Try ExRem function for taking only the very first buy signal and ignore all until a sell comes.
R can handle large datasets well. Its limitation will be defined by your hardware. Generally, R should have twice the amount of memory of your...
We do HFT in India. Does that resemble daytrading?
Even I had faced a similar question. When I backtested, I got better results and when I ran Monte Carlo, I got results not as good as the...
I have backtested a strategy on two different symbols. For both of them time frame is different(I backtested them one after the other). One trades...
EclipseTrader or MarketCetera would be a good choice if you want an open source trading platform.
I think they have a contact number for India. Couple of my friends are trading form India. $1000 deposit.
Put down your buy/sell rules as: Buy = TimeNum()>090100 AND (your buy/cover rules) AND TimeNum()<105900; Sell = TimeNum()>090100 AND (your...
I used it to trade on NYSE from 7800 miles away with a latency of a few milliseconds. May be there's some problem with the data feed your friend...
Takion is fantastic! There are some minor 'outages'(charts are missing/there's some delay receiving the quotes/order placement issue)mostly at the...
I worked there as a trader.
Nearly half of what you'd pay per ticket goes to the firm. Profit sharing arrangements go to the firm. At a shop where I worked, newly hired...
Thanks a lot. Appreciate it.
No No no, I wasn't clear earlier. Not the OOS file of AmiBroker report. What I want to accomplish is to export the PnL file(The ones that we get...
Separate names with a comma.