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I and others have had errors when TS2000i tries to calculate the advanced
strategy performance report when using more than about 300k bars. This is
the "error adding price, date sequence out of order" error -- even though
there is nothing wrong with the dates and it can only be fixed (as far as I
know) by reducing the number of bars.
Aaron Schindler
P.S. Did everyone see my interview in the October issue of Stocks and
Commodities? It's the "Survivors" article. :-) Thank you, John Sweeney.
----- Original Message -----
From: "Mark Cerar" <marQc@xxxxxxxxxxx>
To: "Omega List" <omega-list@xxxxxxxxxx>
Sent: Friday, September 28, 2001 9:08 AM
Subject: Practical limits in TS2000i
> I would like to get an idea of how many bars a chart can practically load
in
> TS2000i before the program begins to bog down or choke. I'm trying to get
> an idea of how many futures contracts one can roll into a continuous
> contract and still perform stable back-testing at a practical speed. The
> benchmark system doesn't have to be anything too large for simplicity's
> sake. Also any qualitative comparisons in speed between TS4.0 and TS2000i
> would be welcome if anybody out there has taken a system and a data series
> and compared the execution times on each platform.
>
>
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