LOL - that was requested back in the days of TS2000i...over 10 YEARS ago. LOL. Cruz Bros. have lost all credibility with many traders. STAY AWAY, STAY AWAY.
Note that I did not include trend-following because it can be done with simple indicators. Trend-following success does not depend so much on method as much it depends on discipline and MM. How would I know if you succeeded? You cannot trade stochastic processes with deterministic lagging indicators. The error keeps increasing until you blow up. However, feel free to post the results of your success. But be sure about one thing: you will never succeed where others more capable than you failed. Judging from your posts your level of understanding of trading is very low. You should perceive this as advice, not as an offense.
Given that TS2000i had a serious backtesting flaw that especially affected higher frequency systems, these guys should be ashamed and they should have issued refunds for all copies they sold. I can't find the link where the flaw was detailed but I have saved a copy and I uploaded it here.
The Cruz Bros. hired a consultant back then who told them the cost to "fix" TS2000i would be exhorbitant (of course, many of the original developers left). Thats when they decided to roll-out Tradestation as an integrated service platform....effectively dropping TS2000i altogether. I paid $2700 for that software. And now I'm about to pay $1500 for MultiCharts, but this experience has me rethinking this upcoming decision.
Is it true that the developers of Multicharts also developed TS somewhere in Russia? I think I heard that some place. It may not be right though.
Hi all, I work for MultiCharts. Does anyone have the complete version of the paper? We'd be interested in analyzing it, but in this version there is no code or figures. -Stan
Stan - although I'm no fan of Tradestation, the problem was not endemic to their software per se, but of the granularity of the time series. The problem was dealing with time bars where buys and sells were triggered on the same bar. If you think about it, none of the data vendors will tell you if the HIGH of the bar was reached before the LOW or vice-versa. Because of this DATA ANOMOLY, backtesting results could look great, but the system could fail in real time testing. This makes sense, right ?