Is TS screwing you too, on CSI-format data?

[janitor@xxxxxxxxxxxx (Mark Johnson)]

I believe I've found a BUG in TradeStation 4.0 build 19.6.

If you've got TS *and* if you've got Unfair Advantage by
CSI Data, would you give this a try and see if you get
the same WRONG BEHAVIOR that I get?

The problem is in reading CSI-format data files.  It can
be seen in the TS chart window.  Huge gaps (1000 big points,
i.e. half a million dollars per contract) appear, in places
where they don't belong, which give amazingly wrong results
in trading system backtests.  The problem may be seen on
any and all of the following five CSI-format data files:

1.  Cotton ("CT"), Adjusted Continuous contract, roll on
    open interest, on "Known" day (3 days after crossover).

2.  Crude Oil ("CL"), Adjusted Continuous contract, roll on
    open interest, on "Known" day (3 days after crossover).

3.  High Grade Copper ("HG"), Adjusted Continuous contract, roll
    on open interest, on "Known" day (3 days after crossover).

4.  Unleaded Gasoline ("HU"), Adjusted Continuous contract, roll
    on open interest, on "Known" day (3 days after crossover).

5.  Coffee ("KC"), Adjusted Continuous contract, roll on
    open interest, on "Known" day (3 days after crossover).


For example, in Cotton, the huge gap appears in calendar 1987
and in early 1988.  Run a simple system (for example,
Channel Breakout) and look at the largest winning trade and
largest losing trade --- very suspicious, no?

I'm running CSI UA rev 1.71.5.

The problem ONLY appears on CSI format data files, and ONLY
within TradeStation.  There are no gaps on the charts plotted
by UA.  And when you export the UA data in *ascii* rather than
in CSI format, the gaps disappear.  Hmmm.  Looks like the
CSI-data-format part of TradeStation is busted.

(By the way, the problem happens when doing Calendar-
based rollovers too.  Not just Open Interest based rollovers).

If you like, I can email you some Tradestation screen-shots
that show what the wildly erroneous chart windows look like.
--
   Mark Johnson     Silicon Valley, California     mark@xxxxxxxxxxxx

   "... The world will little note, nor long remember, what is said
    here today..."   -Abraham Lincoln, "The Gettysburg Address"