Search found 4 matches

by chrisuu
Sat Nov 20, 2004 11:22 am
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 16511

value of a database

Until very recently, I was thinking in terms of a mechanical trading platform written primarily for long-term operation and maintenence, and back-testing speed was a relatively low priority. I've since decided that continuous back-testing may be necessary in a system for trading stock, so speed actu...
by chrisuu
Sat Nov 13, 2004 5:37 pm
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 16511

Regarding the use of a SQL database over ASCII data files: I view the use of an SQL database as a pre-optimization decision. So far, database transactions haven't been a time problem. The biggest advantage in a database so far has been that I don't have to deal with code to manage and manipulate dat...
by chrisuu
Thu Nov 11, 2004 11:35 am
Forum: Custom C++ or Java Platforms
Topic: Starting Point for C++ Program
Replies: 22
Views: 21451

C or C++

It looks like the C++ you're posting isn't "really" C++, but rather a hybrid of C++ and C. (The tip-off includes header files with the .h suffix and use of a character array rather than an STL construct.) I suggest picking up a good C++ book that's NOT a C book and doesn't waste your time with C whe...
by chrisuu
Thu Nov 11, 2004 11:30 am
Forum: Custom C++ or Java Platforms
Topic: C++ Platform Design - Speed vs. Complexity
Replies: 16
Views: 16511

Other approaches to custom platforms

I'm in the early stages of developing a platform suitable for application of the turtle rules (both a dry-run for rules testing and eventual real use.) I'm using a SQL (MySQL) database to retain inventory, instrument details, market data (OHLC and derived values as a time series), and currency conve...