Chat Session Logs

4:14 pm:<LS_Bill> Any questions anyone?
4:14 pm:<Mike> any news Bill?
4:15 pm:<Brian> are all the custom formulas, data etc in "data_f?" -- is that all that's critical to back up?
4:15 pm:<LS_Bill> we plan to release a 5.9 Rev 1 maintenance release later this week
4:15 pm:<LS_Bill> the files in the data_f folder constitute the Investor/RT database
4:16 pm:<Mike> Hello LS_Noel, Welcome to #Linnsoft chat.
4:16 pm:<LS_Bill> this is the collection of files that are backed up according to your backup preferences
4:16 pm:<Brian> where are backtests, CI's etc Bill?
4:16 pm:<Duker> Hello Bill, Chad, and the new Noel :-)
4:16 pm:<LS_Noel> hello
4:16 pm:<LS_Bill> if you back these up using some other backup facility, be sure to do it when Investor/RT is not running.
4:16 pm:<Mike> all in that folder Brian
4:17 pm:<LS_Bill> all definitions (charts, backtesting rules, quote pages, etc.) are stored in the database
4:17 pm:<LS_Bill> Brian there is a help topic that explains a lot about backup/recovery and database concepts for IRT in general
4:17 pm:<Brian> so if you popped your data_f into a new IRT you'd basically have everything back?
4:17 pm:<LS_Bill> go to the help system and look for the topic titled "Database Backup and Recovery"
4:18 pm:<LS_Bill> yes, that's right
4:18 pm:<Mike> yes Brian
4:18 pm:<LS_Bill> e.g. if you take a data_f from a desktop PC and move it over to a laptop, you have it all
4:18 pm:<Brian> yes, I've read it... just checking thanks
4:19 pm:<Brian> Since 5.9, my chart panes haven't been remembering their correct proportion -- anyone else?
4:19 pm:<Lisa> I'm still having problems with daily sticks printing at EOD from quote.com...think the new release will fix?
4:37 pm:<LS_Bill> we have not done anything specific to this
4:37 pm:<rg> yes Brian, I've seen a few of these lately... noted it because it'd been so long since i had to resize things i was surprised to see it back
4:37 pm:<Brian> also some quote pages open with very wide columns -- have to re-size
4:37 pm:<rg> keeping an eye on it
4:37 pm:<rg> i haven't seen the qp issue yet
4:37 pm:<LS_Bill> Brian, are you using a new "button pane"
4:37 pm:<LS_Bill> in your charts?
4:38 pm:<Brian> yes
4:38 pm:<rg> I'm not
4:38 pm:<LS_Bill> Brian I have noticed that wide column problem also
4:38 pm:<LS_Bill> it's easy enough to correct with the "optimize col widths" command in the "+" menu
4:38 pm:<Mike> Hello RonE, Welcome to #Linnsoft chat.
4:39 pm:<Brian> sometimes the opposite with new signal -- column does not open up wide enough to display properly
4:39 pm:<LS_Bill> once you have fixed and saved the qp page it should not happen again
4:40 pm:<Brian> will try that Bill
4:40 pm:<LS_Bill> we have fixed a bug in 5.9 Rev 1 that wil keep the button panes sized correctly when the chart opens
4:40 pm:<Mike> Hello Generic, Welcome to #Linnsoft chat.
4:40 pm:<Generic> hello
4:40 pm:<Brian> will that correct size changes on other panes as well?
4:40 pm:<LS_Bill> this bug was causing some chart panes to open sized differently
4:41 pm:<Generic> How do I set up a pair?
4:42 pm:<LS_Bill> Setup Custom Instruments
4:42 pm:<Generic> ok
4:42 pm:<LS_Bill> we're getting so much interest in pair trading recently, we plan to add a setup wizard of some kind to streamline the setup of pairs
4:43 pm:<Generic> cool
4:43 pm:<Generic> but can you help me now?
