Search results

I'm looking into Forex more seriously now. What little I had known about the nature of it implied that Forex was active all day long, with few exceptions. Now that I'm looking into data feeds, I see the different exchanges that are active at different times. So it is a little more complicated...

A Monogamous Relationship with LinkedIn I am fond of falling into a trap of naively scalping. A few years ago when I had my first fling with this, I was playing on the cheap and was scraping daily tick data from public sources. Even then I was trying to look just a few ticks back and try to...

I decided to start this because I've been mostly keeping to myself, and it's getting annoying to be alone. Naturally people are very quiet about their own strategies, and we are skeptical of those that are not since they often appear to be selling something. But I think I'm missing out on a...

TFS 2012 is looking pretty better compared to the past, but it's not official yet. I find the legacy TFS source control lacking. They took Visual Source Safe and tried to polish that turd with a belt sander. It causes all kinds of grief. It looks like TFS 2012 finally got all the legacy...

I glossed through their site and I'm not sure what exactly they're even offering. How does one even interact with their stuff?

That's pretty much what I think was going on. I couldn't figure out on the data manager where the prior import was, so I couldn't figure out how to delete it. So I guess I'm paving over it--someplace, somewhere. I'm still not sure exactly where. It looks like it was taking ~8 hours per 1...

I was reading up on old notes and remembered that scalpers will often go for much shorter times so I suppose there is a niche for everybody. Last night I was trying to perform more CPR on a losing crossover strategy. There were many times that it would flutter around the crossover point...

Correction: OpenQuant has been importing NYSE data just for the month of May 2012 for the past 2 days. Really, it has been the past three days, but I did hibernate the computer somewhere in the middle. And yes, it is moving.

In the case that was driving me nuts, it turned out the backtester was using reversed defaults compared to what I had in the algorithm when I was visualizing it. Right now I am back to messing with AmiBroker anyways--mostly because I've been waiting for my NYSE 1-minute data to import into...

Well AmiBroker's AFL stuff has sufficiently driven me nuts. I see my signals actually moving around just while clicking on the chart. I am giving entrances and exits, and I see it doing whatever the hell it wants from them. I know it's not just an issue of trade delay or volume issues. It's...

I had failed to consider the higher cost of server-grade memory. I tend to forget about the ECC aspect of server memory, which throws everything out of whack. But consider the hardware costs versus the license and it might still be worth it. Consider the question "at what point would it be...

I suppose MATLAB can have some specific quirks and goofs but this kind of question doesn't seem to be too MATLAB-specific--other than the licensing stuff. I haven't use MATLAB since school but I was doing software performance stuff for awhile there. If this is parallel number crunching...

The impression I got is that I'll have to do some trials. Currently I'm shoving myself face-first into AmiBroker. I am not too fond of AFL and I'm seeing some quirks. I did something stupid that should have been a syntax error but it merrily took it, and ended up only ever trading at most 1...

I just started posting again myself after a few years and I'm pleased to see what looks like a pleasant culture change. I suppose I'm partial to hanging out at the nerd table generally. I'm very glad to see those numbers on time frames. I threw out what I was working on since there really...

I assumed by shorter trades being loser was that they triggered stops or otherwise early exits.

I'm trying to get an impression how long people here tend to hold their positions at the shortest, given the granularity of their data feed. I suck myself into ideas involving really short-term data, only to figure out that I'm trying to do too much with too far bars' worth of data...

Oh that has to explain it. I think I only ever saw the OSS Java one. I was thinking, "Woah what happened here? They really moved on it! But it's not OSS anymore?!"

All the responses here generally imply you guys aren't, say, constantly thumbing through lots of charts and all. Am I getting that impression correctly? It makes me think I may just have the wrong approach here in the first place.

I would want a UI in there someplace in what I am doing. When executing I suppose it doesn't matter as much, but when I am trying out strategies I would want a lot of visualization support, and I'd rather get that with as little of my own code as possible. I was using SQL when I was doing my...

A few years back I was looking into doing a lot of computer-assisted trading. At the time I didn't have a lot of money so I was trying to resort to free resources. So I stockpiled a lot of daily stock data and tried to work off of that. I am definitely a programmer and to some extent a good...