Any good structure for a simple self-made backtesting platform?

[NetTecture]

Quote from j2ee:

There are new and old data structure which would affect speed, just like an updated component in a car would be very different from 50 years ago even it is still a car.

Bullshit. I call you to come up with one new standard data structure that was not already invented 20 years ago.

As a sidenote: just because the modern crop of idiotic programmers is to lazy to learn PROGRAMMING and thinks stuff like a linked list is new does not mean that these things did not exist way longer than you are alive.

20 years ago people read books about standard data structures and since then pretty much VERY little - not to say nothing - has been added.

Todays non-programmer script kiddies, though, are totally surprised about the "new" hashtable that they "find" when they finally read the documentation.

A TON of new things is invented, but standard data structures - no.

To sta with the car analogy - no, dude, the steering wheel was already there 50 years ago.

Please learn programming.

 

[j2ee]

So you are a full-time self funded automated trader now?

Quote from NetTecture:

Bullshit. I call you to come up with one new standard data structure that was not already invented 20 years ago.

As a sidenote: just because the modern crop of idiotic programmers is to lazy to learn PROGRAMMING and thinks stuff like a linked list is new does not mean that these things did not exist way longer than you are alive.

20 years ago people read books about standard data structures and since then pretty much VERY little - not to say nothing - has been added.

Todays non-programmer script kiddies, though, are totally surprised about the "new" hashtable that they "find" when they finally read the documentation.

A TON of new things is invented, but standard data structures - no.

To sta with the car analogy - no, dude, the steering wheel was already there 50 years ago.

Please learn programming.

 

[NetTecture]

Quote from j2ee:

So you are a full-time self funded automated trader now?

No, technically not. Technically I am the owner of a company doing self funded trading.

 

[j2ee]

Quote from NetTecture:

No, technically not. Technically I am the owner of a company doing self funded trading.

Does your company trade for clients or pure your own money? Why do you have a company and hire people while you know everything?

 

[j2ee]

Quote from NetTecture:

Nanex extracted into a binary format optimized for a specific test (market).

I am an enterprise database version by profession - SQL Server, ORacle. SQL Server all the way, been doing 3rd level support for that at MS for some time. My answer to MySQL as a programmer is: learn SQL, please, way too many funny behaviors for me. If you need open source, never ever touch MySQL - it would be stupid these days (check MariaDb - it is a fork from MySql by the prople that DID MySql before selling it to Oracle). Or use Postgres. But MySQL is senseless....

Personally I am happy noone here tells me to use an Oracle RAC for that and I can use SQL Server

You mentioned binary format, so do you use MS sql or you transfer data into binary format?

 

[NetTecture]

Quote from j2ee:

Does your company trade for clients or pure your own money? Why do you have a company and hire people while you know everything?

Own. And even someone like you may understand that (a) I want free time and (b) it is a lot more work than one person can safely do. This is a LOT longer road than you think - we are now three people and one open position. It is a LOT more work than you can even think of.

 

[NetTecture]

Quote from j2ee:

You mentioned binary format, so do you use MS sql or you transfer data into binary format?

Are you the world's smartest person, or the world's dumbest? Is there no pesone ever between?

Guess what - a program can do both. I use MS SQL Server AND I transfer market feed data into binary format for more efficient access.

 

[j2ee]

Quote from NetTecture:

Own. And even someone like you may understand that (a) I want free time and (b) it is a lot more work than one person can safely do. This is a LOT longer road than you think - we are now three people and one open position. It is a LOT more work than you can even think of.

Very impressive if your story is real. So you created your fund from trading? Winning like few 100% every year to make a much smaller amount of money to be much bigger!? Even the most famous hedge fund can make like like 40% per year, so I really doubt if anyone can start from a small amount to be big amount.

Have you heard of a Japanese trader BNF? He started from almost like nothing to be at least around 100 millions US dollars, and he day trade stocks..very hard to understand how can someone day trade stocks and still can make so much money as you know the commission is high comparing to future while the daily movement of stocks is not that big.

 

[j2ee]

Quote from NetTecture:

Are you the world's smartest person, or the world's dumbest? Is there no pesone ever between?

Guess what - a program can do both. I use MS SQL Server AND I transfer market feed data into binary format for more efficient access.

Can you talk more like a normal human? Even if you are really good, you don't need to talk like this. We don't even know if you are really good or not.

 

[NetTecture]

Quote from j2ee:

Very impressive if your story is real. So you created your fund from trading? Winning like few 100% every year to make a much smaller amount of money to be much bigger!? Even the most famous hedge fund can make like like 40% per year, so I really doubt if anyone can start from a small amount to be big amount.

Have you heard of a Japanese trader BNF? He started from almost like nothing to be at least around 100 millions US dollars, and he day trade stocks..very hard to understand how can someone day trade stocks and still can make so much money as you know the commission is high comparing to future while the daily movement of stocks is not that big.

Man, you really ARE crazy? Who said I created a fund? Technically we are not a fund. We are just a sole propietor owned company that among other business activities involves in trading their own reserves. I would not call that a fund. And no - not "winning like few 100% every year". Starting from a small amount is - not something I ever tried.

But seriously, "some 100%" is not that hard - the trick is making that with a serious amount of money. If you would know waht you talk about you would realize that edges have - size limits. A large fund can not trade like a small account. There are traders making way more than 100% a quarter, regularly - just they can not grow. Because if they grow they would not be able to trade like that.

And no, sorry, I only do futures. Do your own homework. You got a lot of advice here that with some more years of reading books you may even understand. Out of here - you are a little way too stupid for me.