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So, Scotty ..err Gene... did you send TS6 "where no man has gone before" ,
or warp-drive to the wastebasket ;-)
On a more serious note... were you able to discern that the "warped" ROC was
within the TS6 version?
----- Original Message -----
From: "Gene Pope" <gene@xxxxxxxxxxxxx>
To: "List - Omega" <omega-list@xxxxxxxxxx>
Sent: Friday, March 08, 2002 10:48 AM
Subject: Coming up: RateofChange on THE OSBOURNES
> "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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