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About 1200 symbols, tick and intra-day intervals back to the 20th of March.

I have the list of symbols, if anybody wants it PM me.

They've come back and said the problem is fixed, but they don't seem to want to disclose the details (contracts, data types). Their answer is refresh your data past X, which is just a huge PITA.

I just had a look through my db, I've got about 1300 NYSE stocks and none of them seem to be missing any data in this interval. It'll be interesting to see what they say.

I use it, no complaints.

Some people just can't stick to even the simplest rules.

It was interesting to look at the market wide top ranked correlations for pairs stuff.

Market-topology used to be much better as they provided a ranking tool which wasn't there after they made over the site.

Everybody knows all the big money is made on HURD.

So you can't be a supercomputer on windows? What does that have to do with trading? I also think you'll find that the VS2013 optimizer is more than a match for gcc, that is, if you actually compare them instead of simply assuming it's better because it's not Microsoft. Anyway, this thread is...

Why can't these things be done on Windows?

That 'priceaction' blog is always getting quoted as some sort of gold standard in terms of the pitfalls of back-testing. Let's face it, if the guys product did what he says it does, then why bother to sell it? Just use it to make money, no need to deal with irate customers or write a blog. I...

Doing this only means that you make your forward testing subject to data-mining bias as well, you're effectively making your test data part of your training data. I've seen people use genetic style ideas to explore specific ideas, but they used a lot of domain knowledge to make it work. This...

LOL, I spat coffee across the desk when I read that.

1) Totally been there... 2) & 3) When you say IB does not reply I don't quite understand, you know about the order state messages right? (submitted, filled etc).

I was talking to a friend of mine who worked at some firm in Atlanta, he also described the reverse process, where by programmers and stats guys become traders. So it has the potential to work both ways. I guess the important idea is that the two things are usually distinct processes, good ideas...

Dustin, for me your posts kind of contradict stuff that other people who I respect have said. It kind of sounds like you scan for stuff that's on the move then wing it (or at least reconcile situations repeating). Obviously it's working for you. But then you have Eric & Corey who seem highly...

But some do rely on forward/paper testing systems before committing money. Testing/systems are not necessarily bad as long as you're not simply permuting rubbish.

I've read it, nothing too spectacular, I couldn't make heard nor tail of the atticus chapter. From what I remember it mostly boils down to lengthening time horizons and not using market orders (something like that).

I agree, I did some searching around on the old posts on BMT and there's nothing of value there. The old stuff here is much better, although buried under a mountain of shit.