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    Tested investment strategy in paper version. Expect same results in live?

    In the past, I have run both the paper-trading and live-trading accounts at the same time with the same systems. Though the individual trades produced slightly different results, they averaged out about the same. Sometimes in my favor, sometimes not. The systems traded both long and short, and...
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    Graphics Cards for Smart 4K TV

    Wow, I had never tried that. Went into display settings, changed from landscape to portrait. Worked! Of course, you would need a stand/mount.
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    Graphics Cards for Smart 4K TV

    This is so wrong. I am a programmer and have been using 4k TVs for years. My first was a Seiki 39". You had to go into a secret menu and follow some online directions to get it to work as a monitor. Basically, you turn everything off and adjust the contrast and brightness, etc. Better than...
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    Live data feed options and processing

    My platform was written for speed and flexibility. I want to be able to write anything I can dream up. That said, it's so fast that I have never bothered to optimize anything. I switched to Java from C++ in 1999. I would not recommend C/C++ for this type of project. C# (CLR languages) and...
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    Live data feed options and processing

    If I understand you correctly, any old machine can do this. The amount of data that comes across the wire is trivial. I use IQFeed. Watching every tick and every update (bid ask change etc.) for over 1,000 of the most liquid stocks (that's my filter) on an old i7 desktop (3.4GHz, 16GB ram), I...
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    is ECC memory necessary for quantitative trading?

    In the past, I have experimented with running systems that watch about 1000 of the most liquid stocks. Looking at every tick and building any bars that the systems need (1 min, 5 min, volume bars, etc). On an old i7-6700 Acer with 16 GB, I use around 3% CPU within 30 seconds of the open. I do...
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    What do you do with your missing data?

    Plug holes: If before your data, fill with NaN. Either there was no data for this symbol or you don't have it (maybe newly listed). Once you have data, fill ohlc with the last close you have data for. The volume is 0. You can write your algos to either use the data with the volume set to zero...
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    Multiple strategy testing in paper IB accounts

    You can have 6 connections to TWS at one time via the Client ID (1 - 6). It's in the API docs.
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    Trade data discrepancy (Tick Data)

    I use IQFeed. Real-time, I don't believe there are "bad" ticks. These ticks are real and if you have a stop set it will execute. I only check to make sure not to use "out of order" data (I have never checked to see if it catches anything). I don't know about historical tick data, but the...
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    55" Samsung Curved Smart 4K TV for Trading

    I currently use an OON. 50" 4K Roku TV from Walmart ($219). Any graphics card these days will power a 4K TV. I use the graphics built into an old i7. The only downside is positioning, as you noted. When I switch to a 39" 4K TV many years ago, it definitely took some getting used to. That...
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    Scalping 1 min time frame? 3 minute?

    Hi Frank, You may want to consider as a next step to get an account with Interactive Brokers and trade in there paper trading account. The reason is that you will have to make your decisions in real-time and, most importantly, you will get a realistic idea of what your fills (slippage) will be...
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    50" TV/Monitor FYI

    Turveyd, I know you know this but for others, a 50" 4K monitor is like four 24" monitors. The advantage over four monitors is cost. Any APU in recent years can power a 4K monitor, so no need for a graphics card let alone an expensive one. The advantage of four monitors is you can angle them to...
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    50" TV/Monitor FYI

    I just bought a new 50" ONN 4k Roku TV from Walmart for $218 and it is a shockingly good monitor. This replaces a JVC 49" 4k TV that I had to adjust many settings, for it to work just so-so as a monitor, and died a premature death. This ONN TV has a very easy setup, that when complete does not...
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    Dell just put out a mammoth 43-inch monitor for traders — and we tried it

    My four 4K TVs that I use as monitors (39" - 55") look as good as any monitor I have ever seen (you do have to switch to monitor mode). Of course, I have not seen an 8K monitor.
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    4k monitors and scaling

    Cheap 4k tv from Walmart. You need to change a bunch of settings (though they probably all have a monitor setting now). I have a 39", 42", 49" and 55". The first three on three different desktops, The 55" I'm using as a TV until I add another desktop. I only use one desktop/monitor at a time...
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    Vectorized backtesting with pandas

    jharmon is correct. I just checked my app. 1049 symbols, 1000 EOD data records (four years) per symbol, approx. 10 sec. total time. This is on a very old i7 desktop. Using 8 threads. By far the majority of this 10 sec. is spent loading the CSV files from disk. When optimizing I only load a...
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    Inconsistencies between candlestick charts & long extended candles

    Generally these are trades that happened off the exchange and are reported later. If you are trading with tick data you will not see these trades, as such they are un-tradeable. Yahoo, and others, may "correct" their data after the fact. Not very useful. IQFeed tick data is un-corrected but...
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