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Bob - and all,
I certainly know that we write programs in TS and that, if one is
well-enough acquainted with its quirks and flaws, it can generally do more
or less what we tells it to.
My question, not well enough posed, is more of a research one: what kind of
returns do we get (say, net but without regarding fees or slippage)?
I am really curious what reward we are getting for all of those troubles so
well documented here.
A related question is: what kind of reliable (year-in-and year-out) returns
are some of our stars getting?
Jim
-----Original Message-----
From: Bob Fulks [mailto:bfulks@xxxxxxxxxxxx]
Sent: Tuesday, 11 December, 2001 16:35
To: jwixson@xxxxxxxxx
Cc: quantcap@xxxxxxxxxxxxx; omega-list@xxxxxxxxxx
Subject: RE: Asking too much ??
At 11:21 AM -0600 12/11/01, Jim Wixson wrote:
>I should have asked: do you know/have you heard of any trading system done
>or capable of being modelled in TS, which brings a reliable, high return?
>This is a research question - I am trying to document results which may
have
>been achieved with some consistency by users of Trade Station or similar
>software: what kind of results can we users realistically hope for? I have
>seen a few scattered posts on the subject, but no assessment of results
>achieved by EL Beatles.
My previous response were related to mostly to your question of being
"capable of being modelled in TS".
On re-reading your question it occurred to me that you might be asking
whether users can actually write TradeStation programs that make money. The
answer to that is definitely yes. The limitation is not TradeStation but is
the ability of the user to find a method that works. If he or she can find a
method, it usually can be programmed in TradeStation (if you work-around the
idiosyncrasies).
Bob Fulks
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