it comes down to the same thing. For one to feel comfortable with a back test one has to understand the law of large numbers and its convergence...
I focus on fx markets and generally I do not see the optimization opportunities you indicated. On busy days I capture about 200,000 ticks (quotes)...
I am a little confused with what you mean: I generally load tick data either from file or database and stream ticks sorted by time stamp into my...
1) How true is that: Yes I also believe its one of the biggest advantages, should one hit a bug you can just debug it yourself because you...
I actually used RightEdge long time ago purely for feeding a simple strategy engine with historical data. But I hit the limits very soon and that...
Hmm, so I am currently a little confused: - you do not transact - you are not a counter party to any transaction - you are not an exchange...
I would but I generally do not chase markets, if the pair trades back down by a bit but holds the lows and makes subsequently higher lows and...
eur extended its range this week so far by 20 pips to about 100-110 pips, which is extremely narrow. It looks increasingly like all the big...
well it all can be done, my point was that it begs the question whether it is time efficient to work with a framework that is very opaque rather...
thanks for those valuable comments. I already segregate OMS from anything data feed related, even though they ran in the same box. What db would...
Hi Makis, I really appreciate your response and candid and qualified feedback. I realize I too often criticize but I do not praise good things...
Couple things why I personally stay away and coded up my own platform years ago: 1) Binary format they store ticks in is not very efficient,...
David, I disagree with you on several points and like to clarify and ask couple additional questions. Would you mind telling all of us here...
wait, did you not insist on another thread you opened you wanted to stick to Java? Now you open new threads proclaiming you want to get into C#? I...
Sorry if this came across as being a personal attack, it certainly is not , especially in light of the fact that I do not know the individual at...
and you send your kids to Harvard for having done NOTHING (not even discussed possible risks in execution among many others) in exchange for a...
...and what could ever go wrong? LOL Pretty much the worst and most unprofessional advice I have EVER seen at ET for a first time reply by a...
Download or buy "Currency Trading for Dummies". I am not joking, I know pretty much any book that covers cash fx and fx options valuations. The...
Do you understand the difference between reading persisted data IN THE EVENT OF A CRASH, and reading/consuming data in real-time for strategy...
Separate names with a comma.