toolbox?
> > >
> > >
> > > > I'm curious to hear more about Neoticker from
> > > > folks who've actually used it. In particular,
> > > > I'm interested in the pattern search deal.
> > > >
> > > > Thanks,
> > > >
> > > > BW
> > > >
> > > >
> > > > >From: "Gary Fritz" <fritz@xxxxxxxx>
> > > > >Reply-To: fritz@xxxxxxxx
> > > > >To: omega-list@xxxxxxxxxx
> > > > >Subject: Re: RANKINGS was Is it time to find a BETTER
> > >toolbox?
> > > > >Date: Thu, 19 Jul 2001 10:22:53 -0600
> > > > >
> > > > > > What I am saying here is that if I had the balls to
> > > > > > translate my Easylanguage routines that my first pick
> > > > > > would be Metastock.
> > > > >
> > > > >I've looked into this, and several friends of mine have
> > >been using
> > > > >Metastock for quite a while. It has nice charting
> > >features but its
> > > > >language is really crude and limited. Several of my
> > >local Metastock
> > > > >friends have ended up buying TS4 or TS2k so they could
> > >experiment
> > > > >with things they just can't express (or can't express
> > >without extreme
> > > > >pain) in Metastock.
> > > > >
> > > > >So I wouldn't put that at #1 unless you plan to do all
> > >your work in
> > > > >DLL's, and I strongly suspect you will be limited with
> > >what you can
> > > > >do then. (Because the DLL's won't be hooked into the
> > >guts of the
> > > > >Metastock engine the way the MS language is.)
> > > > >
> > > > >On the other hand, several people have written plug-in
> > >additions for
> > > > >MS to do things like portfolio testing, and I think you
> > >drive those
> > > > >with DLL code. So maybe with add-ins like that, MS could
> > >be a
> > > > >reasonable alternative. Maybe.
> > > > >
> > > > > > #2 Neoticker (never used, just based upon your words)
> > > > >
> > > > >This one looks promising, and Lawrence seems very willing
> > >to work
> > > > >with users to improve it. They've just released the
> > >realtime
> > > > >version. You can use VBscript, Javascript, or
> > >Delphiscript, so the
> > > > >language should be no problem as long as they've thought
> > >out the data
> > > > >model & libraries properly. The portfolio testing
> > >capabilities seem
> > > > >very limited, though. As far as I can tell, you can run
> > >a system on
> > > > >a basket of symbols, but I don't see any decent portfolio
> > >reports and
> > > > >statistics, or portfolio optimization features. That
> > >might be there
> > > > >and I just didn't see it.
> > > > >
> > > > > > #4 http://www.Ravenquote.com
> > > > >
> > > > >This has no backtesting capabilities, does it? I think
> > >it's just a
> > > > >feature-rich charting app with scanning capabilities.
> > > > >
> > > > > > #4 http://www.cqg.com
> > > > >
> > > > >Could be useful, but the programming language is very
> > >cryptic and
> > > > >somewhat limited. And you're tied into one data vendor,
> > >excellent
> > > > >though CQG may be.
> > > > >
> > > > > > #5 Tradestation 2000i
> > > > >
> > > > >No thanks.
> > > > >
> > > > > > #6 http://www.linnsoft.com
> > > > >
> > > > >Can't tell for sure, but the language looks pretty
> > >primitive. No
> > > > >portfolio capabilities.
> > > > >
> > > > > > #7 http://www.lmt-expo.com
> > > > >
> > > > >This appears to be based on Unix, except the
> > >student/academic
> > > > >version. No indication of cost. Looks like it has a lot
> > >of powerful
> > > > >math support, but I think the programming language may be
> > >basic Excel-
> > > > >like functions. Hard to tell what the feature set is.
> > > > >
> > > > >
> > > > >Someone recently pointed me to http://www.wealth-lab.com.
> > >This is an
> > > > >interesting "trading community" site that supports an
> > >online system
> > > > >testing facility. Some people have been nervous about
> > >the site, not
> > > > >wanting to submit their system code to a website. But it
> > >turns out
> > > > >there is also a stand-alone "desktop" version, and they
> > >are actively
> > > > >working to improve it. Currently stocks only, but
> > >futures are
> > > > >coming. They say by the end of the year they'll have
> > >portfolio-
> > > > >testing capabilities to match anything Trading Recipes
> > >can offer,
> > > > >which is saying a LOT. Not bad for $300, and there is a
> > >free
> > > > >downloadable demo. I haven't tried it yet.
> > > > >
> > > > >http://www.amibroker.com/ has a lot of fans, but so far
> > >it's only
> > > > >EOD, and I think stocks only. Realtime is scheduled for
> > >the end of
> > > > >the year. Portfolio testing is supposed to be possible.
> > >No examples
> > > > >of the language but it's supposed to be extensible with
> > > > >VBscript/Jscript. Only $69.
> > > > >
> > > > >Gary
> > > > >
> > > >
> > > >
> > > >
> >
|