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There is an earlier thread "TS2000 Workspace Assistant Limitation" that
touches on some strange things that occur, like missing stock candidates,
number of trades, etc. I did several tests to confirm this problem (to my
horror). EL calculations don't seem to complete for all symbols all of the
time. The results are not consistent either: sometimes it's fine;
sometimes a few symbols are missing; other times a lot of symbols are
missing. The problems begin to show up when you test a lot of bars. Many
customers test years of daily bars, rather than years of intraday data, so
this problem is not well known. And if the problems occur, it's not very
obvious. I think Omega doesn't have enough timer events in their loops,
and as a result, some processor events are not executed. But rather than
becoming another one of Omega's involuntary debuggers, I would write your
own code that completely bypasses the Workspace Assistant.
At 01:18 PM 1/27/2002 -0700, RUSS FURSE wrote:
>I was able to do something in TS 4.0 that I don't seem to
>be able to do in TS2000i. Can someone tell me if this is a
>bug in 2000i or if I am doing something wrong?
>
>I want to export system performance results for each of 500
>stocks to a file by running the Workspace Assistant. I
>have enclosed the code that I am using to test this
>concept. This code works just fine to export the system
>results when testing just one stock and one system.
>However, when I run that same system over a directory
>of "many" stocks with the Workspace Assistant, there are
>files of performance results for every stock but only a
>small % of the total trades that should have been reported
>are there. What happened to the other trades that are
>shown when doing the test manually without Workspace
>Assistant? If the code works correctly for one stock
>without Workspace Assistant and correctly for each stock
>for a small % of the trades when using Workspace Assistant,
>I am assuming that the code is correct. What am I
>missing? BTW, I ran the tests in slow mode as well as
>maximum speed.
>
>{Test code to export system performance results in WA.
>Don't forget to create the C:\systests\results\TestWA
>directory if you test this code.}
>
>If C crosses above Average(C,50) then buy;
>If C crosses below Average(C,50) then sell;
>
>value1 = PerfSumExport("c:\systests\results\", "TestWA")
>
>Thanks!
>
>Russ
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