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Pierre,
did I see correct the price for your xp version (that includes this tool) is
29,500 Euros (app. $36,000)?
As someone who promoted portfolio level backtesting here for many years, how
does you tool handle situations where you have used up your available money
but get another signal?
Regards,
Volker Knapp
(www.wealth-lab.com)
-----Ursprüngliche Nachricht-----
Von: Pierre Orphelin [mailto:pierre.orphelin@xxxxxxx]
Gesendet: Freitag, 7. Mai 2004 18:36
An: omega-list@xxxxxxxxxx
Betreff: RE: To MarkBrown: Real-time datafeeds in Python
-----Message d'origine-----
De : unicorn@xxxxxxxxx [mailto:unicorn@xxxxxxxxx]De la part de Alex
Matulich
Envoye : jeudi 6 mai 2004 17:49
A : omega-list@xxxxxxxxxx
Objet : Re: To MarkBrown: Real-time datafeeds in Python
Cameron,
>re ... "It would be interesting to know what you could not do in
>TradeStation or QuantStudio that prompted you to undertake such a major
>effort."
>
>i havent found anything i cant do in tradestation ...[ some things werent
>easy but they werent imposible ......yet ].
Good heavens, from my first month or two of using tradestation I
identified a bunch of stuff I couldn't do:
== Backtesting of portfolios -- the single biggest weakness of TS
___________________________________________________________
You should seriously consider to have a look to this link:
http://www.sirtrade.com/pfo.htm
== Optimizing against any result *I* define, not canned results like
net profit
___________________________________________________________
You should have a look to a GA optimmiser currently available (Optimax, I do
not
remember the link).
It does classical optimization inTS with the fitness function ofyour choice
== Executing trades on ANY price data stream, not just data1
___________________________________________________________
http://www.sirtrade.com/pfo.htm
May run any system on a Radarcreen line and link to a specified chart for
order
automation.
You may also consider using macros fired from EL.
== Backtesting of spreads determined by rules on the fly, between
several data streams (i.e. you can't predefine the "spread data")
___________________________________________________________
Once again, this tool uses global variables allowig anything in this sense.
More to come in version 2, later this year
http://www.sirtrade.com/pfo.htm
== Plotting indicators from strategies
___________________________________________________________
Agreed
== Double precision data types and double precision math
___________________________________________________________
Seems to me that it exists in TS8
== Complex number data types, and complex math operators (not using
user function calls)
___________________________________________________________
Probably not too much demand.
A C DLL will solve in this case.
== Data structures (makes passing groups of variables back and forth
between functions a lot easier, especially if you have an array of
groups of variables)
__________________________________________________________
Overall it works.
== Structured programming, including organizing my code into logical
directories
___________________________________________________________
Agreed.
== No decent way to break out of the middle of a loop (even a 'goto'
statement would be useful for this)
___________________________________________________________
T8 has a break point debugger
== No way to operate on characters within strings
___________________________________________________________
Are you sure ?
== No backtesting of combinations things displayed in different
charting windows (you can do this in real time with PushPop DLL,
but backtesting DOES NOT work with PushPop due to TradeStation
not calculating each indicator in a synchronized way)
___________________________________________________________
An other solution may exist with this
http://www.sirtrade.com/pfo.htm
And you even could share between RS windows
== Reliable pass-by-reference operations in function parameters
(you never know when it won't work; i.e. a passed-by-reference
parameter that changes within a function doesn't change in the
calling procedure -- seems to be more reliable if all NumericRefs
are in the beginning of the parameter list)
___________________________________________________________
You may pass by reference , do the calculatoin iun teh function
and export back from an array through the function
... and so on.
>i personally wouldnt swap to another platform unless the language
>was either 'as easy' as easy language.... or ummm maybe if it had
>some sort of EL-converter then i might consider it!
___________________________________________________________
I' reading this constantly for 8 years now and no alternate solution was
found.
Would you draw a conclusion by yourself or may I do it for you ?
More powerful languages will by necessity be not as 'easy'.
However, something similar to EasyLanguage with extensions to the
language would be really nice. Python is pretty easy too.
___________________________________________________________
There is a thrid party EL extension kit that may solve some of your needs
( see the third party directory section in TSWorld forum)
-Alex
Sincerely,
Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 8 sales and support
Safir-X, neurofuzzy logic trading system builder
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