Recent content by fowkesp

rogerha, One thought - try putting some realistic figures in there for slippage and commission, unless your system already accounts for these. If you have ignored S&L, then your results will be considerably different, as S&L will consume a significant proportion of your average winning trade value.

dolton, Why not give it a try? It seems to be quite intelligent. For instance, it will stop a running process if it is holding control of a file that needs to be deleted. It also seems to scan for related items in the file system and registry and clean them up too. It got rid of something on...

Anyone else tried this software, which was launched today? It seems to work very well and, rather alarmingly, discovered over 4000 (yes, that's four thousand) problems on one of my kids' machines. This is a machine that came up clean using all the other spyware/adware /anti-virus software that...

jtrader, Set the "slippage" amount to cover the typical spread, but it is wise to add an extra pip or two to cover for worst-case situations. Specify the amounts as currency amounts appropriately (eg 2-pip spread = $25 slippage for the Globex EUR-USD FX futures contract) TS2000i has a separate...

Could explain a lot ;-)

Paul, That's not how TS2000i works for me. In real-time, the stop/limit entries and exits occur as they happen and not at the close of bar. Likewise, a back-tested strategy using tick or 1-minute data will give results similar to those seen in real-time. However, the strategy report will NOT...

jtrader, Sorry, what I really meant was that I was assuming you were using chart bars that were a fair bit longer than the raw data available. If you are using 1-minute raw data, then any, chart from 5 min upwards gives identical results in the testing I have done. If you drop down to 1 or 2...

jtrader, In my experience, you should be fine using 1-min OHLC raw data and setting the strategy back-testing resolution to "1 minute". This is on the assumption you are using 5 to 30 min bars on the chart and using stop and/or limit orders for entry and exit. When using OHLC bars, TS2000i has...

Agree with sidinuk. You will need to test with a tradeable instrument, rather than SP Cash. Also, if your entries are anywhere around the market open, the results will be seriously awry. The Cash and Futures prices (or other tradeable) go way out of line during the first few minutes, so any...

juanbyte, If you post the relevant bit of the code (or send via PM) and give me a bit more info (bar interval, type of entry order, instrument, circumstances where it went wrong :( etc etc), I'm sure I can help you out. Paul

dod, I've got the original AL article in my cuttings file somewhere, and amazingly, afer having a quick look, I find i've still got his phone number in my Outlook contacts :D Not sure about the FTS mention - that was Peter Hall, wasn't it, down in Porlock? Paul Added later: this post...

Jimmy1, My experience is that the most common cause for your problem, provided dates etc are the same, is using different strategy testing resolutions (under Properties->Backtesting Settings). Check that they are the same. Paul

Tony, If XP is like NT, then there is a System account that logs on when the machine is booted. The system account doesn't use the display, so you never knows it's there. The printer server will be running under the system account. Paul

My guess - Other People's Money. Could be wrong. Paul

I've put the fixes on one machine (this one) and, as you can see, it's still working - so far. Of course I took a full system backup before I did it making it easy to go back. Paul