Technical Support

Q. How much curve fitting is there in the system.
A. There is no curve fitting in the system at all. This was proven by the fact that it worked on the notes data without any adjustments. The system works on theories and principles. When I think I've discovered some generic formula for a filter or an algorithm, I back test it on the bond data. If it does not work all the time(20 years), or most of the time it is discarded.

Q. How can I print the charts.
A. Do the following:
1. Press 'Alt' + 'Print Screen', at the same time.
2. This puts the image(chart) in the clipboard.
3. Go to Windows Paintbrush or any graphics program, e.g. Photoshop.
4. Create new image.
5. Paste image in Clipboard into the new image.
6. You can now print the chart from this new image.

Q. How do I print the reports.
A. Directions to print the reports can be found in the documentation.
Or you can do the following:
1. Go to the systems directory, e.g. c:\ats3200\ , for the ATS-3200.
2. All report files end in ".rep", e.g. "det.rep" for the Detail report.
3. Load the report you want to print in Notepad or Wordpad.
4. Print the report.

Q. Can I pass other data through the system, e.g. S&P 500.
A. No. The ATS-3200 was designed specifically for T-Bonds, and works on ticks, not on decimal numbers. The price data is converted to ticks, i.e. whole numbers, then divided back by 32 to print the reports correctly.

Q. What do I do to update the files and run the System myself.
A. You must collect the daily price data for the bonds, i.e. the OPEN, HIGH, LOW and CLOSE on a daily basis. On the last trading day of the week, take the open on Monday, the highest high of the whole week, the lowest low of the whole week, and the close on Friday. Enter this data in the price editor to update the price file. Full instructions come with the systems.

Q. What data feeds do I need for the System.
A. You need to update the weekly price file on a weekly basis. You do not need an outside data feed. You can also find this data on my web site, or other links. Go to my 'Links' page.

Q. When do you do the rollover to the next month.
A. The rollover is done on the Friday of the 22nd of the month prior to the expiration month.

Q. How do I download the DEMO.
A. From the home page:
1. Click on "Download Demo" button.
2. Fill up the registration form.
3. You will receive instructions to download by email.

Q. When I am in a trade and rollover, how do I adjust the stop.
A. The system calculates the new stop and reports it in the stoploss report.

Q. Is there any way to get a chart of the current price action. You have historical charts, but I do not see any way to get a current chart.
A.Yes there is. Go to my "Links" page:
"Trading Links" on my web site and click on the first link.

Q. Updating files, if Friday is not traded? Do we enter the last traded date or use the Friday date.
A. You still must enter Friday's date, otherwise when you merge the files you will get an error 'dates not in sequence'.

Q. Calculating the rollover: when entering the data for the week of the rollover, is the expiring month or the rollover month entered on that line?
A. On June 2nd, 2000, the September data was entered. The "-003" means that the September contract was trading 3 ticks below the June contract. The new month is September, i.e "S" is entered. You should always use the 'Rollover' calculator built into the editor to calculate the rollover. This will eliminate the possibility of mistakes, if the two prices are entered correctly.

Q. What is the procedure for data entry.
A. In the Price Editor: do the following:
a. Place the cursor at the end of the line above "THE-END".
b. Hit "return". This gives you a new blank line.
c. Enter the data there in the same columns.
d. Make sure you do not have a blank line.
e. Click on save, then click on merge.
f. Check the merge, to make sure that the data was entered correctly.
g. If you make a mistake, the system will report most common mistakes.
h. After the market has confirmed a high or a low, enter the "H" or "L" in the file.
i. Calculate the rollover during the week of the 22nd, using the rollover calculator.

Q. How can one distinguish an algorithm trade from an ordinary trade.
A. After a new "BUY" or "SELL" signal, check the detail report.
A short algorithm trade will have a message like: 'X100000000100000000' next to it.
A long algorithm trade will have a message like: 'L100000000100000000' next to it.
Ordinary trades will have either a "BUY" or a "SELL" message on the right hand side of the report.

Q. What does the 'Multiple Trades Report' show.
A. This report is a summary of the trades that occur after the initial signal to go long or short. It is up to you whether to take these trades or not. They are also shown on the detail report.

Q. What must I do to run the system.
A. The system is very easy to run. Do the following in the correct sequence.
a. Update the price file on a weekly basis.
b. Run "DSK", then "NZ3", then "ATS-3200" or "ATS-6400".
c. Check the stop loss report.
d. Place an order to buy or to sell if you get a new signal.
e. Place the stop loss if this is a new trade, or move the stop, if it has been moved by the system.

Q. What exactly is the "Merge Function"
A. BONDS.WKY is the historical file. BONDS.WWW is the current file and you should only keep a couple years of data in it, or until you place the "H" and "L" markers. The merge program merges the data in the "WWW" file with the data in the "WKY" file and then creates the input file to the system: "BONDS.DAT". It also does a lot of checking to make sure that the data is clean and not corrupt. It also checks to make sure that the weekly dates are in sequence.

Q. I cannot be sure of the maximum drawdown, how can I check it.
A. The maximum drawdown is shown on the detail report, on the left next to the running trade profit. It is labeled "DMAX". You can't miss it. You can also look at the "MAX" version of the detail report, which is a fuller version of the detail report with more information in it. You will get the week's high and low and you can easily see the drawdowns in it also. Also make sure you take the rollover amounts into consideration when reading the drawdown amounts.
On the summaryt(profit report) you also get a breakdown of all trades with a drawdown, both the maximum drawdown from the high and low of the week, and the drawdwon at the close on Friday, which is usually much less.

Q. How can I quickly find out the number of times a particular algorithm signalled a primary trade and the number of times it signalled a secondary trade.
A. It is very easy to check this.
1. Start the system up.
2. Open the "Params" screen to change the parameters.
3. Clear the "X" and "L" algorithms.
4. Now check only the algorithm you want to test.
5. Create the "parm" file.
6. Run the "ATS-3200" system.
7. Check the "Profit Report" for the primary trades.
8. Check the "Multiple Trades Report" for the secondary trades.

Q. When I run the system and switch off all algorithms, even the "V-Filter", I still get some showing in the "Profit Report", i.e. the following: "4:HIGHER-HIGH" and "6:LOWER-CLOSE". Why is this since I turned all functions off.
A. The algorithms that you see are triggered by the "P" filter, which works with the "Drawdown Parameter". When the system is about to exit a trade at a loss, the "P" filter checks to see if the market is moving in the direction of the trade, i.e. lower if the trade is short, higher if the trade is long. If this is the case, the new signal is filtered by the "P" filter, and the system stays in the market with the trend. To prevent the "P" filter from filtering any trades, click on the checkbox "V- Filters" to uncheck it, then create a new "parm" file and run the system with the new "parm" file.