Wait , I don't get what you're saying. How would IB calculate what part of an account is for futures and what is for securities? They provide a...
Right, it's basically just applications of different curves (variables) that may or may not be modulated by other derived or direct information....
Ok I think abattia gave the clearest approximation to an answer to a somewhat unclear question. Adaptive MAs you say? Funny name. I'd like to...
Europe currently down about 3%. Combine the correction with the news of the greek refferendum, could we hit -6% by the end of the day? Everyone's...
If anyone's interested in math, I have about 70 pages of charts (distribution analysis, normalization values, intra-channel price harmonics) from...
If you're talking about daily bars, which I assume since you mention downloading OHLC from google, then obviously yes. The minute the market...
That's also true. There are heaps of programmers who work for little money, and websites that allow you to hire teams from India that will make...
You're welcome. I'm not sure everyone has the same definition of an "HFT", so I can't say. My trading system works on single contracts and for...
1. Depends on how fast you need the memory access, and the amount of memory you will need. HFTs need it fast and in huge amounts, so it's very...
I pretty much agree, but it sounds to me like you half-admit that Python compilers ARE slow by today's standards. Still, I'll put up a fence with...
Hello Giddiyup, welcome to ET. That post sounds quite, how should I say, sincere. I've done the reverse of what you've done: coding since 99...
Some people think the EU deal is good enough to last Europe for a whole year.
I've used Interactive Brokers TWS API for a long time and it did everything that was expected of it. Event driven, gives all the messages you...
Wait a minute, Jgills do you know what backtesting really means? It means having an automated strategy run on charts from the past and see what...
Coding support and resistance is effectively coding a trend channel. Here's one simple way: Connect two bars by creating a trend line between...
eSignal has some ok backtesting capabilities, and you can develop strategies with their java-like language. Knowing how to code is fairly...
Here's a weird suggestion: You can just interpolate data from futures overnight trading. Fix it so that the close session and open session are in...
Hehe, this thread is interesting, and a bit silly. I've been programming for about 6 years full time. A good coder knows all the languages fairly...
That's true in simplistic mathematical models but in practice you will find quite a few ways to counter that and make the ^2 go away. Also very...
Some courses can be useful in that they teach you what to look at and how to interpret it. Once you know how to read the information, you might...
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