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In addition to Charles' comments, it should be noted that TeeTee has a
history of creatively implementing otherwise well known calculations. The
results you're getting from TeeTee might be correct as to how the
calculation was implemented, but they might have implemented the wrong
calculation.
Kent Rollins
----- Original Message -----
From: "Charles Johnson" <cmjohnsonxx@xxxxxxxxx>
To: "John Holton" <jgh1@xxxxxxxxxxxx>; <omega-list@xxxxxxxxxx>
Sent: Sunday, May 11, 2003 7:47 PM
Subject: RE: time between equity peaks
The relationship between any number on a TS report and reality appears to
best be regarded as unknown until proven otherwise. As does the relationship
among multiple runs of the same code against the same data.
If this is happening in the current product, TS 7.1, and you can prove it to
them, you might get a fix.
If anyone would like to share the results of any rigorous, controlled
testing of the accuracy and consistency of any version of TS, I and I'm sure
many others on this list would appreciate reading about it.
-----Original Message-----
From: John Holton [mailto:jgh1@xxxxxxxxxxxx]
Sent: Sunday, May 11, 2003 4:01 PM
To: omega-list@xxxxxxxxxx
Subject: time between equity peaks
Can anybody tell me how tradestation works out the average time between
peaks. I've put the list of trades into a spreadsheet, worked out the number
of days between each high and divided that by the number of highs. I come
nowhere near the figure produced by the strategy performance report. Is
there something wrong with my logic? Or is there something screwy with
tradestation?
John Holton
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