4:43 pm:<LS_Bill> sure
4:43 pm:<Generic> thanks
4:43 pm:<LS_Bill> a pair is simply a "difference" custom instrument
4:44 pm:<LS_Chad> I'll try to setup a web page tutorial on this process over the next day or two also...
4:44 pm:<LS_Bill> pick the two components from the list of tickers on the left and hit --> to move them over to the right
4:44 pm:<Generic> right.....3 different people have tried to get me setup (from Proactive), and we run into problems
4:44 pm:<LS_Bill> for the pair A - B, first add A then add B
4:44 pm:<LS_Bill> what problem are you having?
4:45 pm:<Mike> Bill any thoughts/fixes/improvments on dropping mytrack feed on mac osx's? or ability to do a partial import from download? or something
4:45 pm:<Generic> not sure
4:45 pm:<LS_Bill> do you have the underlying stocks setup in IRT?
4:45 pm:<Generic> I'll try again and see what error message comes up
4:45 pm:<Generic> in a quote page?
4:45 pm:<Lisa> is there any way to get the fib time zones to project into the future? looks like no
4:46 pm:<LS_Bill> lets say you wanted to setup the pair C-JPM, the Citicorp minus JP Morgan spread
4:47 pm:<Generic> I'm getting the slot machine noise when I try to save the pair
4:47 pm:<Generic> ok
4:47 pm:<LS_Bill> first make sure that both C and JPM are setup as stocks and that you have good daily and intra-day data for them
4:47 pm:<LS_Chad> Lisa...it appears that the "last" zone does get projected into future...but others don't...
4:47 pm:<Generic> ok
4:47 pm:<LS_Chad> I'll have to look into why that is..
4:47 pm:<LS_Bill> generic, check the message log and see if there are messages there relating to the error
4:48 pm:<LS_Bill> File: Open Message Log
4:48 pm:<Lisa> hmmm, i haven't been able to show any lines beyond today
4:48 pm:<LS_Bill> Once the component stocks are setup, you can go to Setup : Custom Instruments
4:49 pm:<LS_Bill> enter the ticker for the new custom instrument CJPM and a descriptive name for the instrument.
4:49 pm:<LS_Chad> if you bring up the prefs for time zones...the very last zone (lower right in prefs)...that one is showing for me...
4:49 pm:<LS_Chad> what periodicity of chart are you looking at, Lisa?
4:49 pm:<LS_Bill> first pick C from the list of stocks and --> it over to the right
4:49 pm:<Lisa> ahhh, I'll try it
4:49 pm:<LS_Bill> then pick JPM and --> it over
4:50 pm:<Generic> got it
4:50 pm:<LS_Bill> make sure that the Monitor..Intrady and the Generate... checkboxes are checked and click Save
4:50 pm:<Mike> Chad/Bill I see double vert lines again at some settings you all see that and were able to fix it?
4:50 pm:<LS_Bill> then you should be able to get a chart on the CJPM ticker and it should update tick by tick
4:50 pm:<Duker> here is what the spread looks like in IRT
4:50 pm:<Lisa> well, that's interesting...i've got day 55 showing before day 40
4:50 pm:<Duker> http://www.sectorrotationfund.com/IRT/spread.gif 
4:50 pm:<LS_Bill> what's that Duke?
4:51 pm:<LS_Bill> ah
4:51 pm:<Duker> the spread
4:51 pm:<Duker> trying out your wizardry Bill...:-)
4:52 pm:<Generic> well, a chart came up...wouldn't do that before...but it won't let me save it
4:52 pm:<LS_Bill> Chad will have his tutorial in no time
4:52 pm:<LS_Bill> As I mentioned I would like to do a pair trading "wizard" where you simply type in something like C-JPM and Investor/RT does all the setup for you
4:53 pm:<Duker> that would be nice.... now if you could do that for groups....!! :-)
4:53 pm:<Generic> somebody mentioned downloading the data? that would be nice
4:53 pm:<LS_Bill> sets up the tickers if needs, fetches daily and intra-day data if needed, defines the spread and opens a chart on CJPM
4:54 pm:<LS_Bill> Generic, if you have data on file for C and JPM Investor/RT will manufacture the historical data for the spread, daily and int ra-day
4:54 pm:<Mike> you desire giving it two quote pages Duke and have IRT make the difference ?
