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If you are interested in a broker with transactional safety/ concurrency then consider a Service Broker in .NET for instance MassTransit or NServiceBus. They are great frameworks and can handle a high throughput. I recommend such instead of going with SSSB that as previously mentioned is...

Yes I have thought about it, but I realized it was too slow and the architecture was too stupid demanding Sql Servers everywhere. Are you developing in c#?

LOL... try get a programmer for such money. I don't believe it's trivial to program such IB multithreaded. The best you can do is the ask for some code and review it, I guess you will find that the best code costs the most. i.e. 15-20/month Good luck

How is you data stored?

Or better.. .use my TickCreator :D If you can create a strategy based at random data you have something, otherwise keep continue inking your eyes :eek:

Hello In the process of building a Trading Engine I needed a tick trade generator, so I developed one :D The reason for my needs can be found in performance testing, writing to disk, locating trades, grouping/ averaging, simulating trades etc. Not that it is such a big task, but...

Probably get the value of Moving Average, when using Sterling Trader Pro.

It could still be interesting to hear their answer.

You could ask Dukascopy :) It would be interesting to see their answer here as well.

That is somewhat similar to what I've experimented with. (well not the same naming). Anyway... what you are showing is not not Linq, just fluent interfaces/ methods. If it should be Linq it would take an expression/ functional represention as input... for instance: RealtimeData...

I am aware of the concept. An indicator is something that indicates something... Accumulating volume is indicating total volume over some period of type. As soon as a person starts to think about building a strategy he will always use indicators, my post was just to say "avoid those lagging...

async, you have disablet pm.

Certainly it would, but when I say lagging indicators I refer to those MACD, RSI etc. that all has a reputation of the holy grail in newbie-eyes. One can say that price and volume is indicators, sure volume is an indicator as it indicates the volume, but lagging indicators is magic calculus...

Curvefitting = Optimization !! In my early days I actually believed in such crap, now I'm building on a system that simply just works without lagging indicators.

Very simple, no need to buy a book for such. Backtesting is based at curvefitting over a period, for instance curvefitting/ optimizing the last year looking for 30min trades. Then your optimixer will calculate the gain/ loss and you will clap your hands and look very happy sitting there...

Please google this, before writing :cool: , it is a truth with modification when speaking about C# Please read this regarding performance between C++ and C#: http://www.codeproject.com/KB/cs/CSharpVsCPP.aspx

hehe... thank you, well one can never know it all, besides that it would be boring :) So your proposal can be a reality one day... I have no experience in building trading engines and right now I have dedicated all my spare time to it. You just wait :p

To get threading right in .NET is a major accomplishment... Think about locking, concurrency, persistence/ availability when breakdown, rollback etc. Very very hard to program. Of course things like : Thread thread = new Thread(new ThreadStart(oFoo.Calculate)) , is very very easy...

Hi gustavokeiff I developed code in Visual Basic back in 1998 and whenever we needed some async we did subclassing. It is however many years ago, that was the reason that I asked you, could be that you could tell me something about VB, no need to get rude or angry. Visual Basic is...

Who are you talking to? Please use attention or Quote :)