Good points. There's really nothing explaining what's special about this system compared to others. I've added more details to the readme. I...
=) Not only is the time slow, I had to write those two subqueries to tell SQL to do two nested loop joins. It looks ugly as well. (CTE was...
Just for kicks, I wanted to try this out. Here's my sql for EURUSD: SET STATISTICS TIME ON DECLARE @ticks int = 100; with t as ( SELECT...
I've created my own forex back tester, and I've decided to share it. It's available at: https://github.com/johntseng/ForexRunner I realize it's...
Within a file, data is always stored in sequence. The file may be fragmented across different parts of the disk, but that's where defrag comes in....
We've gone through a few decades of optimizing disk access, so there's actually quite a bit of complexity here. 1) You are right that somewhere...
This is interesting. Most of the time network uptime is monitored from the outside world to see if your server is available, but you want to...
I like your scheme. I'm sure it's incredibly fast. Since you know your application very well, you don't need to provide a general data interface...
I'm back after a few iterations. I now have two systems. The time based strategy that processes every minute is now a huge SQL script. It takes...
I've taken a different approach than blah. My database schema is extremely simple: Instruments table and Ticks table. I compute bars on the fly....
This start small and iterate idea has become quite a large movement (Agile method). I think it plays well with "premature optimization is the root...
I'm doing a mix of both. I have ticks in the database, and my events are seconds. From what I've seen so far, other trading frameworks give you a...
What are some resources you would recommend for a new day trader? I am a software developer looking to get into day trading. There's another...
Separate names with a comma.