Recent content by vladisld

See the below thread and my comment about DTN symbol list - it's not exactly in Yahoo format but you may find it interesting nevertheless: http://www.elitetrader.com/vb/showthread.php?s=&threadid=148249

"D4 can act as a time server of its own for D4 running on other machines" This particular feature could be very helpfull if you need to syncronize all machines in your network, especially if you are using simple grid systems ( like Quartz for example ) which lack such functionality build in...

The file is updated daily. Actually there is a new format (http://www.dtniq.com/product/mktsymbols_v2.zip) for the above file. Here is a quote from their forum: "DTN has released an enhanced symbol lookup/search tool on our websites that will make it easier to find the symbols you are...

Corey, great list - thank you. In my custom system I'm using the following components - not yet listed here I think. Job Scheduling / Grid System (open source): Java: http://www.opensymphony.com/quartz/ C#: http://quartznet.sourceforge.net Tick storage: TREE Data Server (C...

I think the similar approach to Money Management was described in Vince Ralph's "The Mathematics of Money Management" many years ago.

Take a look at: http://www.elitetrader.com/vb/showthread.php?threadid=151214&goto=newpost

I mean close code.

My real emphasis was on test suite - not the engine code, although I understand it's interconnected. I would better not open the pandora box about keeping proprietary code in open source project.

Isn't the NDOC good enouph for documentation ? It's also open source - unfortunately not supported any more but still doing its job just fine. IMHO not less usable then javadocs.

"non programmers" via "programmers" via "contributers" problem is already solved in most open source projects. It seems you are inventing a wheels here and only adding a complexity to your policy - which will eventually turn the contributers off. Regular users and "non programmers" advanced...

I fully support you decision. You are not the only one who is addictive to TDD. In my community we do not make a step without test coverage fully thought out, BVT in place and Gates check-ins (aka SNAP system). Thats why I was sort of surprized you weren't going to release your test...

So if I understand you right - all the calls from the engine to the custom code are parameterless and all the data access from the custom code to the data structured maintained by the engine ( like tick/bars and others ) are also unsafe. Point of View.

What about other side - I mean the engine calling the custom strategy code which is still written in C# ? Are there any such calls? What's your estimation of the performance penalty payed ? Is it still worth the effort from performance POV ?

Several questions: What's your expectation about the performance gains - will it be worth the effort of porting and re-testing the whole thing ? I assume the biggest performance bottleneck is a backtesting part - are there many objects created/disposed during the run ? (in this case...

FIX is certainly better then any proprietary interface just because it is some sort of standard and could be used not just for IB. Unfortunately IB charges 10 time more (then their proprietary API ) for using FIX - may be because it's kind of 'more professional' way of trading. Look at their...