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It's apparent the most difficult systems trading issue is the multiple
timeframes.
Still is...always has been.
Ask any trading system developer....
Next to that:
Multiple symbols: portfolio trading/backtesting
Highest degree of difficulty:
Combination of multiple symbols and multiple timeframes.
> -----Original Message-----
> From: Bob Fulks [mailto:bobfulks@xxxxxxxxxx]
> Sent: Tuesday, May 29, 2007 5:25 PM
> To: Joel Reymont
> Cc: Omega List
> Subject: Re: Recognizing a series function based on how it's
> called. Possible?
>
> All charting packages have the similar indicators and
> functions generally so there is no problem if you write them
> from scratch.
>
> But converting lines of code, initialization sequences,
> detailed functionality, etc., from the original even manually
> is clearly an infringement.
>
> I am not a lawyer but I do know that this is not a simple
> area. I do know that companies who do generate such competing
> software products take great pains to make sure that the
> staff they use in the development has not even seen the
> competitor's code to avoid any possible violations of
> intellectual property rights.
>
> Writing all that stuff from scratch and properly testing it
> would take a several man-years of effort if you were lucky...
>
> You can use TradeStation functions lots of ways:
>
> Avg = Average(Close, Length);
> Avg = Average(Close[10], Length);
> Avg = Average(Close, Length)[10];
> Avg = Average(Close data2, Length);
> Avg = Average(Close, Length) data2;
> ...
>
> You get the idea. Not real simple to duplicate without a lot
> of testing.
>
> Bob Fulks
>
>
>
> At 01:35 PM 5/29/2007, Joel Reymont wrote:
>
> >Would it change anything if I write them from scratch? I suspect the
> >copyright protects the functions from being used "as is". Functions
> >written in a completely different language that have the
> same purpose
> >are probably completely new creations, not even derivative work.
> >
> >Overall, I plan to duplicate the TS function library within the next
> >couple of weeks.
>
>
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