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Marc,
I am sorry if I sounded like I was teasing. It was a project that has consumed me for the last 1 ½ years. I am 60 years old and did not want to work on anything this hard. I live on a beautiful golf course and watch people play every day while I sit inside debugging. The debugging is 99% done and I can now start working on my golf again.
Since I designed the programs just for me, I was not concerned with developing a sexy user interface. For the most part, I used TradeStation and Excel as the user interface. All of the programming was to create text files of virtually any enty/exit criteria and to export from TS any statistic I desired. The program creates many reports that I can import into Excel. TradeStation is used to input position size and portfolio requirements. I use TS2000i and its WorkSpace Assistant to scan a portfolio of stocks. I just click the WorkSpace Assistant to start and once the scan is complete, many files are created with every position size and portfolio statistic desired.
I don’t need a job nor do I want to support a software program. I can live a very comfortable life without ever working another day in my life. I do not want to converse with several people about this. I want to golf and just play. Over the years I have spent more than 6 figures with professional programmers on just trading ideas I could not write myself. That does not count the thousands of hours of my own hacking. I admit, most of that was on bad ideas. I am tired of that. My trading has provided me a life style that has changed from staring at a screen for hours every day to my current style of just a couple of hours per week. I am NOT a great trader, just persistent. My trading dramatically changed when I realized the power of position size and portfolio management. My software did that for me.
I owned a software company and I don’t want to do customer support. However, if there is someone on this list that is willing to do this and would not be “turned off” by the program’s limitations described herein, then I would be willing to share the program with that ONE individual. I just don’t want to carry this conversation any further to the entire group.
There will be those that will claim this is spam. I don’t need to sell a damn thing. However, it would give me great pleasure to see my efforts used by others. At this time, I don’t know what I would want in return. Perhaps, I would be willing to trade for some extensive programming you may do on other ideas I have. I am open to suggestions. I just don’t want to do any more with it, other than for my own portfolio. If you have some thoughts with what you would do with my code, please respond to my private e-mail, rather than the list.
Russ
>
> From: "marc miller" <marcmiller@xxxxxxxxx>
> Date: 2004/06/12 Sat AM 11:39:41 EDT
> To: <rftonto@xxxxxxx>
> Subject: Re: Best environment for Portfolio Analysis; R software
>
> Hi Russ,
> Thanks for TEASING us!
> If you wish to perhaps defray some of your costs and offer it to some on the
> list, let me know.
> Best Wishes,
> Marc Miller
>
> ----- Original Message -----
> From: <rftonto@xxxxxxx>
> To: <Omega-list@xxxxxxxxxx>
> Sent: Saturday, June 12, 2004 8:19 AM
> Subject: Re: Best environment for Portfolio Analysis; R software
>
>
> > Gabriel,
> >
> > I had a professional programmer write dlls and C programs that link to TS
> to perform portfolio and position sizing tasks. It was much more expensive
> and time consuming than either of us thought it would be but I now have
> unique programs that enable me to write any system in Easy Language and do
> portfolio and position sizing. It is awesome! Before this project, I
> purchased RINA and other add on programs but none performed as I wanted for
> position size and portfolio management.
> >
> > I did this for myself because I am retired and do not want to do the work
> to sell it commercially. If I had known how much it would have cost and the
> hundreds/thousands of hours of debugging was required, I would have never
> started the project. However, now that it is done I am very pleased.
> >
> > I am sending this post not to brag but to let you know that this is a lot
> bigger project than even professional programmers realized. Good luck!
> >
> > Russ
> > >
> > > From: "Gray, Gabriel" <Gabriel.Gray@xxxxxxxxxxxxxxxxx>
> > > Date: 2004/06/11 Fri PM 04:53:06 EDT
> > > To: <Omega-list@xxxxxxxxxx>
> > > Subject: Best environment for Portfolio Analysis; R software
> > >
> > > Hello All,
> > >
> > > I am not trying to invite an argument bashing tradestation or praising
> > > other commercial environments, but am sincerely interested in back
> > > testing portfolio performance under different dynamic allocation
> > > scenarios. I would like to avoiding having to learn another commercial
> > > programming language, but am will to do so if necessary. I have some
> > > familiarity with VB, so my first thought is to export returns form TS to
> > > excel and write VB macros to change allocations and manage portfolio
> > > optimizations. Am I crazy or is there a better way?
> > > Another thought is to use the free software R. It is very close to S
> > > plus and supposedly has many of the same applications without the cost.
> > > I experimented with the Scheme based language, but it was not very user
> > > friendly and the free guides were not very thorough. Eventually, I gave
> > > up writing the language off as too much work. If Anyone had a different
> > > experience, I would love to hear about it. Anyone interested in R can
> > > download it for free at : http://www.r-project.org/
> > >
> > > As always, any advice is greatly appreciated,
> > >
> > > Gabriel
> > >
> > >
> > >
> >
> >
>
>
>
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