Fairly comprehensive list of IB programming consultants:...
Good luck with the thread and bot construction Doli. You may or may not be aware of the following resources that may assist your endeavors:...
OK Guys. For the three or four of you that are following along, just thought I'd let you know: I'm on a break for a few weeks as of tommorrow so...
Also, if you are developing in Java, MappedByteBuffer: http://java.sun.com/j2se/1.5.0/docs/api/java/nio/MappedByteBuffer.html Might be of use...
I use a simple Tick compressor which just looks at incoming ticks and adds them to a Bar. When the Bar is full the Tick compressor spits out the...
As I cover each class and perhaps document with UML, responsibilities should become clearer. As per earlier post, signal generation could be...
Well, this is the same idea that NeoTicker follows. Essentially, it treats TradingSystems as specialized Indicators. For example, Indicators...
Interesting, using the composite design pattern is certainly a neat way to go about it. I could feasibly apply that here to have SignalGenerator...
Assuming I rename SignalGenerator to Trader. Does anyone else have thoughts on having separate SignalGenerator(s)? Hypothetically you could...
Yes, good point. Initially, that is what I had in mind for SignalGenerator - simply generating buy/sell signals where there was an abstract Signal...
Here is a simplified sequence diagram that I hope will shed some light on the situation. It illustrates the sequence of messages that might...
Certainly, it was the intention to provide ability to specify user parameters for a strategy in the XML configuration file. However, I was...
Too funny. Nuff said.
I was going to ask for a free copy of his software since he kept referring me to it. Seems all of his posts have now been removed.
Agree. Part of this goes back to the question of instrument normalization that I raised earlier on in the thread. Essentially, the solution is...
Oh boy. Thanks for that....but I wish you hadn't. Now I'm going to spend yet more countless hours on that research tangent. Damn those hyperlinks.
Yes, I was considering MBean wrappers for the Strategy Container, Provider Registry etc. It's non-intrusive and gives an instant GUI (Jconsole +...
Whilst I'm waiting for the inevitable flood of responses to the real-time topic I'll continue with where I left off on the SignalGenerator. I...
Before I continue delving into the specifics of Strategy implementation I'd like to see if anyone has some input on the topic of real-time....
That book looks great. Pity I'm going to have to wait till March to get it.
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