I have a fixed sample set to which I apply set of strategy settings and derive series of profit factors. I want to filter out the setting which...
2.30 gives the best backtest result for my startegy yet. last tick on day produces random results. I might try 3.15 which is minute marker.
I can calculate them myself but I just need to find what to take as a close price as CL futures trades all day.
What's the time used to mark close for calculating pivot points. I presume it would be 3.15 pm New York for CL as that's a minute marker for...
It's best known for it order management and execution. You have to have your own analytics system and just use TT for execution. It's got some...
I looked at the ym(mini-dow ) tick data from 29th Sept immediately after 700 billion bailout was rejected. Dow crashed 550 points just in 5...
I am also keen to see the latency difference between XT API and FIX. Has anyone tested it?
I may look at the option of saving historical data in binary files but will it not take long time to load a big binary into memory and searching...
Hi, I have historical one min and tick data save sql database server. I search this historical data for patterns which is very time consuming not...
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