Consiered just using a data feed that does? I use Nanex - and the tape files just accumulate automatically.
None, Zero. The best you can do is a short small OHLC bar (tick 1 being optimal) and even then the assumptions suck. This is why nearly...
That pretty much is it. Nothing about chastitising. Just wondering how much alue they really provide - especially when you do automated. But yes,...
He did not say running, but development. I can se a use for some. * We plan to trade here 15 markets (less now, the new Hardware and Software...
The whole queue. Your dispather would get messages from data feed / exhcnage, and put hem into MQ. What MQ does is abstract the whole...
Oh fuck, that is an insane amounts of screens. Especially for automated stuff. More than me and my 2 people use for auto dev. Whow. Impressed.
It is a message bus / pping system. The idea core being that you can not do everything in one process / machine, so passing messages between a...
Yeah. Given the intraday margins etc. - the request is stupid and disqualified. The margins are where they are to protect the exchange. Any backer...
Yeah. Like using NinjaSucker - ah - NinjaTrader. We had a strategy in staging environment, trading against a broker provided sim environment (i.e....
What is wrong is that there is not a single C++ compiler on this world that implements the whole langauge spec - it is that complex to do (there...
Well, keep your knowledge and offer a mutual benefit of 100 USD cash per hour and you get a deal. Working for some arcane mutual benefit would...
Bingo. Talk of my people for example. Current backlog is 50.5 strategies (one is half through this process) after moving platforms, that all...
No, using our own inhouse / Partner codevelopped application for trading.
Any decent historical data provider. Agreed, rules out most. I use Nanex and Nanex is a complete replay anyway. But you have to make the...
Trivial. Writing to text files in ninja has tons of examples. The other program, btw., will not be "running in VS 2010" - that woudl be idiotic,...
Trivial to do as long as those sources are pull not push, otherwise the threading nature from Ninja comes back to haunt you, mostly as Ninja is...
Well, when reality meets people with delusions, reality wins. He has ruled out any alternative path - so adding to his capital is the only way....
Hm, this reallsy depends on requirements. Ninja for examle has shitty backtest to start with - so any optimization there costs a lot (their...
> So what is the best route I can take with my limited capital? Get a job. Add 100.000 to your trading capital. Learn programming. Finished.
Iti s not so hard. byte 1: 2x4 bit. first 4 bit: packet type, which is trade 2nd 4 bit: option length, which is 0 Decoding: Trade, same...
Separate names with a comma.