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Pierre:
Well, first off, thanks for your explanation of what this code does...After
wading through all the cryptic swipes you took at me, I think I understand your
explanation. Apparently, you think it's ok to talk down to people that are not
as versed in coding as you think you are. That's ok with me. I asked because I
wanted to learn. You can call me a thousand names, as long as you give me some
small information at the same time. I'm not vain. I'm trying to learn. And as
you know, I have always stated up front that I am trying to learn more about EL
and coding in general.
For your information, I make my living trading. I have for just shy of twenty
years. I make a very nice living, thank you, with or without coding knowlege. I
make my living TRADING. I am a trader, not a vendor of Omega products. You
stated that I am unable to understand Omega issues as you do. Perhaps. I'll
continue to upgrade my knowlege of coding. You can try to learn more about
trading.
Best,
Tim Morge
Orphelin@xxxxxxx wrote:
>
> <<
> Suj : Re: Look in the mirror
> Date : 26/08/98 01:03:27
> From: tmorge@xxxxxxxxxxxxxxx (Timothy Morge)
> Folks were just passing out information. That doesn't call for personal
> attacks
> from the mad frog physics tester or the etched-silicone featured man. If you
> have something to add, add it. If you want to take a swipe at someone because
> your bored, go do it elsewhere, please.
> >>
>
> So, you do not understand to backtesting as I do (previous thread some weeks
> ago), if I read between lines (easy!)
> Well, why not...
> Next step:
>
> <<
> Suj : Re: getting back on track....
> Date : 26/08/98 04:20:11
> From: tmorge@xxxxxxxxxxxxxxx (Timothy Morge)
> <<
> Thanks for some instructive-constructive thoughts. Can anyone give me a short
> commentary that explains what this system and function[s] are doing or trying
> to
> do? [or if not, maybe someone can point to the original articles?
> ==============
> Being code-stupid, it's hard for me visualize just what raw code is trying to
> do].
> ==============
> >>
> So, you are not comfortable with programming, why not...
> This explains why we cannot communicate.
> We are living in different [Omega]worlds
>
> The concerned code is below (from ZooKeeper )
>
> > ------------------------------------------------------------
> > {System: Linear Time}
> > Inputs: TSFLen(12),BPlus(12),MaLen(10),Dsp(3);;
> > Vars: TSF(0),LRV(0),Ma(0);
> >
> > TSF=TimeSeriesForecast(TsfLen,Bplus);
> > LRV=LinearRegValue(C,Tsflen,0);
> > Ma=Average(C,MaLen)[dsp];
> >
> > If LRV crosses above TSF then buy on close;
> > If Close crosses below Ma then exitlong on close;
> > If LRV crosses below TSF then sell on close;
> > If Close crosses above Ma then exitshort on close;
> > ------------------------------------------------------------
> > {Indicator: Linear Time.....scaling is set to price}
> > Inputs: TSFLen(12),BPlus(12);
> >
> > Value1=TimeSeriesForecast(TsfLen,Bplus);
> > Value2=LinearRegValue(C,Tsflen,0);
> >
> > Plot1(Value1,"TSF");
> > Plot2(Value2,"LRV");
> > ------------------------------------------------------------
> > {Indicator: Displace Ma Stp.....scaling is set to price}
> > Inputs: MaLen(10),Dsp(3);
> > Plot1(Average(C,MaLen)[dsp]);
> >>
>
> Next step:
> The the answer to your question from ZooKeeper:
>
> <<
> Suj : Re: getting back on track....
> Date : 26/08/98 04:45:35
> From: rsos@xxxxxxxxxx (ZooKeeper)
>
> No original articles. The indicators were originally generated on a night of
> lackluster sleep.
> The idea was to use the Linear regression lines and the
> inverted version of it (TimeSeriesForecast)
> ==============================
> to illuminated a change in
> direction. Whenever the LRV crosses above the TSF, it's supposed to mean
> that there's change in direction to the upside. And when the LRV crosses
> below the TSf, it's supposed to head down. The problem is, this gets whacked
> in trading ranges (as most trending stuff does). And then a displaced moving
> average is used as a stop.
> >>
>
> Althought the system is a valid one (I have had the same idea , and tested it
> years ago), the explanation is partially wrong:
> ============
>
> ZooKeeper uses:
> Value1=TimeSeriesForecast(TsfLen,Bplus);
> Value2=LinearRegValue(C,Tsflen,0);
>
> TSF and LRV are the very same code, with the difference of the projected bar
> value.
> LRV projects by mean of a linear regression to the current bar.
> TSF in any case, its not an inverted version of LRV
> TSF does the same, but Bplus bars in advance.
>
> A quick look at the TSF code will show you the evidence:
>
> *******************************************************************
> Study : TimeSeriesForecast
> Last Edit : 7/7/95
> Provided By : Omega Research, Inc. (c) Copyright 1995
> *******************************************************************
> inputs: Length(numericSimple), BarsPlus(numericSimple);
>
> TimeSeriesForecast = LinearRegValue(C, Length, BarsPlus);
>
> So, you could write:
>
> Value1=LinearRegValue(C,Tsflen,Bplus);
> Value2=LinearRegValue(C,Tsflen,0);
>
> And it's more understandable, even to EL code stupid people.
> It becomes obvious that the system is a dual linear regression projection
> crossover with the same lookback period (Tsflen), but not the same projection
> horizon (Bplus bars and zero bar).
> No need to ask after that.
>
> FYI, building , testing trading systems that works historical and realtime ask
> for a minimum knowledge of programming and logical sense like I show you as
> an example.
>
> If you cannot understand this , you cannot understand me, and your frog like
> reference will not change anything to the fact that you will have some
> difficulties to prove me wrong in any of my posts.
> Posting verbose message on my "stupid backtesting theory" will never remove
> the fact that if you do not succed in coding systems that works in real world
> with TradeStation, you are missing the very best part of the software, instead
> of battling for information on TS5 beta and supposed TS server performance and
> the like that produces nothing excepted noise (to which I participate).
>
> Regards,
>
> Pierre Orphelin
> www.froglegs.com/with_garlic.htm
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