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"As the World Turns"...
In today's chapter, Gene loses (more of) his hair with the discovery that
the RateofChange functions in 2000i and TS6 do not return the same
results...
FLASH: "Oddball Community Obfuscates Over Bogus Backtests"
"In a stunning disclosure, the source of inconsistencies between Oddball
trades in TS6 vs. the veteran 2000i was finally revealed. Scientists at the
famed DarkMagic Institute exported complete sets of 1 min data from TS6 to
ascii, then imported the same data into 2000i.
"After assuring that the data was alligned in 2000i exactly as it was in
TS6, and that the closing prices on Data1, Data2, Data3, and Data4 were
identical for every 60 minute bar, the identical system was run in both
programs.
"The nefarious "RateofChange" function was double checked for any
discrepencies. 'I cannah unnerstan it', proclaimed Pope, 'The wretched
equity curves donno match! The individual trades are asunder! Worst of all
laddy, the values of ROC are mysteriously not matching neither! I think the
engines cannah take much more a this!!!'"
This wire story was suddenly interrupted by a seeming implosion of skull and
brain matter. The implications are staggering... the world shudders... and
once again, loyal legions of programmers are forced to huddle against the
cold hard reality that TS bites the big one...
Best regards,
Gene Pope
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