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On 13 Mar 2008 at 17:56, jim f. wrote:
> i have many systems running - i've noticed at times, that it after a
> restart of ts2ki, that signals change or disappear altogether. i can't
> understand why.. most my signals have multiple conditions required but
> nothing to complex.
This often happens if systems issue signals intra-bar. If the signal
conditions are purely price oriented -- e.g. it bought when the market
exceeded a buy stop price -- then the system will always trigger the same
intra-bar or end of bar. If it hit price X intrabar, then your system would have
triggered immediately at its stop price even if the price fell back before the
end of the bar.
But if you look at other indicators and trigger based on that -- like your
multiple conditions, I suspect -- then it's possible for the condition to be met
intra-bar, then NOT be met by the end of the bar. So if the price fell back by
the end of the bar, when you look at the end-of-bar conditions by re-running
the system, your system doesn't trigger.
You can avoid this by turning off tick-by-tick evaluation. This means that
your non-stop-based system won't respond immediately to price changes,
which you might not like. But realize that **that's what you backtested**. If
you want your realtime signals to work like your backtest, and you enter on
conditions instead of stops, you SHOULD only take signals at the end of the
bar.
Gary
> this is probably a real stupid question i know, but, don't overlook the
> good karma that will chase you down after helping a dummy :)
>
> thanks as always,
> jim f
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