Pippi,
Thanks for this most wise suggestion. That's makes total sense. I will add that some traders are "professional". What TSGannGalt means by that is that they come from the trading industry or work as traders who already make money trading at big trading firms, prop shops, etc.
They have money and almost qualify as your small "firm" below. They understand the need for a solid commercial platform that's reliable, redundant and super fast because they have or had access to those type of tools you mentioned. Are you one of those? Most in the public never heard about those.
I'm going to eventually have to do some reconnaissance on those system just to at least understand what's out there in the industry better.
By the way, Pippi, I just found out by someone in PM that I have to get the multi instrument and higher performance features working in TickZOOM right away even for myself.
Why? They reminded me that's the route to more consistent profits, diversifying strategies.
I originally set out with that as my goal with this platform for myself but never finished that last stretch yet.
Anyway, let's not give up on releasing TickZOOM yet. Something, makes me think that a solution will be forthcoming to keep this project going.
In the meantime, I'm working on things that are still in the direction of releasing the code (and for my own trading).
For example, I spent last night and today, so far, getting all the automated tests up-to-date which continuously test all the calculations for accuracy.
I also optimized data loading with the next step being eliminating the memory limit you referred to in NeoTicker.
I already changed the double's back to int's which brought the processing performance somewhat back.
But I realized some other features I added recently have slowed it down so I'm going to test how to optimize those.
Optimizing for speed makes it about 3 times more difficult to program than normal.
Notice, that as soon as I try to run my test against multiple instruments, I'll immediately get sick of the long run time again for all that data on a single CPU since I have a quad core.
In that case, I'll have to solve the parrallelizing of the back test.
Of course, it already does that for optimizing. But I don't do much optimizing any more. I find I can look at charts and pick out good parameters nowadays. But I do want this thing fast enough to run optimizations for research purposes at least.
Let's not give up hope. I originally said I could get this out after the new year but got over excited by all the response.
Some people PM me, say "take your time" "don't burn out" ,etc.
That's very kind of all of you. And much appreciated.
Sincerely,
Wayne
Quote from Pippi436:
It seems to me if your ultimate goal is to take it commercial, its a good idea to do research what is needed in the department of smaller institutions, startup/incubator funds who need to watch their expenses closely and cant commit to solutions like orc, portware or apama etc. - but still can actually pay for support/additional coding jobs (as opposed to selling lots of 'perpetual' licenses to private traders and support them on a best effort basis via forum - this is bound to be a disappointment for them - as can be witnessed on most of those ISVs open forums everyday). But it sounds like you are busy for the foreseeable future now anyways.
Good luck,
P.
