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Ivan,
All right Ivan, now you are with it.
Maybe you will not want to do this but I would send my code to Gary or
at least a near exact copy of it. He is worlds ahead of my coding and
understands the tiny little things that will blow up TS2ki results.
Post to the list if you are comfortable. There is a reason and there
is a solution to anything in TS2ki I believe. Also there are some
real experts on code and system work for TS2ki on this list. Me I'm
just a guy that did some work in basic once and now have messed with
EL for 7 years so I get what I want but I can't really help anyone
with code like they can. One reason I'm so good at fixing computers
and especially TS2ki is I have broken TS2ki and a few computers more
than most people do. I fix what I break so I've learned a lot.
Good luck on these problems,
Best regards,
Jimmy Snowden
mailto:jhsnowden@xxxxxxx
Saturday, February 28, 2004, 4:13:41 PM, you wrote:
IF> Jimmy,
IF> I get the sense that you are honestly trying to help, and I hear you.
IF> However, what you are saying does me no good.
IF> The only thing that we can do at this point is to put out some code that
IF> reproduces the effects I am seeing (I am not even trying to resolve all of
IF> them, just the most blatant ones.)
IF> Until then, going back and forth about my "hardheadedness" is pointless.
IF> Programmers have a "code of honour" (no pun intended) way of resolving these
IF> issues. I will try and see if I can come up with the simplest possible
IF> example of what I am seeing and submit it.
IF> Good luck to you as well.
IF> Ivan
IF> ----- Original Message -----
IF> From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
IF> To: "Ivan Figueredo" <ivanf1@xxxxxxxxxxxxx>; <Omega-list@xxxxxxxxxx>
IF> Sent: Saturday, February 28, 2004 4:06 PM
IF> Subject: Re[4]: QuantStudio
>> Ivan,
>>
>> Actually people like Gary Fritz have coded successfully what they want
>> in EL for many years. I also get what I want but I am not a
>> programmer. Maybe this is better as I don't expect EL to work like
>> C/C++/C#. I expect it to do what it actually will do then I code it to
>> do what I want. This has worked so well for me that my systems
>> actually work and do exactly what I expect and actually make trades
>> the same way an indicator shows them to work. And the reports always
>> show the exact results. Now there have been many times that the
>> results did not duplicate and I WAS IN ERROR. Not TS2ki. TS2ki bugs
>> are ALL simple problems that do not effect accuracy of systems and
>> indicators. We don't need your code to help you as your problems are
>> as old as TS2ki is. We know it is your code that is causing your
>> problems. Or if not just code some of the setup items are wrong.
>> TS2ki has different rules and not all of them are well covered in the
>> help section.
>>
>> No I don't know a hell of a lot about the way languages work but I do
>> know my EL code and what will work so my indicators and systems works.
>> As for computers and TS2ki well I get by fairly well. My computer works
>> and all the ones I've built for others do also. I worked with (NOT FOR)
>> Omega/Tradestion's head of technical support for a couple of years or
>> more to deal with all the problems we had from the first release until
>> SP5 was released. I beta tested the Global Server you see in SP5. Do
>> you think there might be a reason for that? I beta tested Tradestation 6.
>> So you could say I know a little about TS2ki.
>>
>> Now when you say "It is actually insanity to CHANGE they way you
>> program because the computer does not give the correct result" you are
>> loud and clear telling us PILOT ERROR. Ivan is going to be hard
>> headed and do it his way even though he is having problems. This is why
>> you don't get repeatable results. The rest of us do. You are the bug
>> I promise you. I understand it will corrupt your expert coding in the
>> other languages or pervert your thinking but hey if you want the code
>> to work in EL you have to do it the way it works not the way it would
>> work in C or some other language. You fight it you will lose.
>>
>>
>>
>> Good luck
>>
>> Best regards,
>> Jimmy Snowden
>> mailto:jhsnowden@xxxxxxx
>>
>>
>> Saturday, February 28, 2004, 3:25:07 PM, you wrote:
>>
>>
>> IF> ----- Original Message -----
>> IF> From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
>> IF> To: "Ivan Figueredo" <ivanf1@xxxxxxxxxxxxx>; <Omega-list@xxxxxxxxxx>
>> IF> Sent: Saturday, February 28, 2004 3:07 PM
>> IF> Subject: Re[2]: QuantStudio
>>
>>
>> >> Well what we have here is a failure to communicate.
>> IF> Where was the "failure" to communicate? I have bugs that are
IF> unresovable in
>> IF> TS. I have tried to the best of my abilty, without actually giving
IF> code, to
>> IF> communicate the experience I have had.
>>
>> >>We try to help
>> >> but we just didn't understand Ivan is an expert in Computers, cause he
>> >> owns eight,
>>
>> IF> I actually own more, but I suspect that is not the issue - do you?
>>
>> >>he is a EL pro cause he pushed TS2ki past the limit and he
>> >> can build a one day system that he thinks works.
>>
>> IF> I am not an EL "pro" whatever that means. I have been programming
>> IF> professionally for 15 years in C/C++/C#, in and out of the trading
IF> industry.
>> IF> I will leave it to you to decide if that makes me an "expert."
>>
>> >>He has problems
>> >> with TS2ki, results and expects it to conform to his way.
>>
>> IF> Conform to my way? Dude, you are beginning to show signs that you do
IF> not
>> IF> know what you are talknig about. A program written in a correct BNF,
IF> run on
>> IF> correct hardware, either compiles or it does not. Now, if it compiles,
IF> it
>> IF> means that there are no syntatical errors. There may still be logic
IF> errors
>> IF> in the code, but that neither conforms nor unconforms, the bug is
IF> either
>> IF> mine or the writer of the software. That is what we are trying to get
IF> at
>> IF> here.
