Arbitrage back-testing charting package

Perhaps it's just that you at times take on a topic or two that you are helplessly out of your depth. Do spreads but perhaps leave the technology side and algorithmic side to others with more in depth knowledge.

I do enjoy reading many of your other thoughts you share on various subjects even though I believe you are a snake oil salesman. But both can coexist.

bone said:
Yes. Of course.

As a side note there are basically two ET nics who follow my posts and disagree with whatever I post.
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Metamega said:
Amibroker be able to do this. Have to code it in but AFL can be very simple or be complex depending on what you ever want. Have to get the data in though. Theirs IB plugin but max symbols is 200, IQFeed, yahoo EOD, Esignal, etc. Also just import your own .csv or .txt files and use the ASCII importer.

It’d be like 5 lines of code. Just have to know how to use the foreign() and plot() functions and you’d be on your way.

I’m not an excel guru but sure it’d be simple to do what you want. Just need the data.
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Thank you, for the only relevant reply to my basic question. I will look into it.
Good to converse with an "equally OK-sized and hqppy about it" fellow for a change.
 
MrMuppet said:
I mean, just let him dream a bit. It will take a couple of months until he realises that he already lost the battle before he even started but in the meantime, he can at least think about how he will spend the money^^

On a more serious note....you might have a Ph.D (Probably heavily in Debt) or not, but you are really asking for advice for a game that isn't even played anymore.
Other Ph.D's are researching queue position of their own passive limit orders and when it is best to pull them or leave them in the book...because there isn't even a spread anymore you could arb.

Not the guy who is the fastest in hitting the market is the winner but the guy who can pull his order last and gets the trade....and you are really asking how you can simulate a line chart????

I mean, IF you are working with illiquid and inefficient markets you also cannot arb because the price you get for the illiquid leg might be a couple of seconds old, yet the bid/offer has already moved.

Unless you arb some real shyte market like cross exchange triangular arb in an Altcoin, I don't see any reason to even start working until you have a serious infrastructure edge.
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Not if you study in Europe. Studies are free, scholarships, research grants and living allowance.

Now take a step back and breath. You have no idea what I trade or how I trade. Plenty of pointless assumptions you are making.

As for dreaming, what is the point of life without dreaming. You may be referring to disillusionnent, a different challenge alltogeher. Read my previous posts and you will see that I make 4 per cent ROCE per annum. Nothing crazy here.

No more HFT crap on this post please. Thank you
 
Metamega said:
Amibroker be able to do this. Have to code it in but AFL can be very simple or be complex depending on what you ever want. Have to get the data in though. Theirs IB plugin but max symbols is 200, IQFeed, yahoo EOD, Esignal, etc. Also just import your own .csv or .txt files and use the ASCII importer.

It’d be like 5 lines of code. Just have to know how to use the foreign() and plot() functions and you’d be on your way.

I’m not an excel guru but sure it’d be simple to do what you want. Just need the data.
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Not available for non-US residents it seems. Does anyone else use that "afl" charting engine?
 
ThinkorSwim can easily do this. Interactive Brokers can do this as well. In IB TWS just right click a watchlist and select "Virtual Security." The only problem with it is that it can't be overlayed against another instrument. But any instrument can be overlayed against the Virtual Security.
 
Real Money said:
ThinkorSwim can easily do this. Interactive Brokers can do this as well. In IB TWS just right click a watchlist and select "Virtual Security." The only problem with it is that it can't be overlayed against another instrument. But any instrument can be overlayed against the Virtual Security.
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Interesting. Will look into this. Is it in TWS Mosaic or third party plugin?
 
That feature is in TWS Mosaic, yes. There is huge edge in being able to process, analyze, and transform spreads. This is quant stuff though.
 
Real Money said:
That feature is in TWS Mosaic, yes. There is huge edge in being able to process, analyze, and transform spreads. This is quant stuff though.
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Perfect. The IB virtual security is what I was after. Do you know if one can update csv data to IB to work with that?

And can Alerts be set on Virtual Securities?
 
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