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Once again you are referring to VB.NET, why? I was curious about how you did the threading in Visual Basic, not VB.NET. And no... even in .NET threading is not easy at all. But please answer the initial question.

No it's not :D Besides that.. if you are asking yourself such questions as "too much curvefitting", then YES! You are curvefitting, a good advice on the road.. avoid curvefitting, optimization etc. The more lagging indicators you are using, the more curvefitting is involved and the more...

Ohh I wasn't looking for a trading platform, just curious, because I have read a big amount of literature of the subject. The performance of Tradelink is however interesting, always nice to have some benchmarks while developing :)

Are you referring to VB.NET ? You did say Visual Basic though!! I understand threading in .Net it's very complicated and not one just should implement for fun! But please answer my question about your comment in Visual Basic. Regards

You should break your post up into smaller and more manageable pieces :), posting one question at a time and thoroughly read and reply :)

Hi tradelink So you think StreamBase Sales Speak could refer to anything, something like that was going through my mind. Well... my question was more in the like... CEP and not dedicated Trading Engines, btw. TradeLink only performs 50% of Esper, do you have a comment on that?

How did you the handle the threading?

Hello We have all read all such sales words as "Performance: StreamBase processes messages at rates of up to hundreds of thousands of messages/second on a single CPU—a factor up to ten times faster performance vs. alternatives." But what is measured, incoming trades as events or...

He was referring to Visual Basic! not .Net

Look at AutomatedTrader.net , I believe they have some measures.

Are you sure it's VB, not VB.NET ? Please confirm.

Have you curvefitted it? If you are optimizing your strategy, your strategy is wrong :)

Yes... inevitable came Microsoft to follow the CEP-wagon, model Hype. Please take a look. http://msdn.microsoft.com/en-us/library/ff518551.aspx It it just me or are those numbers somewhat far beyond their competitors, StreamBase, Esper ? or maybe just more realistic? What do you think...

But only fools have their user interface/ graphical charting tight couplet to their code. :D

Kind of funny to keep reading these occasionally. This goes to both CPtrader and you! -> I can guarantee you both that it will not be the language that creates the bottleneck, Java, C# or C++ , same same.... What you really should be worrying about is the tick/ trade/ quote-rate at...

You wrote "assist me", it could be that you should program and another should test it or somewhat work together as a developer team.

What are your skills?

If you are building the ATS from scratch then you could easily take any code-latency into consideration when you back-test it. On that way you can see which trades you are missing/ entering when compared to normal code-latency. My opinion.... build the ATS in the language you are sharpest at...

I wrote a small class for summation: public static class Summation { //static KeyValuePair<int, double> value; static double[] values; public static double PriceSummation(this IList<Common.Entities.Bar> bars, int length, int currentBar) {...

Yes... exactly :)