Trey, I agree that that lack of trades is unacceptable, but if my math was correct, and lets assume that we had a lot of trades over all markets in and out,...
David, Given your assumptions, no I wouldn't trade it. On page 272, the long entries show ROAs of 42% to 82% in sample and 11% to 87% out of sample. There are...
I'm still reading Encyclopedia of Trading Strategies and I am on the chapter regarding statistics. Is their another book someone can recommend to help me...
Jeff, I purchased companion cd of T.E.T.S. and, as I am not a C++ programmer, I have difficulties to launch any tool from the UNIX-like shell (I do not know...
Hi, The documentation will be in standard HTML (readable in a web browser) or in the form of a .pdf document file. It is not ready yet, and it may be a while...
Jeff, I have C-Trader running under DOS, what's left of it, in WinXP using an updated version of the old Symantec compiler, now called Digital Mars, with some...
Hi, Since reading recently The Enciclopedia of Trading Strategies, I'm very interested in Genetic Optimization. Automated trading doesn't turn me off - quite...
Trey, Just upload the new files to the group. It is interesting to hear that the old Zortech/Symantec compiler lives on! It is one of the fastest compilers...
Hi, You can call our genetic algorithm (i.e., OptEvolve) from VBA if you get the TradeStation version, known as TS-Evolve. This is a DLL that, among other...
Well, somehow I just lost a long message I had written, so I'll have to start from scratch. #$@%&#. I will summarize this time. So far, after reading the code,...
*** Calling TS-Evolve routines from Visual Basic *** Yes, you have it mostly right. Here are what I believe are the correct declarations for arguments to a...
The formatting was awful! I tried re-formatting the TradeStation - VB equivalents: <CODE> ... </CODE> I do not know whether Yahoo will accept the HTML...
Hello Trey, You should be missing that file! In the GNU & Linux/Unix versions, the libraries are not merged. Instead, the linking command in the makefile...
Hi, I'm wondering if anyone can give me some advice on setting up the compiler and files in Windows XP using the MSys and MinGW environment. I have installed...
Hello Lee, First you need to set the path for the mingw compiler. On your desktop, right click "My Computer" and choose properties. Click the tab "Advanced."...
Hi, I was able to change the environmental variables successfully. Do I need to create a batch file to setup the path for the compiler? What is the next step...
Hi Dear Trader You can have your own automated trading system that can provide you the most market probabilities on technical studies over your coming chosen...
Hello Lee, No, you don't need to create a batch file for the path for the compiler, you just did that by changing the environmental variables. My batch and...
Jeff, I wonder if you could shed a bit of light on this (well, having just re-read the message that follows, it's somewhat long; but perhaps you might add...
Hi, I've succeeded in building the libraries and assembling traps.exe. However when I try to run makeportfolio I get the following error message. FATAL ERROR:...
Hi, Once you install MinGW/MSYS, you just need to create a simple batch file in your working directory, probably \traps. You can then open a standard...
Hi, I usually do it from a standard DOS box. See my previous message. This keeps it simple. The MSYS-derived Bash shell is nice if you want a much more...
Hi, ... If you are doing your own looping, like in VB, you can move the GetVecQQ calls outside the loop. Remeber, the parameters do not change from bar to...
Hello Lee, That error is generated in the file 'trapslib.c', under the function 'ReadPortfolioText'. It appears that you're missing the file 'minfo.dat', which...
Just a couple quick questions about the software -- The ETS book refers to OptEvolve's ability not only to find the optimal parameters for trading rules, but...
I have much to discuss. I know it is a lot to ask, but I am new to system trading and need some help in deciding how to proceed. I have completed Dr. Katz'...
Hello Cab: I have used TS-Evolve to optimize parameters. I had troubles when I tried to use it to optimize rule combinations. The problem seemed to be that...
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