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

RE: SirTrade File unzips to 130 files all over your harddrive ?



PureBytes Links

Trading Reference Links



> -----Message d'origine-----
> De : Beyond OddBall [mailto:beyond_oddball@xxxxxxxxx]
> Envoye : vendredi 15 mars 2002 13:49
> A : fritz@xxxxxxxx
> Cc : omega-list@xxxxxxxxxx
> Objet : Re: SirTrade File unzips to 130 files all over your harddrive ?
>
>
> Gary:
>
> While Pierre's stuff may really work, seems to me the
> bottom line is he is just another system vendor
> trolling the omega-list for customers on a product his
> website states sells for like $5,700.00.

29,500 US$ for Xp version. 5750 ? for Safir-X version, but this is not the
problem.

I choosed to use the Oddball concept because a lot of discussion has taken place
on a  3 line trading system.
My purpose was to demonstrate that complexity yields to better results without
any discussion with the same original information.
The Safir-X evaluation version is available from the web, for free, and you can
verify by yourself that the same order of magnitude results can beachieved like
I did in the newsletter with the Xp version. It's up to you to decide to avoid
to verify, but please, in this case, do not say that I am trolling the Omega
List, unless you decide that one must speak Easy Language tarding systems only,
and improvement by hand coding , trial and error and nomoe than  4 lines please.
The fact is that I was able to achieve better results with this trivial concept
than anyone here, at least for what I have seen published on the list, and where
I never saw that it could have been optimized...
More, I have only spent 30 minutes on the oddball  trading system design, and
it's obvious to me that even better results can be obtained with more trial that
what I have done.


>
> The claims he makes in his newsletter for oddball
> improvement - - - well, who is to know whether it's
> just a fancy optimization or a real improvement. Seems
> to me he should start by submitting a full performance
> summary in TS2K flavor for us all to study and see if
> there are any pitfalls.

If you download the software and follow the explanation as in the newsletter,
you will not be allowed that what you will see on the screen will be some fancy
optimization. Rather than counting the attached file in the EXE, you should have
seen that I used all the 60 min bars data as unseen data ( training being done
on a part of the 30 min file, and the 60 min file is of course not correlated to
the 30 min file)

>
> Secondly, he should prove his claims by simply
> studying his Safir output file and extracting some, if
> not all of the "optimizations" his software makes,
> converting them to Easy Language and posting a sample
> .els or .ela file for omega list folks to test out
> historically on real data backwards and forwards. If
> his stuff really works maybe list members who be more
> willing to listen (and throw money at him ?) this way.

Unfortunately, this is not feasible.
The rules that are built by Safir-X are not plain easy language and could not be
programmed in this language. The rules are very complex, involves fuzzification
defuzzification process mixed with neural networks, and a classical safir-X
system may have hundred of thousands of complex rules that cannot be
dissociated, because several of them are fired at the same time according to the
membership value of each indicator belonging to a given fuzzy set at bar N.

>
> However, I'm certain he'll come up with "excuses" why
> he cannot do that and you'll just have to throw money
> at him . . . right.

I came with an explanation that is related to the complexity of the system
produced.
It's beyond the scope of Easy language that was designed to build crisp logic
rules.

Well, I do not tink that this discussion is of interest.
My purpose was to advertise a new issue of the newsletter, that contains other
things than the safir-X Oddball test. Curiously, only that point, because it's
tied to an hypothetical sale, seems to be of interest as a discussion topic that
I would like to close here.

 For ending the numerous files installed on you computer, they are all located
in the same directory.
Once you have read the newsletter, just delete the directory and that's all.
Keep the EXE file if you want to read again.

Rgds

PO