4:54 pm:<LS_Bill> it does this when you define CJPM
4:54 pm:<Duker> thats what the chart I posted was of Generic
4:54 pm:<Duker> did while in here in chat
4:54 pm:<LS_Bill> or if you want to re-manufacture the data later, you can do so by opening a chart on CJPM and clicking the download button in the lower right corner of the chart
4:55 pm:<Lisa> ok, it works if the numbers are in increasing order...now my day 55 is showing up as a line beyond today but the actual day is not correct
4:55 pm:<Generic> right.....but it won't let me save it
4:55 pm:<LS_Bill> what happens when you c lick save?
4:55 pm:<LS_Bill> you get an error sound?
4:55 pm:<Generic> I get the little ding....ya
4:55 pm:<LS_Bill> is there a message on the main toolbar?
4:56 pm:<LS_Bill> if you view File: Open : Message Log can you see any error messages there?
4:56 pm:<LS_Bill> Make sure your database is okay, Control: Database Utilties: Verify Database
4:56 pm:<LS_Chad> I'll do some testing on this Lisa and try to get it corrected...
4:56 pm:<Generic> "Please specify file name"
4:56 pm:<Lisa> thanks Chad
4:57 pm:<LS_Bill> file name?
4:57 pm:<Mike> generic do a "save as"... then
4:57 pm:<LS_Bill> that message has nothing to do with custom instrument
4:57 pm:<LS_Chad> Lisa....another indicator that may be helpful to you as well....is the "Vertical Reference Line" tool...
4:57 pm:<Generic> ya....now it says MWDMER already exists
4:57 pm:<LS_Chad> there is a button on the chart toolbar for this...
4:57 pm:<LS_Chad> just click on that button...then click on your chart to place it there..
4:58 pm:<Mike> ok replace it if you desire
4:58 pm:<LS_Chad> double-click on the line to bring up preferences...
4:58 pm:<Mike> else do a save as and give it a new name Generic 
4:58 pm:<LS_Bill> Generic, click to replace it
4:58 pm:<Duker> Bill just fyi... just now got fatal error checking custom instrument summary box
4:58 pm:<LS_Chad> you can then choose to "repeat the line every 10 bars" or whatever...and it will draw into the future..
4:58 pm:<Lisa> sure, but that means i gotta count myself...yuck and lol
4:58 pm:<Mike> got location duke?
4:58 pm:<LS_Bill> hmmm
4:58 pm:<Duker> no
4:58 pm:<LS_Chad> you can always select the vertical reference line (or the fib time zones) and then use the right and left arrows on your keyboard to dynamically move them right or left one bar
4:58 pm:<F_trader> Bill, about the locations i gave you yesterday, it looks like there is obviously no problem with the data because i was able to run a backtest with 2 min. files starting 01-Jan-2000. So I think I ju,V#165))st hit the max bars limit with 1 min bar..
4:59 pm:<Generic> I changed the name and it took it
4:59 pm:<Generic> but I've got on data for the pair
4:59 pm:<Mike> Eddy I suspect you overloaded an array or something of that nature
4:59 pm:<Lisa> ok, got it
4:59 pm:<Generic> no data....sorry
4:59 pm:<Lisa> as for my daily sticks not printing, could it have something to do with my session setup?
5 pm:<F_trader> may be Mike
5 pm:<Mike> Bill bombed maybe :)
5 pm:<Lisa> they eventually do print....haven't really taken note when
5 pm:<Mike> Eddy want to post your 1 min export so Bill can import it and test use my ftp site
5:01 pm:<F_trader> Mike ?
5:01 pm:<rob> Chad, is it possible to render a daily overnight candle for eminies within my daily charts? that is, have a daily candle from 9:30 to 4:15 and then a daily candle from 4:30 to 9:30
5:01 pm:<Mike> if to large for email can use my ftp site to transfer it to Bill
5:02 pm:<F_trader> ok
5:02 pm:<F_trader> Good question rob..
