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I'm so swamped right now with system building,
or rather getting them up and running stable on
the TS platform, that I cannot begin to list
all the specifics about what I'm encountering.
For instance, and I'm sure others here will back
me on the list for experiencing the same thing.
The latest system that I'm concentrating on
has me focusing right now on a piece of the equity
curve that takes the system into a drawdown that
has lasted from 02/14/04 to current date. For the
aggressive type of trading I'm doing, this is
Not a good thing.
I'm running an Excel spreadsheet to data-mine
trades that have went off from 2-14-04 to present.
Putting it under a microscope, and running off the
trade lists side by side caused me to realize that:
Refreshing the data causes you to have signals go
off on different bars, different time stamps, the
signal to not generate at all, and best of all
thanks to Tradestation's Built-in, "SHOW THE BEST
CASE" algorithm, trades that should NOT have gone
off at all.
If you are not looking closely enough at what is
going on at the case of each signal, you can easily
be fooled into thinking that your system is running
smoothly or has in fact generated real world results
for you and give you false confidence in what you
are trading or are going to start trading.
It is tedious to go back over 5yrs. of data in
an excel spreadsheet to "double-check" your signals.
Hell, that is what the platform is built for, it
should work as promise and advertised!
Luckily I have 50% of the problems identified, and
this curve reflects commission and slippage, so
basically fixing and then working around Tradestation
issues has become the focal point in moving forward
with trading triple-digit size with this strategy.
Which that alone, makes me furious because I'm
spending precious system building time, making sure
the !@#$%& platform I'm trading on isn't giving me
false readings.
I'm not even going to get into the problems
surrounding the use of tick data. That is a whole
other can of worms....
mike ball
[image can be found at:
ftp://ftp.eskimo.com/u/j/jimo/notacceptable.jpg]
--- r.and.d@xxxxxxx wrote:
> mike,
>
> care to elaborate a little more? any others are
> welcome to jump in here too!
>
> ts is putting the hard sell on these days and data
> issues are always
> a concern...thanks
>
> Tony
>
> >I've made startling revelations as to how profoundly
> >lacking in data integrity and support Tradestation
> >really is in this area of service.
> >
> >mike ball
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