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RE: : Switch between systems : Yes, we can !


  • Date: Sat, 22 Aug 2009 23:07:13 -0700 (PDT)
  • From: David Pyle <dpevergreen@xxxxxxxxx>
  • Subject: RE: : Switch between systems : Yes, we can !

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Pierre,

Are you saying that you software runs 100 or more systems at a time in real time and switches between them in real time?

Dave Pyle

--- On Sat, 8/22/09, Pierre Orphelin <pierre.orphelin@xxxxxxx> wrote:

> From: Pierre Orphelin <pierre.orphelin@xxxxxxx>
> Subject: RE: : Switch between systems : Yes,  we  can !
> To: omega-list@xxxxxxxxxx
> Date: Saturday, August 22, 2009, 5:02 PM
> Hi,
> 
> It seems  to  me that you  are 
> starting   to  discover 
> fuzzy  logic  with
> you  knob example.
> You  just  need  to implement a 
> valid  solution ( the  answer is  not with
> two  systems,  by  far).
> Well, this is a well  known  path to 
> us  for  15  years.
> 
> FYI  the  latest  version of  the
> Safir-Xp2 software  does  dynamic
> switching  of  neurofuzzy  systems in real
> time.
> Up to  1000  trading systems 
> monitored  real time   that 
> would  be swapped
> at any time to  build a  managed  portfolio
> among  these  1000  candidates (
> usually 100 are  enough).
> Allows  daily  intraday  range 
> bars  swapping at the same  time.
> 
> More  to  see  on  the  new 
> temporary pages  of  the web  site:
> www.sirtrade.com
> 
> There are several   animated  tutorials
> that  explain  the new thing.
> 
> Does  it  work ?
> See  by  yourself...Zero programming 
> needed.
> Even  Not a  single  line of  EL
> to  write from  the  systems 
> development
> (done while you sleep) to  to automated orders.
> And  of  course,  it's  back testable.
> 
> We  will  publish  real time  results
> within a  few  weeks.
> I  know,  I  said  the same 4 
> years ago...
> But  we  needed   more than 
> 4  years  to complete  this  project.
> 
> Just  let  we  know  if you already had
> seen  something similar.
> I  bet  you will  not...
> 
> 
> 
> Sincerely,
> 
> Pierre Orphelin.
> 
> 
> -----Message d'origine-----
> De : Mark Johnson [mailto:janitor@xxxxxxxxxxxx]
> 
> 
> 
> Here's a fourth suggestion: replace the word "switch"
> by the word "knob".  Instead of restricting yourself
> to only two possibilities:
>    (100% of system A, 0% of system B)
>    (0% of system A, 100% of system B)
> 
> allow yourself to imagine trading X% of system A and
> (100-X)% of system B.  Imagine a "knob" that you can
> smoothly rotate, from (A=100, B=0) to (A=0, B=100).
> 
> Now imagine using technical analysis indicators to
> choose an appropriate value of X%.
> 
> 
> 
>