Selfprogrammed account statement... ideas needed

Discussion in 'Trading Software' started by Tom Frey, Aug 31, 2002.

  1. Tom Frey

    Tom Frey

    i started programming it today.. so i'll keep you posted how it's going.
    Ideas are still veeery appreciated ;)


    #11     Sep 2, 2002
  2. CalTrader

    CalTrader Guest

    The points made by nitro are useful:

    I have designed and written a system which identifies and stores the data noted by nitro as well as other data. Ours is written in VB, C++, and resides in Access and MS SQl Server 2000 databases: We also use the Micrsoft OLAP solution - SQL server analysis services. This was recently ported to the .Net environment - quite easily I might add. All of our new development has switched to .NET although we are still considering a switch to MySQL and Linux systems: thus far we have ruled it out unless MS get more onerous on their licensing fees.

    Generally the most important information we want to gather on each trade - beyond the basic numbers associated with the position - is related to the data that indicated an entry point for the position. We do gather related information: as Niro said, ""TICK, TRIN, TIKI and spoos/PREM at time of trade, perhaps an Index."". We also compare our model signals at the time of the entry and exit.

    PHP and MySQl works very well. Considering the licensing costs these are very attractive relative to Microsoft. The tradeoff is the development time and integration costs which dont always weight in Microsofts favor ......
    #12     Sep 2, 2002
  3. Tom Frey

    Tom Frey


    thx for your interesting post.
    As my project is basically only intended for private use i don't care about any licensing issues. But you brought me onto some good ideas.
    I could additionally write a client tool which retrieves the position statements over dde from my trading software and passes them together with data like tick, prem, etc. to the php interface.

    But now i have to set up the basic database and program the php interface and as well look how to produce diagrams with php .. didn't do this before ;)


    #13     Sep 2, 2002
  4. nitro



    When is it available for widespread use?

    #14     Sep 2, 2002
  5. CalTrader

    CalTrader Guest

    We are not currently selling our trading analysis system: it is an internal system used within our company.
    We have floated the idea of licensing portions of our system. If we thought there was enough interest we might proceed. Bringing this to market would require substantial resource allocation and so this project is on the back burner for now ....
    #15     Sep 6, 2002