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A number of things can cause different values
depending on the type and source of data used. If you
are using tick data and tick bars, you would be
surprised how just a 1 tick difference can impact
signals as it will in may cases move the open, high
low and close. In the case of minute data, whereby the
timestamps is from the computer, seconds of difference
will change the time-stamp of the open and the close
and possibly the high and low. The shorter the
tick-bars / time-frames the greater the issue.
The above caused me to run data checks in a trading
operation that I was involved with, as we had upwards
of 15 TS packages running. In the end all produced
signals at the same moment, day in and day out,
however that was no easy task as all data / computer
hardware and software issues had to be dealt with.
I don't have any experience with 8 but have heard on
this board that the bars are created differently and
if that is in case factual, could be an additional
reason for the difference. I suggest you first look at
the time of the ticks or in the case of time bars the
open, high low and close and compare them. If they are
dissimilar, I am quite sure you will have found the
reason.
Good luck,
Don
--- JHP <jan4123@xxxxxxxxxxxxx> wrote:
> Paula,
>
> Sometimes, I see differences in strategy signals
> betw my desktop and
> notebook
> running the same TS builds, codes, days of data,
> etc. Very frustating.
>
> Jan Philipp
>
> ----- Original Message -----
> From: <carlyhampson@xxxxxxx>
> To: <omega-list@xxxxxxxxxx>
> Sent: Saturday, October 01, 2005 2:13 PM
> Subject: Discrepancy between ts4 and ts8 results
>
>
> >i am running a strategy on ts4 and ts8.1, but the
> results donot match
> >between the versions.
> > anyone else have the same experience?
> >
> > Paula
> >
> >
>
>
>
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