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Re: Re[2]: T.S. 4.0 Questions



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Jimmy,

The "data / signal adjustment" issue is in 2000i and I
was referring to the feature you mentioned(below). It
does not work with any data and will cause a whole
host of other problems.

Don

"Under Format Strategy, Properties tab,
you can select Strategy Testing Resolution and run
your
tests with tick or N-minute resolution.  That means
even though you're displaying 60min bars, TS pays
attention to price action *within* the bar when
backtesting."


--- Jimmy Snowden <jhsnowden@xxxxxxxxxxxxx> wrote:

> Not sure what you mean when you say "That was the
> worthless module..."
> What is it you are blaming when you say module?  Is
> it TS4?  I know
> TS2ki will do what you want but I don't remember on
> TS4.  Probably
> wasn't educated enough to know when I used it.
> 
> Jimmy
> 
> 
> That was the worthless module I was refering too. It
> doesn't work as it should.
> 
> Don
> 
> --- Gary Fritz <fritz@xxxxxxxx> wrote:
> 
> > > > Testing inside the bar, you get whatever
> > resolution
> > > > you chose.
> > >   
> > >  You can't test within a bar....at least with
> > 2000i.
> > 
> > Yes you can, if you have the data.  You can have
> > e.g. tick data 
> > collected from your data vendor, but you choose to
> > display it as 
> > hourly bars.  Under Format Strategy, Properties
> tab,
> > you can 
> > select Strategy Testing Resolution and run your
> > tests with tick 
> > or N-minute resolution.  That means even though
> > you're displaying 
> > 60min bars, TS pays attention to price action
> > *within* the bar 
> > when backtesting.
> > 
> > If you have only 60min bar data -- only OHLC for
> the
> > 60min bars -
> > - then you're absolutely right you can't test
> within
> > the bar.  
> > With TS2000i or any other package.  It's not
> > possible because the 
> > data isn't there.
> > 
> > Gary
> > 
> > 
> 
> 
> 
> 



	
		
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