[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

Bug in TradeStation



PureBytes Links

Trading Reference Links

Dear Mr. Massey,

Thank you for sharing this information.  We appreciate the opportunity to
work with you to resolve this issue.  Our Technicians are working diligently
to provide you with a resolution.  When you encounter an issue with
TradeStation 6, please contact our Technical Support team, so we may work
with you to resolve the problem.  Our goal at TradeStation is to provide
Service Excellence to all our Clients; only by partnering together will we
achieve this goal.  Thanks again for communicating the information.

Based on our QA Department's research, any strategy that generates orders
based on position profit/loss could possibly cause the scenario described in
the scenario below. This is regardless of whether the strategy uses
TradeStation's position based built-in stops, or whether the exit targets
are manually calculated. In either case, differences in trade size could
alter subsequent entry/exit points if the profit/loss target calculation is
position based.  We believe the scenario described below to be by design,
not due to a bug.

The original post:
There seems to be a bug in TS-a pretty severe one.  The bug is that TS6
changes B/S signals when you adjust the number of contracts/shares traded in
the Format dialog.  For example say I optimize a system, then go into the
Format system dialog and change the number of shares traded from 1000 to
5000.  You would expect TS to simply multiply results times 5 without
changing the signals.  But what it does instead if ** completely ** shift
B/S signal giving you dramatically different results.  Change the value back
to 1000 and he old signals reappear.  I have reproduced this problem at
least twice now but I don't know if it happens all the time or just under
certain conditions.  It may only happen right after an optimization.  At any
rate, it's very annoying and diminishes the credibility of the results.
Steps To Reproduce
1 Run a system - a fairly complex one on a symbol say SPY 60 minute 2
Optimize a couple parameters 3 After that finishes, right click on the chart
and select Format Strategy...
4 Select the Strategy and click the Format button 5 Adjust the Fixed unit
value from 100 to say 3000 6 In some instances, TS will adjust the signals
complete giving a dramatically different results.
7 Go back into the Format dialog and change back to original values and note
how results change back to original too.
'blink64@xxxxxxxxx'

Thank you,

Stephen Pepe, Jr.
Director of Client Support
"Together we will succeed!"

TradeStation Technologies, Inc.
A subsidiary of TradeStation Group, Inc. (Nasdaq: TRAD)
http://www.TradeStation.com

We are pleased to announce the debut of our new support Web site,
TradeStationWorld.com. Based on customer feedback, and our commitment to
excellence, TradeStationWorld.com was designed to maximize TradeStation 6's
level of support through User Forums, Articles, and an EasyLanguage Library.
In addition, TradeStation 2000i users can learn and share experiences in the
TradeStation 2000i Questions board.  In order to maximize and improve
TradeStation's Software and EasyLanguage Support, beginning August 31, all
e-support will be migrated to http://www.TradeStationWorld.com. Only
registered TradeStation product owners and subscribers are allowed to post
messages. To register and create your screen name, please visit
https://www.tradestationworld.com/discussions/login.asp.