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There are programmers who help people to program trading systems. I do such work on the side. Professional programmers get a pretty good pay rate for their training and specialized knowledge, and most could certainly set things up and teach you how to continue the development on your own...

Take a look in C:\Users\XXX\Documents\NinjaTrader 7\bin\Custom\Strategy and reference in C:\Program Files (x86)\NinjaTrader 7\bin or bin64. It looks like everything is there.

I assume that he meant that he either realized there was a redundancy of calculation so that the floating points could be run outside of the loop, or as was the rage, worked with all integer market prices (# of ticks so 102 15/16 = 16*102+15). As far as compiled code vs JIT compilation, I...

I am unclear if you are looking for a GUI software to confirm what you are already seeing, or if you are looking for an SNMP/WMI programmatic indicator. As it happens, there are even events that ones program can subscribe to which identify losing and regaining local connectivity. In general...

I appreciate your points, LeeD, that building a robust automated trading system back-testing platform is inherently more difficult than building a back-testing platform meant to inform manual trading. Some platforms have finer timestamps (NANEX is 25 ms), but your point is still valid. I...

You were right. I wasn't really thinking about using Windows events. My experience is with using APIs with callbacks and reading multicasts. My point was quite minor. The custom trading logic can either run in-process with the platform which is fast, or run in a separate process. In that...

My experience is that large object garbage collection is a huge stability problem. If you are caching heavily, then the peak activity of the day (market close) involves huge amounts of allocating and sometimes large object reallocating. We tried workstation concurrent and server garbage...

You make an important point LeeD about response time. Garbage collection causes major response time problems. Being per process, it halts all of your threads, and can take long enough to cause communication issues beyond latency. Accessing a trading system class using virtual members or...

It is true that the .Net JIT does some special optimization: * Processor-Specific Optimizations— At run time, the JIT knows whether or not it can make use of SSE or 3DNow instructions. Your executable will be compiled specially for P4, Athlon or any future processor families. You deploy...

From what I have read, early tracking funds were disappointing in their ability to track. Cointegration and management are needed to find and maintain a portfolio which actually tracks. If your goal is simply to buy-and-hold a basket of overseas stocks, then perhaps looking into creating...

This thread may be 5 years quiet, but it contains interesting ideas. Cycle analysis often benefits from detrending, but not intermarket analysis. Two sine ways lagged 90 degrees have zero correlation, but yet one exactly leads the other. I am not a big fan of correlation between Forex pairs...

Using Adjusted Close is simpler, but less accurate. I wrote the back-adjuster/stock-adjuster used by CSI. If you want to develop a trading system, then use adjusted data to validate the basic trading rules. Once you are confident in your system, then, to validate your system in a more...

Here are the services that I have seen listed in this thread: Free: http://www.catalystcorner.com/index.php?m=pair_tool http://market-topology.com/ http://www.impactopia.com/ http://www.sectorspdr.com/correlation/ And my own...

The only two methods that I have seen in this thread are: make alternate trades to obfuscate and split your entries and exits between different accounts. A third method is to bring in another traders. Elsewhere I have read that if your profitable strategy requires marginally violating...

Agreed, but even if one were to keep their system totally secret (doesn't even trade it), that over time the profit potential will get crowded anyhow. If Napoleon had died young, the socioeconomic forces would have put someone in power who would have done things somewhat differently. Avoid...

The thing about novel innovation is that it doesn't seem that novel once it is known. If a strategy is a variation on a theme, then a little system performance data goes a long way. For example, if you know what pairs a pair-trader trades, one can coat-tail just fine. With a little more...

I analyzed a trading record of 93 pair trades from October/November of 2010. I calculated the Profit/Loss for these trades as if they had been sized each of the following four ways: Method 1. Equal Number of Shares Method 2. Equal Dollars (Face Value) Method 3. Inverse to Beta Method 4...

Remember the stink when it turned out that the fancy US night vision goggles were made in China?

Odd that we just had another anti-government violence two days ago: "2 package bombs explode at government buildings in Maryland, causing minor injuries and evacuations" http://www.nydailynews.com/news/national/2011/01/06/2011-01-06_2_package_bombs_explode_at_government_buildings_in_maryland_.html

There have been several websites mentioned in the pair trading thread: http://www.elitetrader.com/vb/showthread.php?s=&threadid=134253 Free: http://www.catalystcorner.com/index.php?m=pair_tool http://market-topology.com/ http://www.impactopia.com/ http://www.sectorspdr.com/correlation/...