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The code was compiled and linked with the development shell and associated libraries; in TradeStationTM, this is called verifying a system. Using development shell commands, the look-back parameter was brute-force optimized. The best solution (in terms of the risk-to-reward ratio) was then verified on out-of-sample data. Optimization involved stepping the entry model look-back (n) from 5 to 100, in increments of 5. The stop-loss parameter (mmsrp) was fixed at 1 (representing 1 volatility, or average true range, unit), the profit target doflim) at 4 (4 units), and the maximum holding period (mardays) at 10 days. These values are used for the standard exit parameters in all tests of entry methods, unless other-



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If we consider the structure and function of the typical point-to-point circuit, we find a variety of devices and functional regions as shown in Figure 3-52. The components include end devices, multiplexers in this case, which provide the point of entry for traffic originating in the customer s equipment and seeking transport across the network; a fullduplex circuit, which provides simultaneous two-way transmission between the network components; a series of repeaters or regenerators, responsible for periodically reframing and regenerating the digital signal; and one or more intermediate multiplexers, which serve as nothing more than pass-through devices. When non-SONET traffic is transmitted into a SONET network, it is packaged for transport through a step-by-step, quasi-hierarchical process that attempts to make reasonably good use of the available network bandwidth and ensure that receiving devices can interpret the data when it arrives. The intermediate devices including multiplexers and repeaters also play a role in guaranteeing traffic integrity. To that end, the SONET standards divide the network into three regions : path, line, and section. To understand the differences between the three, let s follow a typical transmission of a DS3, probably carrying 28 T1s, from its origination point to the destination. When the DS3 first enters the network, the ingress SONET multiplexer packages it by wrapping it in a collection of additional information, called path overhead, which is unique to the transported data. For example, it attaches information that identifies the original source of the DS3, so that it can be traced in the event of network transmission problems; a bit-error control byte; information about how the DS3 is actually mapped into the payload transport area (and unique to the payload type); an area for network performance and management information;





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wise specified To provide a sense of scale when considering the stop-loss and profit target used in the standard exit, the S&P 500 at the end of 1998 had an average true range of 1783 points, or about $4,457 for one new contract For the fist test, slippage and commissions were set to zero For such a simple system, the results are surprisingly good: an annual return of 76% against maximum drawdown All look-back parameter values were profitable; the best in terms of risk-to-reward ratio was 80 days A t-test for daily returns (calculated using the risk-to-reward ratio) reveals the probability is far less than one in one-thousand that chance explains the performance; when corrected for the number of tests in the optimization, this probability is still under one in one-hundred As expected given these statistics, profits continued out-of-sample.

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When you create a new Silverlight application in Visual Studio or Expression Blend, you might notice an App.xaml file along with an App.xaml.cs file. The application is based on the System.Windows.Application class it supports centralization of resources for the application, it supports several important events, and it provides a direct connection to the browser/host environment. The code placed in the initial project includes App.xaml and App.xaml.cs files. The App.xaml file doesn t have much in it, but there is one important feature to observe: <Application xmlns="http://schemas.microsoft.com/winfx/2006/xaml/presentation" xmlns:x="http://schemas.microsoft.com/winfx/2006/xaml" x:Class="XAMLTour.App"> <Application.Resources> </Application.Resources> </Application> The Application class contains a Resources element. Any resources specified in the Application class can be referenced throughout a Silverlight application. This is the perfect place to put style and template resources that are available to the entire application. The UserControl is actually turned into the main user interface for the application in the code-behind file, App.xaml.cs, as follows: using using using using using using using System; System.Collections.Generic; System.Linq; System.Net; System.Windows; System.Windows.Controls; System.Windows.Documents;

and a number of other informational components that have to do with the end-to-end transmission of the unit of data The packaged information, now known as a payload, is inserted into a SONET frame and, at that point, another layer of control and management information is added, called Line Overhead Line Overhead is responsible for managing the movement of the payload from multiplexer to multiplexer To do this, it adds a set of bytes that allow receiving devices to find the payload inside the SONET frame As you will learn a bit later, the payload can occasionally wander around inside the frame, due to the vagaries of the network These bytes allow the system to track that movement.

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