Recent content by ddude

Nice... A native time series data type of Vector and an implementation that utilizes the vector processing capability of the hardware... :cool: Have you seen the xts package for R??? I would be interested in taking this puppy for a ride when it becomes available 8^) Cordially...

You may be looking for something like the e1071 package... Description: Functions for latent class analysis, short time Fourier transform, fuzzy clustering, support vector machines, shortest path computation, bagged clustering, naive Bayes classifier,... Godspeed on your journey...

You could have a look at the R packages "blotter" and "PerformanceAnalytics" for a start... There are several other portfolio building and optimization packages if you take the time to have a look around CRAN archive network... God speed on your journey, Cordially, -DD-

If you are looking at a system to do manual trading with interactive workstation style you might look at i7 or better... These would be desktop or desk side type systems with multi monitors, keyboard, mouse. If you are looking for a automated trading system server style you would look at the...

Ah yes, SICP, a classic... Lisp, a dynamic language... FPGAs, dynamic hardware... Turtles all the way down 8^) Cordially, -DD- "Simplicity is the ultimate sophistication." -Leonardo da Vinci-

Hi Nitro, Your welcome. If you don't have a deep understanding of computering, hardware and software and algorithmic first principles you will have a long road to hoe here. I'm not trying to disway, just have your eyes wide open 8^) Here is some light reading to get you started at the...

Frosty, I'd ask for a refund... Could be a nice way to make some extra $$$. Oh, yea... Our servers went crazy last night and like magic $$$ left your account and jumped into ours... Oops... I hope you don't notice that happens often... This cost of trading is gona kill you... Sorry...

I would say look at Xilinx. Beecube and Mercury... Please don't ask 8^( Cordially, -DD-

Frosty, Just how much of your profits will you give away before you move to a more reliable platform??? The definition of insanity is doing the same thing over and over and expecting a different result 8^( Godspeed on your journey. Cordially, -DD-

Yes, No more issues than anything else and for me are usually more on the IB side... And as you can see from 2rosy's example above what you are asking for can be short and sweet. :cool: Cordially, -DD- PS - The author of the IBrokers package is very good and active in the community!

Why not use twsOrder and placeOrder in IBrokers package in R??? :confused:

I don't use TOS... So, if you can easily export your time series as a csv file then you could run an R script on it and get your numbers in a few seconds... What you do with those numbers is up to you ;^) If you want to send me a 10 day time series example CSV file, I'll modify my R...

Sure about 25 t0 30 lines of code in R ;^) Did you want a sum or average of volume for each time period or a quantile 8^) Cordially, -DD-

In R there is a package called earth that does mars... http://cran.r-project.org/web/packages/earth/index.html Cordially, -DD-

Thats not BS thats R 8^) To be more terse: > # load a nice quant library... > require(quantmod) > # get the daily data from yahoo for a year back... > # do the close-to-close volatility calculation... > # display the end of the time series of volatility... >...