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STRATEGY REPORT & OPTIMIZATIONS - Suggestions



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Lawrence-
Regarding the STRATEGY REPORT- I think the Strategy Performance Report 
is pretty lame and definitely showing its age.  From what I understand, 
the core of it was actually written by RINA Systems several years ago-- 
not TradeStation -- and hasn't been updated since TS2k!  (N.B.:  RINA 
has some useful products, but they are overpriced ($2,000-5,000); charge 
significant "upgrade" charges ($500) for sometimes pretty small 
improvements to the product, and-- in general-- are slow and clunky. 
 (Kinda feel like I'm running an old DOS BASIC program sometimes.) 
 ...Finally, if you want to use a macro utility like Macro Express 
(excellent), to automate some of the drudgery--you're stuck there too, 
as they do something that takes over the keyboard and mouse hooks and 
prevents MacExp from functioning properly  to automate the Rina program.

These having been said, a few *glaring* weaknesses IMHO in Strategy Report:

1.  Dog slow.     (And sometimes doesn't update when the chart itself 
does unless you click on the Report window);
2.  The tabs at the bottom of the Performance Report are only visible if 
you Maximize the window.  Brilliant.  I can't see my chart now.  
3.  The "Graphs" Tab seems to be disconnected all from the (otherwise 
pretty useful) analytical numbers Tabs.  You can export the other Tabs 
as an Excel spreadsheet -- but there's no way to export the graphs!  Lame.
4.  While we're on the topic of the Graphs--it would make huge sense to 
be able see, say, an Equity Curve graph *and* the Summary Tab data *and* 
my original TradeStation chart, side by side.  ...No can do.
5.  For the various graphs (Graphs Tab), it would mean much more to me 
to be able to see 3 separate lines, not just 1: (i.e., 1- long side 
performance, 2-short side performance, 3-long and short together). 
 ...For now you have *no way* to see visually if your longs or your 
shorts need more work (or need to be avoided altogether)!  Lame.
6.  Time Analysis tab.  Shows Years, Months, Weeks, Days...but no 
intra-day!  Lame, in this day and age.  Would require minimal 
programming to add this.

Now, regarding OPTIMIZATION-

Since early TS2000i, TradeStation has  advertised its "advanced 
multithreaded architecture and advanced support for multi-processor 
systems".  Its B.S.  I actually *spoke* to the Project Manager a couple 
of years ago--and unless they've rewritten it since then-- the 
Optimization Engine--that is, the piece IMHO that could BEST take 
advantage of increased horsepower from multiprocessors--is single 
processor and single-threaded !!  The code was taken right out of TS4.

Best
-Ian