Recent content by ET151

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    algo trading system design question

    I have been playing around with Java as well and it's made a good choice. Yes, I would recommend object-oriented programming for this project. Just try to make it as modular as possible. Start with building a class to store / load the data.
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    Math Question - Peak Detection Algorithm

    http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2631518/
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    Math Question - Peak Detection Algorithm

    Yes, checking for change in slope is one way to do it and maybe the best if there's not much noise. I've also considered taking the difference of two moving averages, longer and shorter. There's always going to be a tradeoff between lag and accuracy with any approach. But I think something...
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    Math Question - Peak Detection Algorithm

    I have an indicator that oscillates between 0 and 1. It looks like a stochastic oscillator and the signal has a variable frequency. It's smooth most of the time, and the peaks are usually curved or sharp / pointed. I want to identify the locations of the peaks. One way to do this is by...
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    SPY tick data and Ninjatrader

    Check out a trading site by a guy named Big Mike. It's there in the Elite Downloads.
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    Commission-Free ETFs at Schwab, Fidelity and Vanguard

    I think Vanguard has a good selection of mutual funds, but not very many ETFs.
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    What indicators do big-time professional futures traders use?

    Support and Resistance Levels? Moving averages? What do they look at to determine when to trade and in what direction to take a trade?
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    If you are thinking about getting a computer...

    Both are currently available: http://www.maximumpc.com/article/features/intel_rolls_six Some of the i5 CPUs already have integrated graphics.
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    Anyone know where I can pull 15-min OHLC data on stocks through API (for free?)?

    I am looking for 15-minute market snapshot data on stocks (only need for current day) that can be pulled through an API. I thought Yahoo used to have this data, but I checked and they only have daily data. Of course, their charts show this data, but I want to pull it through API so that I can...
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    How do you guys store tick data?

    Yes, for that application, I would be working with flat files as you are doing. For now, I found a very simple solution similar to what's described in this thread: http://www.daniweb.com/forums/thread272775.html I plan to stick with CSV files for now...eventually I will convert them all...
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    How do you guys store tick data?

    Yes, but as I asked previously, are you actually able to read all the information that you have written to your flat file while it is open and you are writing to it without having cached all the contents of the file in memory? Question here is whether it is worth developing such code or simply...
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    How do you guys store tick data?

    Umm...just found something better than Tokyo Cabinet... http://1978th.net/kyotocabinet/ (http://1978th.net/tech-en/promenade.cgi?id=7)
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