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hi StoxTrader, thank you for commenting. You can of course not know this, but I have a background in Sql Server which goes back to 1998. My point in my postings are that if one knows what and how to program, then db's are outperformed in magnitudes. MySql are indeed a fast db and will in...

So this actually means, if one was able to get the data without subscribing, i.e. scraping, the future distribution is legal?

Thank you very much for this hint :)

No they will not, binary is the lowest you can go. A DB has to read the whole file stream into memory/ disk and aggregate at that, it will be exactly the same as if you created your own aggregation at a stream. But the difference is that your own solution is specialized and the DB isn't which...

Kinda funny to see that the majority of posters believe a db is faster than binary files. Well... how can they be faster than binary? Think about it! In the mean time I would like to go into another performance issue, lets say that some db's are as fast as binary files. But how does one store...

Is that 12000tick/sec for all 8500 instruments?

Couldn't agree more. Though if speed wasn't the issue I would prefer a db like Sql Server 2008 :)

Which indicators are you backtesting?

I'm so happy to see that the majority of people still thinks in the ancient term "system" as in stupid and curve fitting manner. Dear algo-coders, it seems like we have nothing to fear :)

I can maybe help you, my initial fee starts around $250.000 depending on the complexity and terms of our future work. I have a wide range of experience in building algorithms and regression tests for trading, modeling and analysis. PM me for further details.

hi btoovey I have used MultiCharts quite a lot earlier, and it offers you the functionality you are seeking.

thstart-> You have failed to discuss the subject and the concept behind OHLC and/ or candlesticks. Many times you have tried to sneak out and turn the discussion in another direction, unfortunately all posters in this thread have seen such behavior before and none churned. And yes, regarding...

And thstart, you are very very wrong here. Please read my previous comments, OHLC is just a visual representation of a group of types. Maybe the word "group of types" is to abstract for you, I will try to explain. A type can be for instance a time, volume, range etc. I bet you know them...

Sad to say, but this is based at assumptions again. Could we please try to discuss the logic behind your interpretations of candlesticks and OHLC bars.

We are not talking either stocks or currencies, but the whole concept of bars/ OHLC charts. There is no need for you to change the original question to "gap at open" etc., we are discussing the meaning of bars/ OHLC. You can boil both OHLC and candlesticks down to something that has some...

I think your logic is wrong, OHLC is more or less the same as a candlestick, they are just visually representations of the same grouping methodology. Grouping methodology means here, the grouping of raw ticks into a type which could be time, volume, range or ticks. OHLC has, all depending on...

Really doesn't matter if it's a candlestick or a OHLC, just an accumulation/ grouping over some interval and type.

And why is this so? Why doesn't a 5 min bar make sense? Or a VolumeBar, TickBar or RangeBar. I don't understand :confused:

Certainly bars make sense intraday, what a strange opinion. Why do you say that? However the posting was targeted at Abattia. But I would like to hear your reason for my current question :)

The moment you try to fit and tweak data and thereby generate some buy/ sell signals, you are wasted. I don't understand why you think that tweaking your data will make you money.