Search results

Why do you need other "opinions"? You did an evaluation, if the software does what you need, then use it, if not then try something else.

It depends on your needs. For most use cases, .NET will be fine. I use .NET in my day job (not trading) processing real-time data (on the order of 100s of events per second), and find the performance good enough. Especially with multicore processors, raw performance is not as important as the...

Were you having a problem solving it?

I would rethink your strategy. Essentially, you found a random indicator that seems to work. Why does it work? In what market conditions does it work? How do you know when it has stopped working? It seems that you have some programming skills. Be more creative. Look at the market and find...

I didn't say anything about higher risk. My point was that if you are leveraged 5 to 1, 20% return is not great. But, it all depends on the strategy and your objectives.

20% with 5 to 1 leverage is not great. Are you trading options?

My advice, step away from the indicators! Forgot any technical analysis crap. I assume you are programmer and have some knowledge of simple statistics. Watch the market in real-time for a week, take notes. What do see? Any abnormalities? Anything strange? Try to use probability and...

Don't say nobody. It is possible to build a robust system that can trade unattended. But, there are many details and edge cases that you must program for. I suggest running live for awhile on a paper account.

It doesn't matter if you are an engineer or rocket scientist or whatever, you are human. Humans make mistakes. Also, as an engineer, you should know that a 7 doesn't magically and randomly turn into a 8. It sucks to have a loss like that, but don't blame it on IB changing your order.

Programming language is irrelevant. Besides, if you know what you're doing, .NET code can be just as fast as native c++.

What is you use case for wanting to write to an in-memory relational database?

Pick a few problems you want to solve, then start writing code. When you get stuck, use google to help find solutions. If you want to become proficient at programming, you need to write lots and lots of code. The more code you write, the easier it will become.

In my opinion, too much importance is given to the programming language. Granted, some languages are more concise, expressive, faster, slower, functional, imperative, better at concurrency, better at mathematics, better at scripting, better for large systems, etc... I think what matters is...

More specifically, what would someone expect to learn under your guidance?

Am I the only one wondering what your use case is that requires 12 monitors? Please enlighten me.

Throw away all the books you have on trading. Throw away all your TA crap and indicators. Spend time watching the market. Take notes on strange things you see. After several months of watching the market and taking notes, see if there is any pattern you can exploit. Try it out on a paper account...

Good point.

Uh, no. That is not an edge. That is poor risk management. Perhaps I have a different mindset, as I trade 100% automated. Every trade I make has an expected value based on statistics. Over time, a few bad trades, for whatever reason, become noise in the long run. I have measures in place to...

Either you have an edge or you don't. You should have little anxiety if you have an edge.

I agree that F# would be an excellent choice. In addition to your three properties, my language must have a good concurrency story. F# fits the bill if your target platform is .NET. If your target platform is the JVM, then Scala and Clojure are great choices in my opinion. Especially if you...