>>
>> >>Well I've
>> >> argued with computers before. GUESS WHAT THE RESULT WAS?
>>
>> IF> My guess is you know very little about the way languages and computers
>> IF> really work.
>>
>> >> Insanity: To continue to do things the same way and expect a
>> >> different result.
>>
>> IF> It is actually insanity to CHANGE the way you program because the
IF> computer
>> IF> does not give the correct results. That is what I have been trying to
IF> say
>> IF> all along - TRADESTATION DOES NOT GIVE REPEATABLE RESULTS. IT RUNS ON
IF> A
>> IF> COMPUTER, THEREFORE A BUG EXISTS. That bug is either mine or
IF> tradestations.
>> IF> No need to wrote non-sequitors like the above.
>>
>> >> I'll go with Gary Fritz. I've found he can make his code actually
>> >> work. All the time. "I see it all the time." Hee hee.
>>
>>
>> IF> Ivan
>> >> Best regards,
>> >> Jimmy Snowden
>> >> mailto:jhsnowden@xxxxxxx
>> >>
>> >>
>> >> Saturday, February 28, 2004, 2:44:34 PM, you wrote:
>> >>
>> >> IF> ----- Original Message -----
>> >> IF> From: "Gary Fritz" <fritz@xxxxxxxx>
>> >> IF> To: <omega-list@xxxxxxxxxx>
>> >> IF> Sent: Saturday, February 28, 2004 2:25 PM
>> >> IF> Subject: Re: QuantStudio
>> >>
>> >>
>> >> >> > 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
IF> day.
>> >> >> > Go to View->performance Report->daily Tab. Note the P/L. Now, go
IF> and
>> >> >> > bring up the symbol again. Change number of days to look back to
IF> 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.
>> >> IF> Look at what I wrote. Write a system where that EXITS at the close
IF> of
>> IF> the
>> >> IF> day and takes no positions overnight. It is IMPOSSIBLE for a system
>> IF> that
>> >> IF> takes all of it's signals for a given day from within that day, to
>> IF> have a
>> >> IF> different P/L based on what days are loaded or not. Of course, in
IF> the
>> IF> case
>> >> IF> where you are using indicator where adding a prior day will affect
IF> the
>> >> IF> entries of today would not be either careless coding or incorrect
>> >> IF> calculation by TS. But in the case I am talking about, I am NOT
IF> using
>> >> IF> indicators that cross daily boundaries.
>> >>
>> >> >> > 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.)
>> >>
>> >> IF> I see it all the time.
>> >>
>> >> >> > 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.
IF> 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
IF> not
>> >> >> > help here.
>> >> >>
>> >> >> Whenever I've had one of these situations, it has virtually
>> >> >> always turned out to be pilot error.
>> >> IF> Guarantee you, it is not.
>> >>
>> >> >> > 4) I have about 12 charts open, each with 1 of two systems applied
IF> 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.
>> >>
>> >> IF> See it all the time.
>> >>
>> >> >> > 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
IF> it
>> >> >> > does not happen all the time. The effect is that the entire
IF> history
>> >> >> > for the symbol has to be reloaded every minute or so. This makes
>> >> >> > following a system under these conditions intolerable.
>> >> >>
>> >> >> Never saw it.
>> >>
>> >> IF> See it all the time.
>> >>
>> >> >> 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.
>> >>
>> >> IF> Guarantee you, it is not. I have eight computers, all with massive
>> IF> amounts
>> >> IF> of CPU and RAM in them. What is funny is that a friend of mine told
IF> me
>> IF> about
>> >> IF> this case, and I could not believe it. We loaded the system on my
>> IF> machine,
>> >> IF> and presto!
>> >>
>> >> >> 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> Oh, there is a growing list of problems. But if your systems test
>> IF> accurately
>> >> IF> for you, what can I say? They do not form me. FWIW, I really push
IF> TS
>> IF> to
>> >> IF> "extremes."
>> >>
>> >> >> 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.
>> >>
>> >> IF> TS is an ok tool for what it is as I have mentioned before,
IF> charting,
>> IF> that
>> >> IF> sort of thing. The key is knowing it's idiosynchronansies and to
IF> sit
>> IF> and
>> >> IF> watch a system trade in realtime very very carefully for days on
IF> end,
>> IF> and to
>> >> IF> plot the indicators that the system is using to base it's opens and
>> IF> closes
>> >> IF> (I often send it to the debug window as well, but it gets really
>> IF> tiring.)
>> >>
>> >> IF> The problem is, a real programming environment would have a
IF> debugger,
>> IF> and
>> >> IF> the programmer would be able to go in, roll up his sleeves, signle
>> IF> step
>> >> IF> through the cod, and figure out what was happening when the
IF> unexpected
>> >> IF> happens. No such tool in TS. So the "pilot" is forever left trying
IF> to
>> IF> rework
>> >> IF> the code in the hope that he hits some combination that will not
>> IF> confuse TS.
>> >>
>> >> IF> Ivan
>> >> >> Gary
>> >> >>
>> >>
>> >>
>> >>
>> >>
>> >> Outgoing mail scanned by Norton
>> >>
>> >>
>>
>>
>>
>>
>> Outgoing mail scanned by Norton
>>
>>
Outgoing mail scanned by Norton
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