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> 1) Take any system that exits at the end of day so that P/L for a
> given day is not affected by overnight trades. Go back say, one day.
> Go to View->performance Report->daily Tab. Note the P/L. Now, go and
> bring up the symbol again. Change number of days to look back to 2.
> Go back and look at the daily report. Look at the P/L for the day
> that you looked at - they are different.
I don't understand what you mean by "go back one day, go back two
days."
Are you saying you change the start date of your chart, and then
you see different results? That's certainly possible if the
system code is carelessly written. E.g. you can use xaverages
that take a long time to stabilize, and that can cause different
results depending on your start date. But that's not TS's fault.
It's executing the code correctly.
> 2) Take any system that gives signals in realtime. Watch it during
> the day without ever closing TS down. When the markets close,
> shutdown TS and come back in, do not save the workspace. Now, run
> the system again. Different values.
I don't see this in my systems. I've checked this very carefully
over the years. (The xaverage example above could cause problems
like this, but again that's because of bad code, not TS errors.)
> 3) This is is MUCH harder because it would require me to give you
> code that I cannot. But here is the gist of it. Make a system. Apply
> it to say ES and YM. Look at the signals it generates. Take note
> that sometimes, where a signal UNQUETIONABLY should have been
> generated, one was not. You sit there and stare at the code, and
> unfortunately, you do not have a debugger. Printf debugging does not
> help here.
Whenever I've had one of these situations, it has virtually
always turned out to be pilot error.
> 4) I have about 12 charts open, each with 1 of two systems applied to
> the symbol. Try to look at the performance report during trading
> hours. Evertime I scroll to the bottom of the trades tab, it keeps
> going off, doing something, and taking me back to the top of the
> page.
Never saw it.
> 5) A variant of the above is, often a symbol, for whatever reason,
> keeps needing to "get data." I have no idea why this happens, and it
> does not happen all the time. The effect is that the entire history
> for the symbol has to be reloaded every minute or so. This makes
> following a system under these conditions intolerable.
Never saw it.
I'm not saying these things don't happen to you. But I'm saying
I've been running TS2k for several years, intensively, and I
don't run into these problems. Assuming these problems aren't
caused by poorly-written systems, there is possibly something
unstable about your setup -- memory, hardware, software
interactions, who knows -- that triggers these problems.
Of course, TS2k *should* be stable enough that things like this
don't happen even if the system is stressed, and it's not.
Nobody (except maybe Pierre :-) would claim TS2k is bug-free or
even particularly solid. I have my share of problems with it
too. But most of those problems are annoyances, and none of them
are "wrong result" problems like you're seeing.
If there was a better answer out there, I'd jump on it. But I
haven't seen anything yet that does what I want as well as TS
does. So I grit my teeth and put up with TS's foibles.
Gary
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