Search found 10 matches

by zeta
Wed Sep 20, 2006 2:04 am
Forum: Money Management
Topic: Managing Margin to Equity Issues
Replies: 2
Views: 4377

If such data is available, would it be possible to hook it up to Tradingblox, so that it dynamically updates margin information during simulation? The whole margining issue can get ridiculously complicated for backtesting purposes, so looking only for the statistical edge is very tempting....futures...
by zeta
Thu Dec 15, 2005 11:23 pm
Forum: Custom C++ or Java Platforms
Topic: Choice of Database
Replies: 5
Views: 6176

That is pretty much what my initial tests are revealing as well. Much faster to use text files (indexed so far by name) rather than MySQL. I haven't got around to testing SQL Server yet, but don't expect much better.

And I don't want to even imagine the speed what it'd be like on 7500 stocks ;-)
by zeta
Thu Dec 15, 2005 1:10 pm
Forum: Custom C++ or Java Platforms
Topic: Choice of Database
Replies: 5
Views: 6176

Choice of Database

Hey guys, Here's a question that I've been grappling with recently: What database to use for storing EOD data? I currently have over a couple of gigs of data, spread all around the place, and am thinking of integrating it all into one database. Am considering SQL Server or MySQL and the ever trusty ...
by zeta
Wed Dec 14, 2005 1:23 pm
Forum: Custom C++ or Java Platforms
Topic: charting component for your engine
Replies: 7
Views: 9178

Thank You! Some very useful links. Will check those out in detail and post my experiences on the board. I have also "isolated" my engine from the charting component. Even though it is not too complex to build something from ground up - I'm not looking towards replicating Excel here - I wouldn't mind...
by zeta
Sun Dec 11, 2005 1:39 am
Forum: Custom C++ or Java Platforms
Topic: charting component for your engine
Replies: 7
Views: 9178

Tobbe, Thanks for the input! You are right, I should have been more specific - my drug of choice is C#. I have already developed a charting component for myself, but considering that it doesn't form part of my core engine development, I am thinking about "outsourcing" it to a 3rd party package. My r...
by zeta
Fri Dec 09, 2005 5:46 am
Forum: Custom C++ or Java Platforms
Topic: charting component for your engine
Replies: 7
Views: 9178

charting component for your engine

Hi,

I'm thinking about buying charting component to use in my engine, but can't seem to find too many online. I've heard of TeeCharts by Steema Software - but they are quite expensive. Does anyone have any opinions or reviews to offer on their product (or any others)?
by zeta
Thu Mar 10, 2005 11:09 pm
Forum: Custom C++ or Java Platforms
Topic: Using functional languages such as Lisp in your engine?
Replies: 2
Views: 4978

Kevin,
There's P# - a .NET implementation of Prolog (someone's Ph.D thesis), that's out there on the internet. Supposed to translate Prolog into C#. Looks quite interesting, but haven't used it yet.
by zeta
Thu Mar 10, 2005 4:06 am
Forum: Custom C++ or Java Platforms
Topic: Using functional languages such as Lisp in your engine?
Replies: 2
Views: 4978

Using functional languages such as Lisp in your engine?

Anyone here used functional languages such as Lisp, ML, Prolog in their sim engine? These languages are quite fascinating - being bottom-up, extensible and so on. I would love to hear the opinions of people who have experience with functional languages in the trading arena.
by zeta
Sun Nov 21, 2004 1:58 pm
Forum: Custom C++ or Java Platforms
Topic: What language then...i am confused
Replies: 14
Views: 14420

Some very good points there Kevin - I used your list to do a quick run through against my program 8) Planning for evolution is probably an oxymoron... I guess at one point, we as programmers have to decide that one can't generalize any more without encountering significant costs (time or otherwise)....
by zeta
Fri Nov 19, 2004 11:52 pm
Forum: Custom C++ or Java Platforms
Topic: What language then...i am confused
Replies: 14
Views: 14420

Since I've just completed the first phase of my simulation engine in C# (using VS.NET 2003), thought I'd add my 2 cents - Frankly, the logic of most types of simulators can be expressed in most languages without much trouble - the question is to find a tool that doesn't get in your way and provides ...