|
PureBytes Links
Trading Reference Links
|
Hi Patrick,
if you tried it, who knows, you might fall in love with Mathematica.
Mathematica code is quite terse; oftentimes only about a tenth of the
equivalent C++ or Java code. Incidentally, you don't have to rewrite the
whole Omega library, only those functions that interest you.
Here is a scenario you might want to think about. Suppose a TS user has
programmed a little system in which an entry signal is generated when two
indicator lines intersect. He tests the system and is satisfied with the
results. Little does he know that, due to the "built-in" propagation of
floating-point errors, the true intersection points are a few days off,
sometimes too early, sometimes late, and he is actually trading a completely
different system than the one he thought he wrote.
Why use EL at all if one can't rely on the results?
Best,
Michael Suesserott
> -----Ursprüngliche Nachricht-----
> Von: Patrick Gamble [mailto:pgamble@xxxxxxxxx]
> Gesendet: Sunday, July 29, 2001 21:23
> An: Omega-list
> Betreff: Mathematica
>
>
> Of course Mathematica, or Maple, or any
> maths software, will perform better than
> Tradestation in calculating many iterations.
> They are very expensively written to do so.
>
> Of course, by the time you take into account
> writing code for those programmes to emulate
> all the prewritten functions of Tradestation,
> they might not seem so useful...
>
> Repeat after me, 'A limitation is not a bug'.
>
|