Definitely. Backtesting is also essential. How many different indicator settings can one trader possibly watch in real time simultaneously? A lot...
Actually, good indicators convey more accurate information than the raw data unless you assume we are all savants that can apply numerically...
First you say: "indicators cannot tell you something that is not already on the chart" Then you say: "they may be helpful to filter the noise...
http://en.wikipedia.org/wiki/Autocorrelation Autocorrelation of returns is correlation(return[1...t-1],return[2...t]), or in other words the...
Anyone looking at autocorrelation of returns versus: 1) time scale of returns 2) design space parameters ??
Maestro, Now Iâm really confused. You want to find gems with âextraordinary talents and passionâ? Indeed there are many such gems on...
No. There is a huge difference between seeking validation and arguing for our ideas, as many of us do on ET, and posting grand claims without...
The interesting question here is why is Maestro saying all these things? Why submit a few photos that could have been faked, receive criticism,...
Mathworks ranks coders based on how fast they can read ASCII data in m-code? Am I missing something here or is this task just a little trivial in...
This data is still available. Any takers?
I use a client/server architecture (quote/execution server + system clients). What was your alternative to client/server? A single...
Hi HLB, Yes I should have used labels or constants in those examples. Structs are also helpful for organization, though I find it easier to...
It's even simpler if you use a high level language like Matlab. You could start with a single data structure you load from a csv file like:...
So instead of just having OHLC + volume per bar, you'd like to see some other information, per bar, like recent volatility, VWAP, or S/R...
I must have misinterpreted part of what you wrote. Sorry. Regarding the performance penalty with Matlab⦠how are you using Matlab? Real time...
Anton, thanks for the clarification
What penalty? C/C++ is easier to prototype with? Perhaps you can say this if you have an extensive testing and trading infrastructure already...
You appeared to be talking about tick or bar data, not some massive objects. How you store the TAQ data is dependent on how it will be used....
What is "Mathlab"? Do you mean Matlab? High performance on Athlon 64 is 10M or 100M objects/second, not 1M. Everyone knows NYSE TAQ can be...
This is exactly what I do for my systems, except that I use a blend of M-to-C translated code and hand written C for extra performance where it...
Separate names with a comma.