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M,
As for the ability of extending the Trade Object, I do not know the answer
to that. You would have to ask Lawrence or someone else at TickQuest. I
would see no problem with using MAE or MFE being called form your code and
used in the logic on trading rules. This is my best guess. I would think
it would still accomplish the same results. You would be able to call the
logic with out having to recode it everytime.
John
At 10:34 AM 7/20/2001, you wrote:
>Super important question:
>
>Can I extend the Trade Object and add my own methods for accessing MAE and
>MFE for a trade ?
>This would eliminate the need for coding the same logic again and again and
>again......
>of course, this is the big benefit of OOP...right ?
>
> > -----Original Message-----
> > From: John O. Romero [mailto:jromero@xxxxxxxxx]
> > Sent: Thursday, July 19, 2001 10:00 PM
> > To: prosys@xxxxxxxxxxxxxxxx
> > Cc: Omega-List
> > 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.....
> > >
> > > > -----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
> > > > > > >
> > > > > >
> > > > > >
> > > > > >
> > > >
> >
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