"Truly it is with regards that the trading intelligence compounds upon the border of advanced, and price action is subjective when snowflakes fall...
Ran, does the backtesting feature in QTPyLib work off of its own logic/code for opening & closing positions from the historical data array chosen...
Rob et al, Looks like IB is now officially supporting Python, with their 9.73 release of the API. No section for it exists in the API ref guide...
futurecurrents is a fag*ot...that is all.
Hi GAT, a discussion on nuclearphynance about data snooping bias mitigation using Cross-Validation vs block bootstrapping caught my...
Hey ranpo, looks like you're keeping a regular pace to the updates & improvements to QtPyLib - inspiring to see! Regarding SMS, have you messed...
I'm looking for some general rule/spec on CBOE and BATS sites for the logic on when a new option expiration is listed, similar to that seen for...
Hmm, yeah for sake of space reduction the 1-sec bars could prove useful. Personally I haven't used Docker, just read about its benefits (and the...
Straightforward reasoning there, thanks! However, in the case of tick data from a provider other than IB, seems the tick count will be much...
Curious: what's the current storage capacity needed for your database(s)? Do you foresee the need to scale up and go with something in the cloud...
You've done great work thus far sir, I'm a big fan of what you've made available to everyone! Now if only I hadn't hired a programmer to...
Hey ranpo, thank you for this info - yes, I experimented with the Windows default settings against those you posted, and got the problem resolved....
So how's the Hill-Billy method handle a huge spike like last night's pipeline rupture in context of week-to-week inventory vs price predictions?
Hi ranpo, Can you note the operating system and MySQL Server version that you use with QtPyLib? Just to try & minimize errors tried in other...
Ben Franklin famously stated, "Time is money." As long as the young chap isn't saving it up to impress some chick, he's reducing the risk of...
Guess he'd like at least a chance of not living on his knees his whole life. Plenty of bad things "might" happen before he reaches his goal, but...
Hello Gambit, I've been developing a C++ greybox for Rithmic to fetch and analyze data on futures & their options (VWAP, etc), but nothing related...
Panzer: to answer all of your questions at once - no, as the decision to act upon an identification of a trendline is highly situational with...
After brief search, may have answered my own question - using fitment to a power law may be most apt...
Are there any references online with examples of logic for identifying a sequence of higher/lower highs or lows that form a trendline? I've done...
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