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    How to build an Automated Trading System

    +1 To the OP, do you have any platform constraints? Broker constraints? If you're in this for the long term, you may want to invest in learning to program yourself - that is if you have the aptitude to do so (not everybody does). For the short term though, I don't see anything wrong...
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    How to build an Automated Trading System

    You may think it was done at "no cost" but if you value your time, the few years it took you is quite expensive. At the end of the day though, you now have total control and no external dependencies for your programming which may be a price worth paying.
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    The Curious Story of TickZoom

    Yeah, it's not a scam exactly, just some guy who doesn't seem particularly trustworthy (Said one thing, did another. Used multiple aliases to shill. Changes his mind frequently. Says he's not going to respond to this thread only to do so seconds later...repeatedly.) The guy just wants to get...
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    The Curious Story of TickZoom

    $16,000 for a tick compressor/bar factory? :o
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    Tibco

    OK fair enough. If the "high" in "high frequency" is high enough to warrant spending significant effort performance tuning and optimizing your trading code (in assembly language of course:)), then throwing a non-optimized third-party message middleware into the mix doesn't make sense. It...
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    Tibco

    Yes, and ActiveMQ and...a bunch of other MQs that are free and open source these days. If you don't see the benefit of messaging infrastructure you probably don't need it. Sure, you can roll your own clustering, failover etc. and use UDP multi-casting instead of MQ topics. Indeed, it...
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    Microsecond OHLCV Data and Chart Rendering Library

    Are there any language/platform constraints? I don't know of anything ready to work out of the box standalone for this purpose. Creating a tick compressor/bar factory using an ESP engine like Esper/Nesper (http://esper.codehaus.org) is fairly straight forward though. In come ticks, out...
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    The Curious Story of TickZoom

    So, for the record. You admit that you used another alias on ET to promote your product whilst pretending to be a neutral third-party observer under that alias. Then there's no need to adopt the shilling tactics you employed on ET to solicit new interest and membership. Even before you...
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    The Curious Story of TickZoom

    Perhaps this is the first time you've implemented TDD et al and that would explain why it took an "extreme" amount of effort and why you find it so "stunning"? Is it perhaps like the time when another ET member advised you on how to stream quotes instead of loading them all into memory...
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    The Curious Story of TickZoom

    Is it true that you used another alias, ChaosTheory, to shill your product in these forums? What happened? Didn't it work out? Not enough new members fell for the "closing in 24 hours" tactic? Is that why you're back here to to be "open to ideas on how to remedy that"? Your use of...
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    The Curious Story of TickZoom

    You mean, standard software development best practices like build files, automated unit and functional testing, continuous integration etc.?
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    lol, scottrade assumes you are going to lose money with options.

    How much did the graph go down by? Was it by the amount you paid for the options by any chance? What is the unrealized profit and loss on your options? Is it near zero by any chance?
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    has anybody tried distributed computing for backtesting? I am thinking of NVIDIA GPU

    No, this mizhael character has a habit of cross-posting to multiple forums. The other thread he started with the same post is in the automated trading forums.
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    has anybody tried distributed computing for backtesting? I am thinking of NVIDIA GPU

    Why build a network when you can rent on-demand scalability with cloud computing services like Amazon EC2 or GoGrid.com?
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    Marketcetera

    JSystemTrader has been developed for at least 3 years that I know of. The discussion groups at the current location may be newer however. Marketcetera has been developed for at least 2 and half years. Other Java based projects have been in development even longer e.g. ActiveQuant...
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    Tesla Personal Supercomputer by Nividia

    The point is that the algorithm can be parallelized and easily too. Your contention was that it couldn't. Clearly, the execution of the inner loop is so trivial that it doesn't merit being parallelized but that is not the issue being debated. Any real-world implementation would use...
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    Tesla Personal Supercomputer by Nividia

    Execute 101,000 threads in parallel with the following kernel: y = (i*(i+1)/2) + 2j Where: i is an input from 0 to 100 and j is an input from 1 to 1000 Analagous to pixel rendering for each x, y co-ordinate on the screen where the screen is 101 by 1000 pixels in dimensions i.e...
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    Tesla Personal Supercomputer by Nividia

    You have to buy mutiple licences to make use of mutiple CPUs??!!! [edited: sorry, someone beat me to the punch above] "Most sequential type of optimization and backtesting algorithms are not exactly suitable for multiple processing." Could you elaborate on that for me? I'd like to hear...
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    Tesla Personal Supercomputer by Nividia

    Seems Wikipedia is much more up to date than me: Python: PyCUDA: http://mathema.tician.de/software/pycuda Java: jCUDA: http://www.gass-ltd.co.il/en/products/jcuda/ jCublas: http://javagl.de/jcuda/jcublas/JCublas.html jCufft: http://javagl.de/jcuda/jcufft/JCufft.html
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    Tesla Personal Supercomputer by Nividia

    For .NET: http://www.gass-ltd.co.il/en/products/cuda.net/ For Java: http://apps.sourceforge.net/wordpress/jacuzzi/
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