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Re: Re[2]: QuantStudio



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> > 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.
> 
> AHA! This may be it, since I am looking at an indicator that is set
> up EXACTLY the way the code expects it, but perhaps the iternal logic
> for indicators is different for systems. In either case though, that
> would be a bug. However, I will look at this more closely - this is
> the first suggestion that actually makes sense. 

That's the definition of how TS works.  Indicators can optionally 
auto-compute the minimum allowable MaxBarsBack value (and do by 
default), but you must specify it explicitly for systems.  Maybe 
you don't like the definition, but that doesn't make it a bug.  
It's just something that anybody with any experience with TS 
should be aware of.

The fact that 1) you weren't aware of it, and 2) you think you 
may have code that is sensitive to the MBB setting, makes me 
seriously suspect the problem is in your code (or the way you've 
set up your charts & studies) and not in TS.

Indicators don't have to auto-compute the MBB value.  Set it 
explicitly (Format indicator -> Properties tab -> User specified) 
to the same value you set for your system, and then see if the 
indicator and the system match.  If they do, then the problem 
lies in your code, not in TS.  You need to write code that is 
stable regardless of how much leading data is present in the 
chart -- or at least be aware that your code (*not* TS) is 
sensitive to the amount of leading data and make sure you set up 
your indicators and systems with the same conditions.

To continue with your BNF/compiler/etc example:  it's possible 
for the same source code to produce different results if you 
compile it in ANSI C or C++.  That doesn't mean the compilers are 
wrong.  It means your assumptions are wrong if you expected the 
two languages to have the same behavior in that case.  I think 
you have some wrong assumptions about your TS setup.

> I guarantee you, the machines are more than ample for the task. The
> OS is windows 2000 Server. I have SP5 2000i Platinum. It started as I
> added more and more systems, and more and more charts. 

Exactly the description of an under-configured system.  TS2k 
absolutely has stability problems on too-small systems (not 
enough RAM, etc) but in most cases I've heard of, they go away if 
the PC has enough RAM.  So yes, it is TS's fault, but you can do 
something about the problem.

> > Well what we have here is a failure to communicate.
> Where was the "failure" to communicate? I have bugs that are
> unresovable in TS. 

Obviously I can't prove it without a lot more information, but I 
strongly suspect the bugs are NOT unresolvable in TS, but (in at 
least some cases) result from your lack of understanding how the 
system is SUPPOSED to work.

To Jimmy you said:
> I am not an EL "pro" whatever that means. I have been programming
> professionally for 15 years in C/C++/C#, in and out of the trading
> industry. I will leave it to you to decide if that makes me an
> "expert." 
> My guess is you know very little about the way languages and
> computers really work. 

For what it's worth, I've been programming for twice that long, 
professionally for a good part of it, and I understand quite well 
how languages and computers really work.

Gary