You should look at the ticks not the bars, compare both tick streams and write to eSignal to ask why this difference exist. This is under...
This book here describes DSL amongst others: http://www.manning.com/rahien/ DSL is interesting but one can also do a lot just by utilizing...
This is always such a funny discussion.. People debating alot about databases and programming languages. Without even concentrating me I have...
Curve fitting is a waste of time, forget about magic numbers etc. Optimizers are primarily invented as snake oil by the sellers of trading...
An indicator that works? Don't make me laugh :p And suddenly all our financial problems vaporizes :D
Try this: http://www.getacoder.com/
Ohh btw... I can tell you how I would do it, when a tick is recieved, an event is raised, the event subscriber groups the tick data into the...
Hi Jason Do you have analysis on how much of the data that comes in like that? Are we talking 2 tick a day or per minut? Or?
Very easy question to answer. Study the market movements, analyze the factors that drives the market up and down. Find some black-box...
Hi I have a little question... When talking about aggregating 11.000.000tick to hour bars, how many bars does that produce? 5years * 220 *...
This is so funny.... Still the wast majority didn't even bother reading the initial post/ question :D Wonder if this behavior has similar...
Sounds very interesting, I would love to hear more about the LZMA codec? Could you share some knowledge?
Whats up with you? In my head.... 11.000.000 would fill about 450-500mb. Regarding single files or backup, What is the purpose of this question?
What a strange thread in this Forum, anyway... 90% of the posters apparently misunderstood your question. You are trying to be a better...
Just curious.. When you say 11.000.000 ticks in 40 seconds... What disks and cpu is this based on? Regards
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