RE: tsnnl.dll quandry

["Trey Johnson" <dickjohnson3@xxxxxxxxxxxxxx>]

Hello Cameron,
	I think the name of that dll is "TradeCyles" by Jeffrey Katz. I
don't know if he still sells it, but here's the link:
http://www.panix.com/~off/trd-main.html. The code for the seasonal model
comes with the C-Trader Toolkit in C/C++. Some of the routines in the
mesa model are from Numerical Recipes; evlmem, predic, and memcof. I
haven't figured out how to combine them to do the mesa model though. Let
me know if you find a way to get the dll, as I like to get it as well.
Best Regards,
Trey

-----Original Message-----
From: c [mailto:camacazi@xxxxxxxxxxx] 
Sent: Monday, September 27, 2004 1:45 AM
To: Omega-List
Subject: tsnnl.dll quandry


Howdy all

I have a strategy function that calls a dll called "TSNNL.DLL". Does
anyone have this dll or knows where i can get it? Does anyone know what
it does? The code is below. The code is from this website below that.

I also have similar code from a function that is below the html link
below. I have a strategy from "cybernetic trading strategies"  page 116
that calls this function , but i need the dll. Any help appreciated.

Cheers
Cameron
:O)


DefineDLLFunc:"TSNNL.DLL",INT,"SetVecQQ",INT,INT,FLOAT;
DefineDLLFunc:"TSNNL.DLL",INT,"GetVecQQ",INT,INT,LPFLOAT;

Inputs: Disp(1), Wind(6), Thr(.5);
Vars: HistChg(0), HistPct(0), HistCnt(0), YCount(0);

Value1 = A_Season_1 (Disp, Wind);

GetVecQQ (1, 1, &HistCnt);
GetVecQQ (1, 2, &HistPct);
GetVecQQ (1, 3, &HistChg);
GetVecQQ (1, 4, &YCount);

If HistCnt > 2 And YCount=Wind Then Begin
    If HistPct > 70  And HistChg > Thr Then
        Buy At Market;
    If HistPct < 30 And HistChg < -Thr Then
        Sell At Market;
End;




http://www.traders.com/Documentation/Feedbk_docs/Archive/0497/Abstracts0
497/0497KatzMcC.html



Inputs:
Series(NumericSeries),WinSize(Numeric),Poles(Numeric),LkAhead(Numeric);
        DefineDLLFunc:"TSNNL.DLL",INT,"SetVecQQ",INT,INT,FLOAT;
    DefineDLLFunc:"TSNNL.DLL",INT,"GetVecQQ",INT,INT,LPFLOAT;
    DefineDLLFunc:"TSNNL.DLL",INT,"DoMesaCalc",INT,INT,INT,INT;
 
DefineDLLFunc:"TSNNL.DLL",INT,"DoMesaExtrap",INT,INT,INT,INT,INT,INT;
 
DefineDLLFunc:"TSNNL.DLL",INT,"GetMesaPower",INT,INT,INT,FLOAT,LPFLOAT;
{
We also need to declare some variables to use in our Easy Language
calculations:
an index variable (k), the number of data points minus one (na), and the
number of poles to use in the model (np). }
    vars: Counter(0),DeTrVal(0);
    Vars: Predict(0),RetVal(0);
    DeTrVal=DeTrend(Series,6,20);
    for counter = 0 to WinSize begin			{ WinSize+1 data
points }
    SetVecQQ ( 0, WinSize-counter,DeTrVal[counter]);		{ place
in vector
register }
    end;
    DoMesaCalc (0, 1, WinSize+1, Poles);
    DoMesaExtrap (0, 1, 2, WinSize+1, Poles, LkAhead);
       GetVecQQ (2, LkAhead-1, &Predict);
        RSMemPred=Predict;
---