5:03 pm:<rob> thanks
5:03 pm:<rob> I want to separate the two bits of info
5:03 pm:<Mike> Hello LS_Bill, Welcome to #Linnsoft chat.
5:04 pm:<LS_Chad> Duke...Bill says he was able to reproduce same error...
5:04 pm:<LS_Chad> Rob...not easily, no
5:04 pm:<Mike> great good find Duke and Bill :)
5:04 pm:<LS_Chad> I think if you setup your primarily ES symbol on a 24 hour session...
5:04 pm:<Mike> can do Rob yes
5:04 pm:<LS_Chad> Then setup two custom instruments....
5:04 pm:<Mike> easy
5:05 pm:<LS_Chad> one that was just ESx1...set to day session, and another that was ESx1 set to night session....
5:05 pm:<LS_Chad> that might work
5:05 pm:<Mike> need different names Chad
5:05 pm:<rob> hmmm ok have to play with that
5:05 pm:<Mike> ESDAY and EDNIGHT
5:06 pm:<rob> Mike you already doing that?
5:06 pm:<F_trader> I guess rob would like to see alternative candle on a single charts, one for the day, one for the night, one for the day etc...
5:06 pm:<Mike> set each to different session, and both CI off of ES`Z
5:06 pm:<dlh> I'm using the Commodity Channel Index, (CCI). Is there a way to change the color of the horizonal bands as well as the font (+/-100 bands)?
5:06 pm:<Mike> yes I have ES`Z, ESDAY I also use session override button
5:07 pm:<Mike> but for market profile and many chart styles do not have override button yet!
5:07 pm:<rob> ok kewl
5:07 pm:<Mike> yes dlh
5:07 pm:<Duker> sorry guys... I forgot I had a backup scheduled it it started..locked me out for a bit
5:08 pm:<Mike> dlh, have CCI TI plot no lines, then add hor. ref lines there you can control color style width etc...
5:08 pm:<LS_Chad> dlh...the bands are drawn in the scale color I believe....
5:08 pm:<dlh> Thanks
5:08 pm:<Mike> dlh can multi color CCI line now even :) you in woodies room dlh?
5:08 pm:<LS_Chad> you can always just set both reference levels to 0, and then just create your own reference lines of any color...
5:09 pm:<Mike> Bill looking at crash code now I bet :)
5:10 pm:<Mike> other Questions/comments folks ask away please...
5:10 pm:<Brian> Possible bug on SMY report on backtest -- Largest Winning/Losing Longs report as zero even though long trades are detailed in other reports
5:10 pm:<Mike> right Brian
5:10 pm:<F_trader> Brian : i observed that too
5:10 pm:<Mike> I report that few weeks ago
5:10 pm:<LS_Chad> We should have another release out Thursday (maybe tomorrow)
5:11 pm:<X> Welcome to Linn Software's Investor/RT.
5:11 pm:<LS_Chad> Will have the new QuotePage Statistics indicator...
5:11 pm:<Mike> good reminder to them to fix it also though :)
5:11 pm:<LS_Chad> and the new "Download Data" action for schedules...among a few other thigns
5:11 pm:<F_trader> What are the possible result ?
5:11 pm:<Duker> talk some more about QSTATS Chad
5:11 pm:<F_trader> for the QP stats
5:11 pm:<Brian> would also like to see in report breakout of winning/losing longs/shorts
5:11 pm:<Duker> Chad..sorry lol
5:12 pm:<Mike> Chad start feed on mac every 15 minutes at night does not work
5:12 pm:<F_trader> Brian : i support that too...
5:12 pm:<Lisa> Chad, just tried to use the arrow keys to go beyond today for Vref...no go
5:12 pm:<Mike> right Brian more detailed backtest reports would be nice
5:12 pm:<Mike> Brian I gave Bill TradeStation and Wealth lab backtest reports to add to IRT when he gets time
5:13 pm:<F_trader> The max Drawdown calculation needs as well a fix for intraday rules
5:13 pm:<Mike> Bill here???
