One additional thought about that strategy/indicator discussion... It will be a good habit to break up different indicators and strategies into separate parts. Want to know why? Part of my plan to make TickZOOM faster will be to make more of your logic run in "parallel". Let's say you have strategy A which includes indicators B, C, and D. Well TickZOOM will automatically work out those dependencies and it can calculate the B, C, and D formulas at the same time on different CPUs. Once those results are done, then it can calculate your strategy A. If you, instead, glum all that code into strategy A without B,C,andD. you lose out on that performance gain. Now that is future. But won't that be cool? Just to separate out the code and WHAM it runs much faster? Wayne
Maxpi, just want to also thank you for these comments. It is nice to know someone else besides me has been around the block a few times and understands all this stuff. I'm really hoping people like you will see the value in TickZOOM so that we can band together and make a powerful system. I only humbly ask, if you and others feel I'm qualified to act as the steward to make sure everything everyone contributes gets integrated properly and thoroughly tested. (Since we have money riding on this thing.) But if that happens, and we're all pooling our efforts we can have a really powerful automated platform. By the way, maxpi? Is TickZOOM missing anything major that you need? Like what broker do you use? etc. Sincerely, Wayne
That all sounds good to me Wayne. You are focusing on the design, it's the only way to get good software, lots of effort up front in the design phase and the rest will fall into place nicely. I'm with IB currently. I'll provide beta tester feedback.
Yes, excellent and simple. I agree, it would be bars/ indicator values that would carry the interesting information. This could be nice when a strategy needs decision making by datamining, but I guess one could develop a higher database integration in the future and if needed. Users can allways find 1000 things the system can't, instead of looking what's built for Why on earth would anybody clean the data before storing it? In my world it would be the most stupid thing to do, as TICKZOOM handles and cleans data on-the-fly is completely perfect. Strange discussion, but apparantly few people knows how robust data cleansing/ conforming should be done the most effective and flexible way. Of cause 100.000 is a stupid high number which did blow my mind
Someone just mentioned in a P.M. that one of the problems with AmiBroker is that it has only one developer and the list of requested enhancements is a mile long. Does anyone want that to happen to TickZOOM? Making it open source will help some. But we must look to other solutions also. Open source developers work at their own pace and only on what they want to work on. Not necessarily what users in general want. Sincerely, Wayne
Uhh... have you written to Santa? jk Open source projects are sort of known for lists of unattended to issues. You have to go commercial. Accept donations, charge, maybe not for the core but for add-ons, strategies, etc... or get some grant money. I think this was mentioned before... offer a core version that has some functionality and demonstrates the speed and if people like it they will pay [a good bit probably] for charting add-ons, indicators, strategies, etc... or allow free use of everything but charge to allow connection to a brokerage as does Ninjatrader. One thing that I don't like about Ninja is that it has to check it's license server before I can trade with it... that runs counter to my security measures, I have a whitelisting firewall, the less url's I allow the more secure I am. I don't want my intellectual property stolen.
I have studied and tried EL, OQ and now actually using NT. Your Open Source IS what has been missing with all of them! I wish you all the luck in the world your undertaking is humongous and hope others would step in to help too. Maybe eventually add taking on your site might generate some income too. As for the size of data bases, I am presently writing live tick data to txt files, one for each day/symbol and then using low level functions to read just the freshly added data using a timer! Not the fastest in the world but saves a ton of memory and can record files as large as the HDD available! Your Vid. is very nicely done and WMP didn't open it then I used VLC, which is free and it was just fine no glitches. Looking forward to your source and future Vid. clips.
The Zenfire feed is very quickly becoming the feed of choice for the serious advanced traders due fast and unfiltered data. I also use IB which is fine as a secondary source but definitely not a Primary.