Search results

You should look at the ticks not the bars, compare both tick streams and write to eSignal to ask why this difference exist. This is under assumption that you use the same charting tool to show the bars, is this correct assumed?

This book here describes DSL amongst others: http://www.manning.com/rahien/ DSL is interesting but one can also do a lot just by utilizing fluent interface programming :cool:

This is always such a funny discussion.. People debating alot about databases and programming languages. Without even concentrating me I have pulled a small application together that processes 40.000.000 ticks into 5 min bars and plotting those at a chart - all in about 5 seconds. Forget...

Curve fitting is a waste of time, forget about magic numbers etc. Optimizers are primarily invented as snake oil by the sellers of trading software. Instead you should create an algorithm that analyzes an equity thoroughly for patterns of movement based for instance at time/ interval, volume...

An indicator that works? Don't make me laugh :p And suddenly all our financial problems vaporizes :D

Try this: http://www.getacoder.com/

Ohh btw... I can tell you how I would do it, when a tick is recieved, an event is raised, the event subscriber groups the tick data into the current if the timestamp fits, otherwise it call another async event called DelayedTickSynchronizer which taks care of updating appropriate bar and, the...

Hi Jason Do you have analysis on how much of the data that comes in like that? Are we talking 2 tick a day or per minut? Or?

Very easy question to answer. Study the market movements, analyze the factors that drives the market up and down. Find some black-box solutions, read about magically indicators, look at other traders and their stories and watch their ignorance over lagging indicators. (hint: search for...

Hi I have a little question... When talking about aggregating 11.000.000tick to hour bars, how many bars does that produce? 5years * 220 * 8 hour = 8800 bars?, Which means that one bar is consisting of 125 ticks, which again can translate to 2ticks pr. minut ? Which stock produce...

This is so funny.... Still the wast majority didn't even bother reading the initial post/ question :D Wonder if this behavior has similar tendencies into non-programming question, but more trading-like instead... Come'on guys... PS: Thank you satchel

Sounds very interesting, I would love to hear more about the LZMA codec? Could you share some knowledge?

Whats up with you? In my head.... 11.000.000 would fill about 450-500mb. Regarding single files or backup, What is the purpose of this question?

What a strange thread in this Forum, anyway... 90% of the posters apparently misunderstood your question. You are trying to be a better programmer in EL, there is no need to learn C or C++ for that, Haskel and so forth. You just need some basic programming skills and for that purpose...

Just curious.. When you say 11.000.000 ticks in 40 seconds... What disks and cpu is this based on? Regards