5:13 pm:<Brian> can't really tell from report now if system is much better short or long except for largetst trades
5:14 pm:<LS_Bill> I'm back
5:14 pm:<F_trader> i used to run long/short separately using a schedule
5:14 pm:<LS_Bill> I fell into the same hole as Duke
5:14 pm:<Mike> we noticed
5:15 pm:<Duker> black hole ...:-)
5:15 pm:<Brian> good idea Mike -- I seem to remember reports that broke out the long/short results in separate sections
5:15 pm:<F_trader> Were were speaking about the backtest report -- few fixes needed
5:15 pm:<Brian> good idea eddy in the meantime
5:16 pm:<Mike> and more backtest reports Bill like TS ahs and Wealth lab I have examples when you need em.
5:16 pm:<LS_Bill> I did some maintenance work on backtesting, partial exits were only working with share based rules, not dollar based rules
5:16 pm:<Mike> Brian: Possible bug on SMY report on backtest -- Largest Winning/Losing Longs report as zero even though long trades are detailed in other reports
5:16 pm:<Mike> see/fix that value Bill?
5:17 pm:<LS_Bill> no I have not seen that problem
5:17 pm:<rob> that have anything to do with the overlapping data on thanksgiving day? was that fixed?
5:17 pm:<Mike> Eddy, me also seen it
5:17 pm:<F_trader> Bill : i have it too
5:18 pm:<LS_Bill> what data feed do you use rob?
5:18 pm:<Mike> we need backtest sharing :)
5:18 pm:<rob> eSignal, Chad confirmed the error
5:18 pm:<LS_Bill> faulty data coming from eSignal?
5:18 pm:<rob> no its in teh software
5:19 pm:<Brian> maybe option on Setup Backtest -- report long/short trades in separate/merged reports
5:19 pm:<dlh> Mike, sorry, went away. Not in "woodie's" room.
5:20 pm:<Mike> yes Brian if/when they make more backtest reports like TS has trades will be displayed many ways you have TS Brian?
5:20 pm:<Brian> no, but I've looked at reports
5:20 pm:<LS_Bill> you can use the Delete Historical Data function to clear out any faulty data for that particualr day 11/28.
5:21 pm:<Brian> & used to use MetaStock which has more detail
5:21 pm:<Mike> look at a excel spreadsheet here Brian, http://www.derr.ws/backtesting/ 
5:21 pm:<LS_Bill> IRT is programmed not to accept intra-day data for a holiday
5:21 pm:<rob> yes i did that but on updating it produces the same error
5:21 pm:<LS_Bill> but I don't believe that test is applied to the daily data case
5:21 pm:<Mike> you have a few reports Brian you could email me and I post on web for when Bill needs them :)
5:21 pm:<Brian> will I need excel to open it Mike?
5:21 pm:<Mike> yes
5:21 pm:<Brian> oops
5:21 pm:<Brian> don't have, sorry
5:21 pm:<rob> Chad got it too, here's the link to my chart showing the problem http://rztech.net/chart.gif 
5:22 pm:<rob> Friday was a half day
5:23 pm:<Brian> don't have reports, Mike -- used to belong to TS group in NYC -- saw them there and in TASAC
5:23 pm:<Brian> don't
5:24 pm:<Brian> seems to me reports are somewhere on TS website though
5:24 pm:<Brian> will look for them if Bill wants to see
5:26 pm:<LS_Bill> send us your recommendations for backtesting improvements 
5:26 pm:<Brian> k
5:26 pm:<LS_Bill> we will keep them on hand for reference when we get some time to work in this area of the program.
5:27 pm:<LS_Bill> consider these "futures", you may not see much in the short term, we are extraordinary busy at the moment and have no time to overhaul our backtesting at this time
5:28 pm:<rg> fingers crossed here that you've nailed that last little STAT issue with prior days
5:28 pm:<Mike> just more reports Bill
5:28 pm:<Mike> not overhaul
5:28 pm:<LS_Bill> Mike, you have no idea. Everything seems easy to you.
