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David,
Chris is speaking of Tradestation 6 which is internet data from
Omega servers to their proprietary program on our computers.
I have not used the program since I beta tested it but I don't think
anything has changed. The data comes in and you can't do anything
with it but chart it. If you know of a way to clean the data I'm sure
there are a bunch of users that would appreciate your help.
I still use TS2ki (Tradestation 2000i) and we can clean our data in
it. You get a bad tick you just delete it or change it.
Jimmy
Wednesday, November 13, 2002, 6:16:20 PM, you wrote:
DM> Jimmy,
DM> Why can't you just clean the data by pre-processing it through a
DM> user-written "Clean the Data" function before you use the O,H,L,C data
DM> in your programs (e.g. instead of using O,H,L,C use XO, XH, XL, and XC
DM> where X* is the output from the "Clean the Data" function).
DM> Am I missing something?
DM> Best,
DM> Dave Miller
DM> -----Original Message-----
DM> From: Jimmy Snowden [mailto:jhsnowden@xxxxxxx]
DM> Sent: Wednesday, November 13, 2002 12:56 PM
DM> To: Omega-list@xxxxxxxxxx; Chris Cheatham
DM> Subject: Re[4]: EL changes from TS2000i to TS6 Help
DM> Chris,
DM> With no way to clean it ourselves this is why I didn't continue to use
DM> it after Beta testing it for them. It is hopeless for those of us
DM> that trade real time. You get a bad tick and your chart goes crazy
DM> and the indicators skew all over the place. A system is useless and
DM> discretionary traders can't see anything to base a trade on. Day is
DM> over.
DM> Jimmy
DM> Wednesday, November 13, 2002, 10:03:53 AM, you wrote:
Chris>> Data may be the source of the differences, but based on my
DM> experience you
Chris>> folks are greatly exaggerating the proficiency of TS at cleaning
DM> data. Much
Chris>> intraday index data is crap, esp. data a few months back. The
DM> current stuff
Chris>> is pretty bad too if you stray too far off the beaten path. And
DM> those
Chris>> continuous futures contracts, wow they're bad...some have entire
DM> months of
Chris>> data missing. ...my experience alone, your mileage may vary...
Chris>> But yea, I like it for easy backup data.
Chris>> Chris
Chris>> ----- Original Message -----
Chris>> From: "Jimmy Snowden" <jimmy@xxxxxxxxxxx>
Chris>> To: "Brian" <blink64@xxxxxxxxx>; <Omega-list@xxxxxxxxxx>
Chris>> Sent: Tuesday, November 12, 2002 6:45 PM
Chris>> Subject: Re[2]: EL changes from TS2000i to TS6 Help
>>> Brian,
>>>
>>> You will probably have to clean your non Omega data.
>>>
>>> Jimmy
>>>
>>> Tuesday, November 12, 2002, 5:38:07 PM, you wrote:
>>>
>>> Brian> "I'm having trouble with some indicators that previously
DM> calculated
>>> Brian> correctly
>>> Brian> in 2000i, that no longer output the correct value when applied
DM> on a
Chris>> TS6
>>> Brian> platform, neither some entries."
>>>
>>> Brian> Perhaps, one source of error is the data feed. The indicators
DM> may
Chris>> be
>>> Brian> calculating correctly but the data they're using is different.
DM> TS6
Chris>> uses
>>> Brian> omega's cleaned data while TS6 uses non-TS6 cleaned data. It
DM> makes
Chris>> a
>>> Brian> difference espcially since the data probably coming into TS5
DM> isn't
Chris>> clean.
>>>
>>> Brian> B.
>>>
>>> Brian> -----Original Message-----
>>> Brian> From: Eduardo J Motta [mailto:motta@xxxxxxxxxxxxxxx]
>>> Brian> Sent: Tuesday, November 12, 2002 1:14 PM
>>> Brian> To: omega-list@xxxxxxxxxx
>>> Brian> Subject: EL changes from TS2000i to TS6 Help
>>>
>>>
>>>
>>>
>>> Brian> Hello List,
>>>
>>> Brian> Probably this had been discussed before, so please excuse if
DM> I'm
Chris>> being
>>> Brian> repetitive.
>>>
>>> Brian> I'm having trouble with some indicators that previously
DM> calculated
Chris>> correctly
>>> Brian> in 2000i, that no longer output the correct value when applied
DM> on a
Chris>> TS6
>>> Brian> platform, neither some entries.
>>>
>>> Brian> If possible could someone point me to a resumed document which
Chris>> lists
>>> Brian> the main changes made in EL code from 2000i to TS6.
>>>
>>> Brian> thanks in advance,
>>>
>>> Brian> Eduardo Jansson Motta
>>>
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