Technical Strategy

The day...

As Spyder might say, a good day to learn a few things...

(p.s. Gaussians correspond to level 1 and level 2 not the green and fuchsia faster fractal traverses)

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2196507>
 

Attachments

Technical update

Late word from Q. In the interest of optimum performance, the following items...

  • Hard drive: Western Digital Caviar SE16 250GB 7200RPM SATA 3Gb/s 16MB WD2500AAKS
  • Hard drive enclosure: GUP-Japan Smart Drive 2002C
  • Drive optimizer: PerfectDisk
... will be replaced by...
  • Hard drive: OCZ SATA 3Gb/s 2.5" SLC SSD drive 32GB OCZSSD2-1S32G
 
Your system sounds like unnecessary technical overkill for drawing a few lines on charts. Just get rid off PP_Barformations and your system should be faster again.

But I can see why you do all of this. Good luck. :)
 
Neoxx: 12 bars in, still no sync, and sequence issues... double-checked Indexarb, premium is definitely -0.84...

Nkhoi: Sync is only for first three 5m bars at the most, after that shift your mind to something else.

Neoxx: Thanks, Nkhoi. Just to clarify, if synch hasn't happened by the end of bar three, it can be disregarded?

ljyoung: Synch is determined by looking at $INDU/YM with the STR_SQU indicator. It has nothing to do with $SPX/ES. It 'usually' takes about 15 min, sometimes less, rarely more. If you don't have the indicator then wait three, 5 min ES bars before entering, unless you know exactly WTF you are doing.

Neoxx: '...The premium is found at indexarb.com. Synch is where, after open, the premium comes to the mathematically determined offset (See indexarb.com) AND on your lists you read that the offest is there by doing the arithematic between $INDU (CASH) and DJ and/or YM (indexes)... '

ljyoung: Per Spyder's (see TN tab) function definition: STR_SQU spread = YM - INDU - the offset. The offset = 'the premium' given at index.arb and more rigorously it is the 'fair value' premium. This is distinct from the $prem which SFAIK is just YM-INDU. All this is described in grand and glorious detail at index.arb. So for ym=100, indu = 90, offset =10, we are 'synched'.
More...

I need to review the information on indexarb and ensure that I understand it fully .
 
Quote from frenchfry:

Your system sounds like unnecessary technical overkill for drawing a few lines on charts. Just get rid off PP_Barformations and your system should be faster again.

But I can see why you do all of this. Good luck. :)
More...

Thanks, Frenchfry.

You're absolutely right - the system is well in excess of anything I possibly need. Here's my reasoning:

  • I can't afford for technology to be a limiting factor ever again.
  • In aiming to pursue this to the end, I need a professional-grade business plan. Part of this was generating the necessary time; another part is provision of resources.
  • Finally, a certain pride comes from using the finest tools available. :)
 
Debrief

Should have added 'to annotate gaussians for every fractal annotated' (i.e. to include channel and 'faster/sub fractal' gaussians)

<img src=http://www.elitetrader.com/vb/attachment.php?s=&postid=2196694>
 

Attachments

You must log in or register to reply here.
Back
Top