|
PureBytes Links
Trading Reference Links
|
I would suggest trying to avoid sin/cosine or any other cyclic function.
Best thing would be to use real data (both operating on the same data
series, like djia for example) whicheverybody could get their hands on of
they wanted to repeat the experiment, and then use something that is on the
line of what everybody tries to do in one way or the other (signal to noice
filtering in one way or the other).
> -----Original Message-----
> From: MikeSuesserott@xxxxxxxxxxx [mailto:MikeSuesserott@xxxxxxxxxxx]
> Sent: den 30 juli 2001 12:29
> To: pierre.orphelin@xxxxxxxxxxxxxx; omega-list@xxxxxxxxxx
> Subject: AW: TradeStation Precision - Summary
>
>
> Hello Pierre,
>
> thanks for your messages, and for trying to find a good test.
>
> I believe the main problem might be that it may be difficult
> if not impossible to ferret out these kinds of instabilities
> by means of a test done within TS alone. Let me think of
> something that we can do in parallel - you can do in EL and I
> will run it in Mathematica. Probably nothing trade-specific
> (so that you might be satisfied it does not depend on any
> "buggy libraries" of mine), but rather something along the
> lines of your cosine example. I will disclose my piece of
> code here on the list, and then we can discuss how to proceed.
>
> I shall probably not have time for this during the week, but
> would post my code and suggestions over the next weekend. D'accord?
>
> Michael Suesserott
>
> PS. I think I should apologize to you for that "epater le
> bourgeois" part of my message. I never did believe that you
> wanted to mislead the public in any way, and I know you are
> an honest guy and a fine person. Only at times a bit stubborn... <g>
>
This message contains information that may be privileged or confidential and is the property of the Cap Gemini Ernst & Young Group. It is intended only for the person to whom it is addressed. If you are not the intended recipient, you are not authorized to read, print, retain, copy, disseminate, distribute, or use this message or any part thereof. If you receive this message in error, please notify the sender immediately and delete all copies of this message.
|