Definitely get "Smarter Trading: Improving Performance in Changing markets" and "Trading Systems and Methods" by Perry Kaufman. My library...
We should write this. Although it could be a weekend project for me, Iâm sure others on ET are more qualified to design the authentication,...
It depends. Both self-adaptive and manually adaptive systems should not be over optimized by allowing too many DoF, or DoFs that bring too...
I didnât work on the NNs long enough to get any success. I agree that traditional models are often superior, certainly for the processing speed...
Think of the advantages of us writing our own application to do this. It would be open source, so everyone could contribute their favorite...
Here is the matching client source. I don't remember where I found these sources. I tried looking for the link. Couldn't find it. Note...
Most of this can be done using a third party TCP server and client application. The server will⦠Query the TWS API for current positions,...
Diversification is also key, either by splitting size between uncorrelated systems, or by using a system design built on many "additive"...
Yes. You donât always need to validate over a larger set if the backtesting / optmization is done properly. All systems âdiscoveredâ...
One option is to pass your data to a MEX function or save to a data file, then run it through a higher performance toolkit. Donât they provide...
I agree. Once the socket interface is working in Matlab it can be rewritten in C. Matlab is much easier to prototype and debug than C. So itâs...
Implementing a Matlab to TWS connection using native-Matlab sockets code will be slow (much overhead), unless you really know what you are doing,...
Tweaking the components and testing lots of hardware is great. But what about tweaking your code to run faster in general, or tweaking it to work...
Wouldn't it be even more usable with hyperthreading and your engine set to low priority? What is wrong with keeping your backtest engine's...
My experience too. Nitro, do your systems tend to act highly correlated at times? I have this problem with certain systems. Fortunately, most...
The more liquid eminis seem more efficient than the less liquid ones. ES seems to be the most efficient of all, hardest for my systems to crack.
I was wrong. I overlooked the missing "-" in the start menu string. I didn't want to test the strings since TWS was already running.
My destkop icons and Start menu items have the same startup strings. I see this on both Win2000 and Win2003 servers. Maybe that's because I...
Indeed the startup string changed from: (TWS version 818 and previous) "C:\Program Files\Java\j2re1.4.1_03\bin\javaw.exe" -jar...
Yes, rolling back to 818 fixes it. Starting TWS the usual way (desktop icon or start menu) allows version 819.3 to work properly. The problem...
Separate names with a comma.