Recent content by stargrazer

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    Any open source options backtesting software (minimal features will do)

    I've built https://github.com/rburkholder/trade-frame. It can do options. Fundamentally, one needs to know some C++ to use it though.
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    Datastore design recommendations

    Try something like https://www.hdfgroup.org/solutions/hdf5, various users use it to create the schema and store the data in there. There are api calls for compression on a columnar basis (where values change little from one record to another). I have created a C++ wrapper to save Quotes...
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    New to C++ - Choosing a trading platform

    Last time I used them, a number years ago, when it was known as QuantDeveloper, they were C#. Have they changed?
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    New to C++ - Choosing a trading platform

    If you are looking for a developer, and are looking to do this in C++, and you want to execute with IB, maybe I can suggest myself and some code I've written: https://github.com/rburkholder/trade-frame As IB only updates data streams 4x per second, I use IQFeed, which provides full data...
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    Good open source C++ real time trading system...

    Stuff I have been working on for a while: https://github.com/rburkholder/trade-frame Uses IQFeed as a primary data source, and uses Interactive Brokers for executions. Originated in Windows, now primarily used on Linux. It can track portfolios, positions, orders, and executions. Has some...
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    Best Stock Analysis and Trading Platform for C++? Open-Source or Commercial.

    My project doesn't have a consistent C++XX flavour, but as I pick up C++11 and C++14 idioms, I incorporate them into code revisions. For what it is worth... some of the idioms do have some value, some have already been introduced via boost, so what ever works in any particular situation. The...
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    C++ open-source trading code (a la TradeLink)?

    I will put together a 'Getting Started' guide with a few demo screen shots which might help a bit. Am travelling for another week, so hopefully within two to three weeks I will have put something together.
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    Open Source C++ Options Trading Software

    https://github.com/rburkholder/trade-frame PM me for more info.
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    C++ open-source trading code (a la TradeLink)?

    https://github.com/rburkholder/trade-frame
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    Best Stock Analysis and Trading Platform for C++? Open-Source or Commercial.

    Take a look at https://github.com/rburkholder/trade-frame. C++ code. It is a bit rough around the edges, but has a lot going for it. Something I've been working on. Can use real time data from DTN-Iq and Interactive Brokers. Can execute trades against Interactive Brokers. Other data...
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    Hammer/Hydra/Laser type frontend for IB?

    ButtonTrader might be a possible solution. Pretty powerful. I believe it allows you to attach strategies to keys and such, although mousing does allow for a certain level of sophistication in strategy kickoff. Havn't used it myself in a while as I'm putting a different package together.
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    trend following delusion shattered

    When you post it, can you post the location of your trades?
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    trend following delusion shattered

    I love this forum. Everyone expresses strong opinions, one way or the other, but with nothing to back them up. Can we have a few facts please? Attached is a chart showing a breakout and a nice little 15 or 20 cent trend. Or for others, a rather large scalp. Or for bighog, maybe it is only...
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    trend following delusion shattered

    After 1600 posts or so on the thread, of which I've read maybe the last 20 or so, I'm no expert on what has been said so far, but doesn't it all come down to the fact, that for any equity or index trader to make some money, the market has to move in some direction or the other? And if it moves...
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    Why scalping beats any other trading style

    This backgrounder may be of some assistance: Range Bars
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