5:28 pm:<Mike> just using results you have and reporting them better
5:29 pm:<LS_Bill> It's not
5:29 pm:<Mike> I understand
5:29 pm:<Mike> grab a excel file from here Bill for more backtest great reports http://www.derr.ws/backtesting/
5:30 pm:<Mike> great chat thanks
5:30 pm:<Mike> any more Questions folks???
5:30 pm:<F_trader> Bill, about yesterday locations, i suspect i did hit the max number of bars to be backtested... I used 2 min bars and could backtest the full 3 years..
5:30 pm:<F_trader> but when using 1 min bars, i am limited to ca 19 months
5:30 pm:<LS_Bill> you should have seen some kind of error message if the size went over a million bars
5:31 pm:<rob> yea whets on tap for linnsoft for 2003?
5:31 pm:<F_trader> just the crash locations :(
5:31 pm:<F_trader> no other message
5:31 pm:<LS_Bill> again, the limit we have imposed is arbitrary I suppose we could allow two million
5:31 pm:<F_trader> i suppose too
5:32 pm:<F_trader> running one million doesn't take a long time, even with 200 V variables to manage and 60 rules in the trading system :)
5:33 pm:<Brian> how long eddy?
5:33 pm:<LS_Bill> the limit was put in to keep someone from unknowing bringing their computer to a grinding halt due to excessive amounts of tick data in a chart
5:33 pm:<LS_Bill> excessive
5:34 pm:<F_trader> Brian : it takes 40 seconds for my million of bars tested / 60 rules and 200 V# variables
5:34 pm:<LS_Bill> I though a million 1 minute bars was alot longer than 19 months
5:34 pm:<Mike> yes IRT super super fast testing
5:34 pm:<Mike> how many 1 min bars a day Eddy?
5:35 pm:<LS_Bill> 390 in typical
5:35 pm:<LS_Bill> is typical
5:35 pm:<F_trader> 19 months is indeed less, but not sure how IRT count the bars : all bars in file or all bars in the session of the instrument ?
5:35 pm:<Mike> well if 24 hour data Bill 1,440 1 min bars a day!
5:35 pm:<LS_Bill> actual bar count
5:35 pm:<Mike> 24hours x 60 = 1440
5:36 pm:<Brian> wow, my tests are running about 30min -- 250 stocks 60da 1min bars 37rules 17 Vs
5:36 pm:<Mike> eddy you have 24 hour data?
5:36 pm:<LS_Bill> ah, that's where I was off, the overnight session
5:36 pm:<F_trader> Bill : got full session data because using some overnight data to calc early session data
5:36 pm:<Mike> yep me to Eddy :)
5:36 pm:<F_trader> Brian : i am running only on the ES :))))
5:37 pm:<Mike> Brian that great speed on 250 stocks!
5:37 pm:<Brian> yes, but still would have thought longer
5:37 pm:<Mike> IRT very fast and efficient on backtesting
5:37 pm:<F_trader> i use a lot of confirm rules : it helps get quicker runs...
5:37 pm:<Mike> Bill any work on chart speed efficiency?
5:38 pm:<LS_Bill> all the time, Mike
5:38 pm:<LS_Bill> we never stop
5:38 pm:<Mike> we also like a GOTO rule Bill in backtest thanks :)
5:38 pm:<Brian> why is that eddy?
5:38 pm:<Brian> confirm rules
5:38 pm:<F_trader> because it skips the rules after
5:38 pm:<Mike> confirm rule is like and IF then...
5:38 pm:<F_trader> if the confirm retuns false
5:39 pm:<F_trader> yes Mike but if you have IF time = 930 then blah blah blah xxxxx
5:39 pm:<F_trader> it will examine the blah blah only once a day and not evaluate it for every bars
5:40 pm:<F_trader> when using confirm, at least it looks like that
5:40 pm:<Mike> that another reason for a gotta token
5:40 pm:<F_trader> basically, i don t have a single IF THEN in all my rules
5:40 pm:<Brian> hmmmm, sound like something I should figure out
5:40 pm:<Mike> my time constraint is part of buy and sell rules
5:41 pm:<F_trader> but Bill to confirm if it really helps...
