Search results

OK, but why don't you just tell us what you are really doing here that makes Excel look so good ? Just capturing data via DDE or RTD means NOTHING. It's the PROCESSING of the incoming data (building bars, running studies, indicators, etc) that is the huge problem with Excel from a performance...

Oh I love this thread ! All of these APIs and little in the way of good tech support. BEEN THERE, DONE THAT. Although IB's API is a piece of crap technically, the user forums and email forums are simply great support for it....tons of suggestions and workarounds, etc. It appears a great...

A product called Camtasia is the best for doing that. http://www.techsmith.com/download/camtasiatrial.asp

Interesting...you know I've THOUGHT ABOUT THAT BEFORE. What bothered me about it was that I'd be sampling a sampled data feed (with IB). Now that's a bit scary, especially with fast movers like NQ, YM, and ES mini futures. Thanks for resurrecting the idea...it's worth a try, for sure. It's...

Well, of course. However, the problem remains the same.....especially if one is attempting to build tick bars or time bars. So even with DDE and SetLinkOnData, there is still event overhead of processing each tick that hits the cells. It would be manageable if the DDE updated all cells at...

Again, I don't know where you guys are coming from, but when I tested Excel 2003's speed, writing to a cell vs. writing to the registry, the latter was 3 TIMES faster. I was amazed at how much overhead there was just placing data into a cell. When I used IB's ActiveX component (TWS.OCX), I...

Wow - does anyone know if software developers are using these devices to deploy their previously unprotectable software like VBA for Excel and Access ?

Excel is single threaded architecture (STA). Unless you are calling custom-made "C" DLL routines, I find the above statistic pretty hard to believe. Can you prove the above ?

Excuse, but I'm a bit skeptical here....as above you mention a database, and below you indicate NO disk IO ??? You are using a ram-based database then ? Which one ? When you say "serials", this means "time and sales" data (date,time,price,volume)? Correct ?

Interesting. You planning on using ThinkScript to perform the automation ? All you need to worry about is whether the current market price is above or below your reversal trigger price. So if you are long 10 contracts and the market is at 1290 and your signal is at 1280, then Sell 20...

How did you determine the above statistics ? What about the TT stats as a comparison ? Also, a comment on RTD vs. DDE: one huge difference is RTD can place data DIRECTLY into a variable or even an array. This is doable with DDE only with a DDERequest statement that must be called on a timer...

I think C# Dot-Net is going to become the defacto platform for most quants and hedgefunds with the exception of those doing high frequency/statistical trading. VB has died and moving to VB dot-net is like moving to Cobol. It's ugly, verbose, and not elegant at all. So MSFT appears to have...

It's the array processing that makes the difference. Too bad TT did not pick-up on that fact in their RTD implementation. This is all up to the DDE server to handle. Most have throttle rates which determine the data sampling frequency. I know TOS has one that can be set to zero...meaning no...

OK, he IS a monster, trading-wise. ......but what happened in those first 6 months at Centaurus ? Were they down big or what ?

This is him ? Billionaire ? http://en.wikipedia.org/wiki/John_D._Arnold

Please, DO TELL. (What's the story here ?)

Had a friend try her set-ups in realtime. Lost his shirt. Never traded again. True story.

Interesting....a developer friend of mine and I were discussing this very topic of "open source" software the other day. Our conclusion: lack of support and / or documentation is making the idea less and less appealing vs. licensed/paid-for software.

BUT....the RTD protocol is much more flexible than DDE. One important feature: you can place the data right into a VBA Array instead of a spreadsheet cell. This is about 10-20 TIMES more efficient than updating a cell. It's all about the overhead of placing things on a spreadsheet. With...

Well, please report back to us some objective results. From what I understand, the multi-threaded feature was only for the spreadsheet formulas, not the VBA or GUI forms. So I guess technically, since DDE is formula-based, it could be much faster with multithreading.