All you have to do is code the systems in the paper by Harris in TS2000i and see what you get compared to reliable programs like Amibroker. Most of us (the serious backtesters) know about the problems of TS2000i but also of Metastock older versions. If you really found no errors then you are either not a competent professional or you have limited experience with backtesting in these programs or in general. Just do the work and show you are a true professional that checks his results. The systems in the paper are described in detail. Cursing and screaming will get you nowhere.
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TradeStation 2000i *cheap* ?
- Thread starter prosserd
- Start date
All you have to do is code the systems in the paper by Harris in TS2000i and see what you get compared to reliable programs like Amibroker. Most of us (the serious backtesters) know about the problems of TS2000i but also of Metastock older versions. If you really found no errors then you are either not a competent professional or you have limited experience with backtesting in these programs or in general. Just do the work and show you are a true professional that checks his results. The systems in the paper are described in detail. Cursing and screaming will get you nowhere.
Quote from alexandermerwe:
All you have to do is code the systems in the paper by Harris in TS2000i and see what you get compared to reliable programs like Amibroker. Most of us (the serious backtesters) know about the problems of TS2000i but also of Metastock older versions. If you really found no errors then you are either not a competent professional or you have limited experience with backtesting in these programs or in general. Just do the work and show you are a true professional that checks his results. The systems in the paper are described in detail. Cursing and screaming will get you nowhere.
There is no code in the paper you linked??? It states it is a condensed version. The host site (http://www.tradingpatterns.com/) is also no longer active: "UNDER CONSTRUCTION"?
Where is the link to the full paper with code?
So alex, let me ask a serious backtester, like yourself, to read this quote:
TS2000i may be one of the two faulty backtesters exposed in this study.
So now you are 100% sure TS2000i is one of the two programs, but didn't know this yesterday? If you actually had proof and did your own testing, you would have wrote: "TS2000i 'is' one of the two faulty backtesters exposed in this study." You used "may be".
Maybe you should actually test the code yourself before posting speculation.
see what you get compared to reliable programs like Amibroker.
As a great mind once said: "I'm pretty sure there are some small issues with it, but those guys know the workarounds. There are quirks in most software". Could not say it better... Serious programmers know how to adapt to their working environment; or "may be" they don't. LOL
Just do a google search for Amibroker + bugs and see what you find as reliable.
P.S. I also use Amibroker as part of my collection of tools, so I am not dissing the program.
Quote from prosserd:
Thanks for the concern.
I'm a computer programmer by trade and I'm pretty familiar with the conversions process, just needed a verification tool (MultiCharts is working sweet but I've had a few offers in private I am considering).
prosserd,
It looks like you have everything under control so good luck with your port.
Because 2000i has not been updated since 2000 (2001?), some annoyances can be expected (even during installation depending on OS). I personally keep it installed in VMWare so it remains portable.
Quote from zgtrader:
Where is the link to the full paper with code? [/B]
Again here: http://www.tradingpatterns.com/Backtesting.pdf
Read the paper. You did not read it. The systems tested are described in detail. After that, forget the paper and just compare the results you get for the same system from TS2000i and Amibroker. You will see that TS2000i misses many trades. I just did that test myself but you are refusing to face the truth. It is because you are maybe afraid that you produced so many erroneous backtesting results for your clients that you do not want to face the truth.
Quote from zgtrader:
So now you are 100% sure TS2000i is one of the two programs, but didn't know this yesterday? If you actually had proof and did your own testing, you would have wrote: "TS2000i 'is' one of the two faulty backtesters exposed in this study." You used "may be". [/B]
There are two fact here:
(1) I know of bugs in TS2000i
(2) A paper talks of bugs in a backtesting program
My take after looking at the results of the paper - which you did not even look at - is that the format looks like that of TS2000i. So, maybe the program used in the study was TS2000i. That does not affect (1), the fact that I know this program has bugs.
I wonder how you claim to be a programmer without being logical at all.
Quote from zgtrader:
Just do a google search for Amibroker + bugs and see what you find as reliable.[/B]
Oh, I see you are also malicious. We are talking about backtesting here. I have not found any backtesting errors in Amibroker for as long as I used it. Have you? Maybe there are other types of bugs. But you are cunningly trying to confuse the two. Again, this will get you nowhere. Just do the work. Read the paper and do it.