5:41 pm:<Mike> we could have first rule, then GOTO end rule
5:42 pm:<Brian> confirm would only skip next rule if false, right? then pick up on rule after that?
5:42 pm:<Mike> Bill fixing that "hole" he he
5:42 pm:<Mike> yes
5:42 pm:<F_trader> yes Brian
5:43 pm:<LS_Bill> if you have a series of confirm rules 2 or more in a row, then a false anywhere along the way...
5:43 pm:<LS_Bill> will skip over all remaining confirm rules as well as the final rule after the last confirm
5:43 pm:<LS_Chad> The Fib Zone problem (drawing into future) is not fixed (but Lisa is gone)
5:43 pm:<LS_Bill> is NOW fixed
5:44 pm:<Mike> now fixed you mean Chad?
5:44 pm:<Mike> lol
5:44 pm:<Brian> so maybe break entry rule into two parts with simple part first with confirm action, then more complex part -- is that the idea?
5:44 pm:<Mike> what Bill?
5:44 pm:<LS_Chad> yes...you guys are sharp ;)
5:44 pm:<LS_Bill> yes, that's the idea Brian
5:44 pm:<Mike> so two time test confirms as first two rules if false will skip all rest 25 rules?????
5:44 pm:<F_trader> Sorry Bill, i missed your consec confirm thought ...
5:44 pm:<Brian> kewl
5:44 pm:<LS_Bill> will speed things up, the complex part will be tested only when more elementary criteria are met
5:44 pm:<Brian> makes sense
5:45 pm:<LS_Bill> if you have a series of confirm rules 2 or more in a row, then a false anywhere along the way...
5:45 pm:<LS_Bill> will skip over all remaining confirm rules as well as the final rule after the last confirm
5:45 pm:<Mike> ok
5:45 pm:<Mike> need false on either of the two? not anywhere along the way?
5:46 pm:<F_trader> Bill, you mean if you have a confirm rules with A= true and B= true, it is then better to split into 2 consec confirm rules, speed wise ?
5:46 pm:<Mike> if you desire to skip to end I think Eddy!
5:47 pm:<LS_Bill> If you have a complex signal with say 3 parts then you can divide it into two confirm rules and the final rule with the most complex part
5:47 pm:<LS_Bill> if either the first or second confirm rule proves false, you skip the rest
5:47 pm:<F_trader> ie all the remaining rule for the bar tested ?
5:48 pm:<LS_Bill> all rules after the 3 rule series will be tested of course
5:48 pm:<F_trader> ok
5:48 pm:<LS_Bill> it's just that if the first confirm rule is false, the second and third rules are skipped
5:48 pm:<Brian> so maybe my 10 part entry rule should be re-done as 9 confirms with the entry at the end --if one hit's false the whole sequence is skipped ;)
5:48 pm:<F_trader> very clear Bill, good to know
5:49 pm:<Brian> yes
5:49 pm:<LS_Bill> right Brian, may be overkill to make 9 confirms, but you can try it and do some timings
5:49 pm:<Brian> will experiment
5:50 pm:<Mike> oh I thought skipped to end of rules also Eddy
5:50 pm:<Brian> currently spending a lot of time waiting on tests so I'm up for trying it
5:50 pm:<LS_Bill> CONFIRM is a way of keeping your signals less cluttered and easy to read and understand
5:50 pm:<LS_Bill> and it happens to run faster too, not bad
5:51 pm:<F_trader> Bill, i know you are very busy these days, but i really miss a very simple token for spotting the first bar of the backtested period....
5:52 pm:<F_trader> presently, i need to use TIME = xxx and DAYM = yyy and MONTH = www and CL = zzz 
5:52 pm:<Mike> to detect end right Eddy or start or both?
