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-----Message d'origine-----
De : unicorn@xxxxxxxxx [mailto:unicorn@xxxxxxxxx]De la part de Alex
Matulich
Envoye : samedi 26 juin 2004 22:21
A : omega-list@xxxxxxxxxx
Objet : Re: Re[2]: OmegaList Member VK's 'Wealthlab' hits Fidelity
Pierre,
>For those who like to swallow anything but Tradestation, here is a link to a
>post where WL customers were able to get 9 digits ROA results using WL stuff:
>
>http://www.pro-at.com/frm/topic.asp?TOPIC_ID=11053&whichpage=2
Thanks. Interesting.
==
Yes, is it not?
Piping the site through http://babelfish.altavista.com resulted in
an English translation that roughly conveyed to me what was going
on, but I'd like you to clarify.
===
Well, this should achieve the same level than my english...
It seems that people have come up with trading strategies in WL that
give optimistic results to the point of absurdity. And yet (as
far as I can tell from reading) these strategies don't "cheat" by
looking at future prices. Correct?
===
We never saw the code of this systme, but it seems that the thing was based on a
similar bug that was not obvious to the WL customer ( who still do not believe
that there was a problem in his system).
I am curious if the same system logic programmed on TradeStation
would yield similar results, and if not, why not. In other words,
is the ridiculous equity curve shown the result of poor programming,
or the underlying backtesting platform?
===
Because the source code was not disclosed, it was impossible to do so in TS (
and anyway TS do not allow such results, unless you use a DLL that reads prices
in advance, but here you cannot invoke a bug).
I am interested in the answers because I have always been interested
in any trading / backtesting platform that has additional
capabilities lacking in TS2000i (specifically portfolio testing,
optimizing on custom calculated results, and a one-time purchase
price rather than rental like TS7).
==
We hae had several systems like this published on this site. Some were tested on
Metastock or Amibroker( not sure for this one). The probem is for real and was
observed on several platform, poorly programmed, unsecure or even seriously
bugged.
TradeStation is still the exception in the magic domain of the Mickey Mouse
TradingSystem World.
Sincerely,
Pierre Orphelin
www.sirtrade.com
Tradestation 2000i, TradeStation 8 sales and support
Safir-X, neurofuzzy logic trading system builder
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