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Bill,
Yes, if you used OHLC it would produce the same results as TS does. I am
not sure if NeoTicker uses the same logic as TS4 on deciding which comes
first - H or L --. Maybe someone from TickQuest can chime in here. It all
depends on how you design the system. The real value is you have a
choice. Something like the system Mark Brown put on the list - OddBall -
it can look at data tick by tick, but makes a buys/sell at the end of the
bar or open of the next bar.
John
At 10:27 AM 7/20/2001, Bill Wynne wrote:
> > >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.....
> > >
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