[MAS: feature requests] Re: [MAS-discuss] Building generators
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jcochrane
From: Jim C. <jt...@di...> - 2003-05-26 06:06:10
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Hi Paul. Thanks for the comments. > I have been building a whole series of generators over the past few days > and have found the following:- > > 1. I built a generator which is a compound generator and uses a time > extension before the right event. When I tried to edit the time period I > wasn't able to do so - the individual generators which make up the > compound event can be edited but I couldn't find a way to get at the > interval setting. I believe this is so. To do that would be useful and I'll consider that a feature request. > > 2. I found it easier ( and more flexible ) to build the complexity into > several lower level generators before trying to combine the whole thing > into a more complex module. This allows allows the re-use of the lower > level generators, which I ultimately did to build several others. Yes, principles of good software development sometimes apply also to application use :-) > > 3. There is s real need for a GUI facility for generator and even > indicator building/editing and I hope this will be in a future release. Yes, I've been wanting to add this for a while. It's on the feature list for the "commercial" version when/if that comes about. > > Generally speaking I think mas is one hell of a good product. I spoke > recently with a colleague who uses a commercial ( $USD20,000) analysis > package and it takes hours to run against about 500 stocks on a faster > machine than mine. I now have 2900+ US stocks and 1300+ ASX stocks. The > analysis on the US takes about 6 mins and on the ASX about 2, so I am > impressed. The commercial packages come with fairly fixed generators ( > to use mas parlance ) and building a new one is not something which can > be done. I appreciate the positive feedback. I'm surprised though that an expensive commercial package would compare so unfavorably. Are the analysis criteria close enough that it's a fair test? If the commercial pkg was used with a set of very complex nested criteria and mas was run with simple criteria, this would not be a fair comparison. I'm also surprised that one can't build new "generators" with the commercial packages you're familiar with. Maybe you don't always get what you pay for. > > I also found that there is the old do I count from 0 or 1 problem > between selecting an indicator and viewing an indicator - when building > the generator the indicator is always 1 less than the number assigned > when viewing - sometimes causes a problem if you are not careful. Not quite sure what you mean here. Can you give a specific example? > > Just out of interest I built and indicator which checks for %D/%k Xover > above/below a signal line and also RSI Xover a signal either 3 days > prior or 3 days after. This gives a very good buy signal, but is less > able to pick a sell. Backtesting this against the US market generated > some amazingly good results. Excellent comments. Glad to see someone is braving the rough waters to make use of mas's more powerful features. Jim |