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Ivan,
You may need to work with TS2ki a bit more. If I understand your list
of errors you believe TS2ki makes it seems that you are bending or
breaking the rules of EL or the program in general thus causing what
you call errors. It takes a lot of knowledge about what you can do in
TS2ki to get honest results. That is a big part of what the Omega
list is for. List your problem and see how people on the list are
getting the program to do exactly what you want.
Below is the best I can do with out more info. on what you are
experiencing. Perhaps others might be more helpful or maybe we will
need more information.
1. Changing the days to look back will throw your values off if they
have not had time to calculate properly. My guess is you are causing
this problem and it takes some real effort to check the values out.
2. Here again with proper setup this should never happen to you.
3. Here you seem to not know how to check the results of your code.
I use the expert commentary a lot but others use different ways to be
sure the values are what you think they are. Some export values to a
file others use the debug in the Power Editor. Many times your system
will not give the results you expect because of the difference between
an indicator on the chart making it look like you should have a
signal, but in fact your system shows different values then the
indicator when you look at them. Indicators will, if setup to,
automatically compute the number of bars to calculate on. A system
must be setup to do this in max bars back. The results should be
exactly the same if you have it setup correctly.
4. I don't have this problem, but if it does happen then why not keep
the scroll forced to the bottom. Actually why do you want to look at
performance during the day. This is when most of us trade.
5. Here you have a serious problem. TS2ki loads data into a temp file
and does not need to reload old data to the chart. To fix this we
would need to know a lot about your computer because you have a
serious problem. Is the machine capable of keeping up. What OS?
What version of TS2ki do you have? When did this start? Have you
done a clean install for TS2ki? Are you downloading data all the time
or is your data feed working fine all the time? Get TS2ki and the
computer to work properly before you attack any other problems. Big
time red alert.
I would be very careful trading until I got everything fixed and learn
how to code TS2ki's way so things are repeatable and accurate. That
stuff takes a long time to get right, but then I'm pretty slow maybe
it will go faster for you.
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Saturday, February 28, 2004, 1:12:39 PM, you wrote:
IF> ----- Original Message -----
IF> From: "DH" <catapult@xxxxxxxxxxxxxxxxxx>
IF> To: "Omega List" <omega-list@xxxxxxxxxx>
IF> Sent: Saturday, February 28, 2004 10:01 AM
IF> Subject: Re: QuantStudio
>> > I
>> > can give you five different situations where TS is simply doing buggy
IF> things
>> > (as of TS2000i.)
>>
>> Please do. You have stated that the calculations of TS are inaccurate.
>> I'd like to see examples of that, other than the obvious things everyone
>> knows about - single precision, bouncing ticks, etc.
IF> 1) Take any system that exits at the end of day so that P/L for a given day
IF> 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
IF> symbol again. Change number of days to look back to 2. Go back and look at
IF> the daily report. Look at the P/L for the day that you looked at - they are
IF> different.
IF> 2) Take any system that gives signals in realtime. Watch it during the day
IF> without ever closing TS down. When the markets close, shutdown TS and come
IF> back in, do not save the workspace. Now, run the system again. Different
IF> values.
IF> 3) This is is MUCH harder because it would require me to give you code that
IF> I cannot. But here is the gist of it. Make a system. Apply it to say ES and
IF> YM. Look at the signals it generates. Take note that sometimes, where a
IF> signal UNQUETIONABLY should have been generated, one was not. You sit there
IF> and stare at the code, and unfortunately, you do not have a debugger. Printf
IF> debugging does not help here.
IF> 4) I have about 12 charts open, each with 1 of two systems applied to the
IF> symbol. Try to look at the performance report during trading hours. Evertime
IF> I scroll to the bottom of the trades tab, it keeps going off, doing
IF> something, and taking me back to the top of the page.
IF> 5) A variant of the above is, often a symbol, for whatever reason, keeps
IF> needing to "get data." I have no idea why this happens, and it does not
IF> happen all the time. The effect is that the entire history for the symbol
IF> has to be reloaded every minute or so. This makes following a system under
IF> these conditions intolerable.
IF> I have about 20 others that I have accumulated over the years. I do not
IF> remeber them all, but I will start to write them down as I see them again.
>> BTW, TS7 fixed the single precision problem for those who insist on
>> working with the difference between two large numbers, e.g. bad code.
>>
>> > That is why
>> > we spent close to a million dollars getting building a tool that tests
>> > hundreds of systems in realtime over hundreds of millions of ticks over
IF> a
>> > cluster.
>>
>> Like I said, if you need more power than TS, it's time to shop
>> elsewhere. Certainly it was never intended for that application.
IF> Yes, well, I am saying less than that. I am saying that EVEN in the case of
IF> "simple" systems, TS is at best a huge time drain because you can never be
IF> sure that what you are getting back is repeatable. That is the tennet of
IF> scientific research, repeatability, and TS fails badly when thousands of
IF> ticks are involved and what I consider relatively simple systems.
IF> But look, this is not a debate between you and me. I know where TS sits on
IF> my usabilty scale, and you seem to know as well. this "warngin" is for
IF> those that blindly come into this business, buy TS, and think that they are
IF> performing real world tests. Nothing can be further from the truth. Buyer
IF> beware.
IF> Ivan
>> --
>> Dennis
>>
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