i'm more on the road to studying things statistically in options/futures/ and related underlyings.. my thoughts are generally towards that direction.. of course i'm still learning ..and i'm glad i enjoy it.. or it would be quite the grind..i'm sold on SSD's though.. i raid zeroed my first two.. haha thought about a hardware raid controller at times.. i hang out with a couple guys that are in the clustering business, network, and as well the linux world.. no on seems to be as confident about anything as they are with their preferred linux distro.. i'm not really to the point where i can really leverage the technology with the right questions, and i don't have the capacity to write code at all in lower level languages.. hopefully before you know it i will ..
i think he is just blocking your code out in such a matter it can be clearly debugged.. so you can debug blocks specifically without having to worry about dependencys undermining your assumptions..
I for one appreciate the effort hft_boy put in, I find it ridiculous to ask for code or to discount his efforts in any way. Can we all stay real? This is about how to build an automated system not a working strategy. The problem with this website is that it does not only attract those of lower intellect and little to no education like flies are attracted to sh...., but that it draws the lazy to it like a magnet. The few gems far in between are then even ripped off their arms and legs in exchange for reaching out a helping hand.
I've taken a lot from et but I try to contribute as much as I can... there is always someone that knows less..... the point is you think people that are idiots get more then what they deserve on et...... well at least this idiot appreciates it.. you have lost your ground in life if you become unwilling to help ... but respectively there is a big difference between helping giving your edge away...
Jebus I didn't actually expect so many responses. @clearinghouse: Provider. And don't have access to serious speed although I wish I did . @kut2k2: Focus is on fast stuff. But principles apply to lower frequency trading as well. @hftvol: I stand corrected . I guess on *my machine* that I currently use there is no difference. Also my preferred way is to read single files, with all the data, sequentially. Having one symbol per file also strikes me as complicated but hey whatever works! @abattia: Don't know about a rule of thumb. Empirically my class file sizes max out around 500-700 lines of code. Here's an example: http://bit.ly/cBkcPE. It's about binary search, which is conceptually simple but ****ing impossible to get right the first time around. As another example which pertains to trading, consider the queue of orders at a certain price point (I use a doubly linked list). One really powerful test is to assert that if tail==head (i.e. there is only one order left) then assert(to_be_deleted==head). It sounds totally stupid, like duh -- but it's basically the one thing that has to be true about the list at that point. And it's saved my implementation multiple times . @SeventhCereal: Glad you enjoyed it! @2rosy: Will do. I think this weekend I'll post something about lock free multiprocessing.
Oh, I forgot to answer this. Nothing is *wrong* with C++ per se. It is just hard to write, hard to read, hard to maintain, and generally messy/ugly. Especially -- who the f*** came up with templated code? It kind of makes sense, but is impossible to work with. FWIW my C++ is basically C with some classes for reusable code and the occasional std::vector. Even std::string makes me shudder . I think it is just std::vector<char>. Like, seriously? Is that really necessary?
your speakings are out of my realm.. my dome piece does not compute.. no processing capacity existent there yet.. i'm sure alot of code was developed to the ideology of the creater.. and for there particular uses.. you theoretically could write a desktop app with php.. would you..