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----- Original Message -----
From: "Jimmy Snowden" <jhsnowden@xxxxxxx>
To: "Ivan Figueredo" <ivanf1@xxxxxxxxxxxxx>; <Omega-list@xxxxxxxxxx>
Sent: Saturday, February 28, 2004 4:39 PM
Subject: Re[6]: QuantStudio
> 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.
This is impossible, but I do not need to send him the original code, just
code that shows the anomalie. I do not believe there is anything special to
my code that casuses this, but we will see.
>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.
Yes, I am the same way - trial and error.
Thanks.
Ivan
> 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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