5:52 pm:<F_trader> both
5:52 pm:<Mike> right
5:53 pm:<F_trader> problem is that you need to change it as soon as you change period...
5:53 pm:<Mike> right
5:53 pm:<F_trader> the CL=zzz is there for detecting the YEAR because i do not have a token for testing YEAR=2000
5:54 pm:<Mike> should have year token, btstart, btend I agree
5:54 pm:<F_trader> Anyhow, it runs OK, but not the simplest, so whenever you got a little time left, thanks in advance
5:55 pm:<Mike> be back later folks
5:55 pm:<LS_Bill> so you just need to detect the very first bar of the backtest?
5:55 pm:<Mike> great chart
5:55 pm:<F_trader> and the last one Bill
5:55 pm:<F_trader> first one because I need to reset some V variables
5:55 pm:<F_trader> last one because I trigger then my custom NOTE report there
5:55 pm:<Mike> yep me also :) but I using variables like Eddy though counters etc...
6:04 pm:<F_trader> I would say Yes Brian
6:04 pm:<F_trader> i always clean them up...
6:04 pm:<LS_Bill> Chad and I need to sit down and do some longer term planning to give you all a better idea of our plans for the year ahead.
6:04 pm:<Brian> ok, better to clean them out then -- Bill would you confirm?
6:05 pm:<F_trader> good idea.. You already done so much this year !!
6:05 pm:<LS_Bill> rob asked about 2003. As we approach end of 2002 this would be a good topic for a Tuesday chat
6:06 pm:<LS_Bill> Unused tokens do not consume any resources
6:07 pm:<F_trader> sure ?
6:07 pm:<F_trader> i remember once a MPD token calc inducing a crash while i was not using it anymore in the backtest...
6:08 pm:<F_trader> anyhow, that was a long time ago
6:09 pm:<LS_Bill> if the token is not referenced in the formula, the settings are just sitting there, no calculation is performed using the unreferenced tokens
6:09 pm:<F_trader> ok, good to know
6:09 pm:<Brian> thx
6:10 pm:<F_trader> anyhow, I always try to clean the list from unused token..
6:10 pm:<LS_Bill> have a nice evening everyone. bye for now
6:10 pm:<F_trader> otherwise quickly a mess there
6:10 pm:<F_trader> Good night Bill :)
6:10 pm:<Duker> Nite Bill...
6:10 pm:<rg> night all
6:10 pm:<Brian> my hesitation is sometimes I want them back later, nite Bill
6:10 pm:<F_trader> i see Brian
6:11 pm:<F_trader> Brian : when running several stocks in backtest,
6:11 pm:<F_trader> I guess, it does one stocks at the time, is it testing all stocks bar per bar ?
6:12 pm:<F_trader> "or" missing
6:12 pm:<Brian> yes, it must
6:12 pm:<F_trader> stock by stock
6:12 pm:<F_trader> you mean
6:13 pm:<Brian> but maybe if I work with the confirm rules I can get it off a bar and on to the next one faster
6:13 pm:<Brian> must be bar by bar one stock at a time I would think
6:14 pm:<F_trader> ok, to be tested
6:14 pm:<Brian> running through the rules for each bar
6:16 pm:<Brian> I need to think it out some -- no point in setting a lot of V's if the stock is $8 and my rule requires it to be over 10
6:16 pm:<F_trader> By the way Brian, what is nice with confirm rules is that i use the same several confirm rules in different trading system
6:17 pm:<F_trader> so you construct trading system like a puzzle
6:17 pm:<F_trader> adding a confirm from that system, another from system B etc
6:17 pm:<Brian> or trades can only happen 930 to 1000 -- system must be setting all those Vs for the whole day -- all 1min bars the way I have it now
6:18 pm:<Brian> yes, makes sense eddy
6:19 pm:<F_trader> Ok, time for a nap here
6:19 pm:<F_trader> bye bye 
6:19 pm:<Brian> have a good one -- thanks for ideas ;-)