You can monitor this in tradelink. Tradelink is free and open source and works with 15+ brokers. public class MyResponse :...
you may want to check out tradelink. tradelink is open source, supports 15+ brokers and feeds and has many different simulation and replay...
Once you have found a relationship that is stable and exploitable, it's fairly easy to port this to tradelink. One option is R embed, and...
"Overarching all of this is my belief that I am likely better served developing systems by first exploring relationships in data and then seeing...
There is backtesting theory and backtesting implementation. If you understand the theory of backtesting and the theory of your strategy, you...
backtesting isn't mutually exclusive with live. (iow do both) if you understand science and math, backtesting is a no brainer.
tradelink is natively tick-based. also : *open source and free. * works with 17+ brokers and data feeds. *super fast multi-symbol...
what software are you using?
1. renko is not supported for charting. if you ask on the users list there is a renko spec you can use to generate these bars you would be...
"Takes less time to capture and store tick data to an in memory XXXXX than logging ticks out to CSV or any binary disk format. " Any data...
You may want to look at tradelink. TradeLink is open source and has super fast tick-based backtesting : *supports level1 and level2...
sql is actually really slow for accessing tick data. (although probably faster than csv) sql is very powerful. many implementations of sql...
small one-off projects is why we encourage people who want to work on an open source project, to come work with us rather than starting from...
as poster mentioned, tradelink supports HFT. (supports level2; 10us latency)
def the biggest obstacle in terms of best pricing and fast execution is in the network. nyc co-location would eliminate this for equities and...
byteme comments are very knowledgable and reflect most of what we know and hear from users. 1) yes. .net is a VM and there are many...
regarding backtesting, while it is possible to use nxcore's historical tape files with the TL connector for backtesting, that would not be...
if you speak to nxcore, they will tell you that the .net nxcore interface is very capable of handling full equities market feed at level1...
tradelink has an nxcore feed connector. because tradelink is open source you can view the source of the connector, and see how symbols are...
to your points.... tradelink is 100% open source (aka free) and : * is not just .net based but .net compliant (it will actually work with all...
Separate names with a comma.