Recent Content by ET151

  1. algo trading system design question

    I have been playing around with Java as well and it's made a good choice. Yes, I would recommend object-oriented programming for this project....
    Post by: ET151, Dec 12, 2010 in forum: Automated Trading

  2. Math Question - Peak Detection Algorithm

    http://www.ncbi.nlm.nih.gov/pmc/articles/PMC2631518/
    Post by: ET151, Dec 11, 2010 in forum: Technical Analysis

  3. Math Question - Peak Detection Algorithm

    Yes, checking for change in slope is one way to do it and maybe the best if there's not much noise. I've also considered taking the difference of...
    Post by: ET151, Dec 11, 2010 in forum: Technical Analysis

  4. Math Question - Peak Detection Algorithm

    I have an indicator that oscillates between 0 and 1. It looks like a stochastic oscillator and the signal has a variable frequency. It's smooth...
    Thread by: ET151, Dec 11, 2010, 9 replies, in forum: Technical Analysis

  5. SPY tick data and Ninjatrader

    Check out a trading site by a guy named Big Mike. It's there in the Elite Downloads.
    Post by: ET151, Oct 8, 2010 in forum: Data Sets and Feeds

  6. Commission-Free ETFs at Schwab, Fidelity and Vanguard

    I think Vanguard has a good selection of mutual funds, but not very many ETFs.
    Post by: ET151, Oct 7, 2010 in forum: ETFs

  7. What indicators do big-time professional futures traders use?

    Support and Resistance Levels? Moving averages? What do they look at to determine when to trade and in what direction to take a trade?
    Thread by: ET151, Aug 10, 2010, 31 replies, in forum: Index Futures

  8. If you are thinking about getting a computer...

    Both are currently available: http://www.maximumpc.com/article/features/intel_rolls_six Some of the i5 CPUs already have integrated graphics.
    Post by: ET151, Jul 16, 2010 in forum: Hardware

  9. Anyone know where I can pull 15-min OHLC data on stocks through API (for free?)?

    I am looking for 15-minute market snapshot data on stocks (only need for current day) that can be pulled through an API. I thought Yahoo used to...
    Thread by: ET151, Jul 16, 2010, 3 replies, in forum: Data Sets and Feeds

  10. How do you guys store tick data?

    Yes, for that application, I would be working with flat files as you are doing. For now, I found a very simple solution similar to what's...
    Post by: ET151, Jul 10, 2010 in forum: Data Sets and Feeds

  11. How do you guys store tick data?

    Yes, but as I asked previously, are you actually able to read all the information that you have written to your flat file while it is open and you...
    Post by: ET151, Jul 10, 2010 in forum: Data Sets and Feeds

  12. How do you guys store tick data?

    Umm...just found something better than Tokyo Cabinet... http://1978th.net/kyotocabinet/ (http://1978th.net/tech-en/promenade.cgi?id=7)
    Post by: ET151, Jul 10, 2010 in forum: Data Sets and Feeds