|
PureBytes Links
Trading Reference Links
|
> >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.**
Why wouldn't tests on OHLC data have the same problems TS does?
BW
----- Original Message -----
From: "John O. Romero" <jromero@xxxxxxxxx>
To: <prosys@xxxxxxxxxxxxxxxx>
Cc: "Omega-List" <omega-list@xxxxxxxxxx>
Sent: Thursday, July 19, 2001 6:59 PM
Subject: Re: Neoticker
> 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.....
> >
|