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At 10:33 AM 5/29/2007, Joel Reymont wrote:
>Bob,
>
>>This is a very complicated topic. Mark Jurik has some papers on his
>>web site relating to this so you might look there:
>
>Thanks for the tip. I re-read the Jurik papers and I think the
>following heuristic can be used when looking at how the function is
>called:
>
>1) If the function takes a local variable as argument then it's not a
>series function.
>
>Actually, this doesn't seem to apply anymore.
It is possible that they have changed this.
In the "Extremes" function there is a new reserved word called "ExecOffset" with only this explanation:
"ExecOffset returns the local function execution bar-offset amount."
The "ExtremesFC" function has the following comment:
{ Extremes (fast calculation) multiple-output function; the ExtremeVal output is
identical to that of the Extremes function; the ExtremeBarRaw output is not
adjusted for ExecOffset here (series functions cannot be adjusted this way); also
see MULTIPLE-OUTPUT FUNCTIONS note below }
I can't figure what this does but it appears to have something to do with the issue.
>The reason that I ask is that it's rather hard to duplicate this
>heuristic in C# without having access to the trader's library of user
>functions.
>
>I have been trying to avoid storing any strategy or user function
>code on my server so far to ease privacy concerns. Starting to store
>everything just to duplicate an assumption that TS makes seems
>excessive.
>
>What do you think?
As I said, it is very complicated. I cannot imagine how you could translate this behavior.
The key to TradeStation is all of the function library and pre-canned "Studies". They are copywrite-protected so I suspect that you could not simply translate them.
And since almost all available TradeStation code uses some of the functions, I wonder how a translation of the code without having the functions is very useful, but who knows...
Bob Fulks
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