C(++) is pretty damn fast compared to java with simple low level disk operations this is with 3,5 mil struct candle { int open; int high; int low; int close; }; g++ -c -o test.o test.cpp g++ test.o -o test Initialized 3500000 random candles Write ...

Systematic trading

I have been off the c for a long time and as I said, I want to try some low level tricks.. What is the current "standard" c? In the past I have used ansi c as my tool (some 10 years ago), is there some new standard c (I found iso c somewhere)? Or is ...

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That is really fast, I'm kind of jealous . In fact I have been thinking of moving back into c myself too, java is nice but at some points I just want to get to the low level stuff and java is not really good in that area. Something totally ...

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I know I shouldn't answer to this post but how was I "sensitive"? I really don't understand what you are talking about.

There are no secret patterns and there will never be one

If you are talking about pure randomness then no, it can't be traded succesfully. Especially with spread. It's the same as you would say that you could play heads and tails succesfully, even if every tenth flip would always be a loss. There are no ...

There are no secret patterns and there will never be one

Almost all markets correlate on volatility. It's crazy. Not just fx but fx-stocks too. You could try some totally unrelated market like pork bellies or weather derivatives or something though..

Is there a pair that often trends when Eur/Usd ranges and vice versa?

I use laptop too [and one other server], I have no idea why it's so slow, I use javas internal libraries so that might be the problem compared to total raw io. I think I'll have to do some more testing to see where all the time goes.. java char is ...

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Okay.. I didn't get your point there sorry. The point being is that I want to have full iteration in very short timeframe and I just don't think hdf5 is the tool for me if that's the magnitude of speed. I think I'll just have to stick with raw ...

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I know that quite well (mem vs io performance). In fact I have optimized some quite large systems in the past Anyway, I'm probably going to take a little bit of shortcut to get rid of these kind of silly performance issues.

Systematic trading

I read it directly from disk to memory before iteration. What I'm looking with hdf5 is a scheme where I wouldn't need to do that, instead I could iterate records directly via hd5. But 1.5 mil records per second is far, far too slow for me.. As silly ...

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I'm thinking of testing hdf5 on my framework (basically because I want to use a larger array of instruments to test). What kind of speed do you get if you want to iterate a moderate size array of price data? For some reference, I have OHLC data for ...

Systematic trading

Also, did you guys see this - some norwegian traders found a flaw in IB marketmaking algo and took advantage. Now they are sued. I personally don't understand what they actually did wrong here, it's interesting to see how this ends. url There was ...

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Looks like SEC investigation about the flash crash has been published, quite interesting if true url Some press url url url

Systematic trading

That depends entirely on your own sophistication. Heads and shoulders only tells that market has exhausted and not reached the last peak. It's not a pattern that predicts, it's a pattern that tells you about the overall market conditions.

There are no secret patterns and there will never be one

It's even easier than that, just open EURGBP - that eliminates the unnecessary USD from the triangle. (or go here) url

There are no secret patterns and there will never be one

Whoops.. Looks like I missed it then.. Excellent reading anyway. I'm a bit curious - Why did you decide to choose hdf5 over more conventional storage methods like sql or berkeley db [etc.. lots of alternatives]? edit: I have to say that the user ...

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Excellent post that many people will never understand completely Anyway, about the last point quoted above. This depends. I would even claim that in many cases it's the vice versa - the more visible the point the easier it's to know the ...

There are no secret patterns and there will never be one

Would it be a good idea to open a new thread regarding the zero/non-zero discussion because this thread was supposed to have "no more BS".

No more BS - What have you learned?

Just for fun, here are my last 30 days. 4 pairs, 20 genetic algo trading methods.

Systematic trading

Found an interesting blog, here is a link if anyone else is interested url

Systematic trading