TradeRunner_v3.0X

9/1/2008

Download TradeRunner_Intro_v3.0X.htm

Download TradeRunner_v3.0X.zip

Download Lib_09012008.zip

This set of files was created by taking all the Trade and TradeFR files archived from posts on FT-Talk and the preceding Prodigy bulletin board by Dexter French and updating those files so that they can be run by Trade or TradeFR using the current FastTrack database.  The objective was to make the minimum modifications to the files so that they would produce .sig files similar in logic to what the originally posted files made.  In addition, if they files produced .fnu or .fam files that looked like they might be used by other Trade files, an attempt was made to make sure those .fnu or .fam files were created.  

Some of the obstacles to the files running as originally posted were:

• They used funds or indices which are no longer in the FastTrack database.
• If so the funds or indices were replaced by similar funds or indices, or deleted if deleting them was judged to not significantly affect the resulting signals

• They required manually updated signals such as seasonality signals, signal or .fnu data from a web site etc.
• In most cases these files were not changed as they were not useful to the project the updated files were intended for.

• They contained syntax errors
• The syntax error was fixed

• Some files intended to be run by TradeFR had an accompanying .bat file that could be used to run them but some did not.  In a few cases where TradeFR files did not have a .bat file but produced interesting and useful results a .bat file was constructed to run TradeFR.

• Some files peeked into the future so that they used data in a way that could not be done in real time trading. 
• These files were not changed and the peeking noted for future reference.
• The peeking was usually done by using the Zigzag function but there were a few cases where it was done with a Shift function.

• Some files used an input .sig file that had been shifted back in time by one day so that the resulting signals they created could be run with a delay = 1  and they would produce the same trading results as same day trading.  The results of using these shifted signals were not useful to the trading system we were developing so in general they were not touched after the point they started to use the shifted signals.

This work was done in February and March 2008 by Dave Howarter and Don Carlson.  The reason for doing it was to use the files in a way devised by Arne Reil, Don Carlson, Mark Keitel, and Lynn Grubb which tests the results trading signals created by many different Trade or TradeFR files and uses the best resulting signals in a combination.  This usage will be enabled by a program, TradeRunner.exe, written by Fred Tonetti that is included with the files.  See the document TradeRunner.pdf for specific instructions on how to use the program.  While the updates were created with this end in mind, nothing was done that should preclude their use in any other trading system, although such use may require further updates to code not needed for our intended usage.  Thus the files are being kept in an area of the Dexter French archives where they will be available to everyone.  Of course while all changes were made with a best effort to meet the above objectives, they may contain errors or not be appropriate for some usage so anyone using them should do their own testing to be sure they meet their needs.

We are deeply indebted to Dexter French for doing a huge amount of work to diligently archive all the posts of these files over the last 11 years and make them available to the FastTrack community.  Without that work they would not be available today for further use.  It is in that same spirit of cooperative development that we are making all updated files available to others for future use.

Download TradeRunner_Intro_v3.0X.htm

Download TradeRunner_v3.0X.zip

Download Lib_09012008.zip