We do not use stop order either, exactly for the reason that Chris Mention. Most of the day you worksheet is blank, no work to do. Plus in our historical testing, it was demonstrated that in average we had no real advantage in using it. This is true as long as you use proper money and risk managemen...
In programming language like C++ double == sign mean a comparaison not an assignment This is why Quantity == 0 return false Quantity = 0 is an assignment, ie I want Quantity to = to 0 This is something that The VB version in TB handle differently, in both case in TB it mean assignment. I had ask tha...
For those of you that trade with Interactive Brokers, there is the really good C# wrapper for IB API at http://www.dinosaurtech.com/utilities/ It can help you make an automated trade entry program Also, for some system you can also look at Tradebullet http://www.tradebullet.com/ This one can work wi...
7000 Stock will not need more than 8 GIG, wich is pretty standard these day So Go for the maximum CPU Speed, Intel Core-I7-965 to 990 are probably still in the top these day I use a Core-I7 975 on my desktop I would also suggest to get a good SSD Drive to store your data. This will speed up a lot th...
The Directory Structure required Now each virtual machine does need to have it's own installation of TB. Rather than doing that I do one install of TB on the Host server. I then replicate the directory 30 times (one for each VM) Each VM will then update the specifics Directory as required. This is d...
The RatioRunTBQueue.vbs file is actually executed upon the virtual machine lauch and is connecting to the Microsoft Message Queue. It read the next entry, wich is the name of a subset VTS file. It then lauch a batch file that run TB from the command line with the VTS file as a parameters Option Expl...
Creating the Virtual Machine Template is an easy step, what you need is an iso file of windows 2008 or the CD in your server. You simply use Hyper-V manager, Select New Virtual Machine, give it a Name, here we call it TBMASTER. Assign the RAM 8 GIG, and the Virtual Network. Once this is done the VM ...
In order to submit the processing jobs to our multiple virtual machine, we had to design a way to split the Simulation Suite into a number of subset files. If we have 30 virtual machine, and we have 6000 test to do, we want to create 30 VTS files each one with a subset of the test to do. In order to...
well we already do them on the NASDAQ, 20,000+ listed and delisted stocks. We just want to speed up things. And I think that sharing the experience can give some helpfull information.
The machine came in a couple of days ago. I had to decide how to partition the Disk. The machine have 6 - 600 Gig disk. I read a bit on disk configuration and decided to go with a RAID 10 Configuration. This configuration according to documentation should give us the fastest disk read speed. I would...
I have decide to build a platform that could run a very large number of test in the minimum length of time. As most of our development is on the Stock Market, every time we want to design a new system we have to load thousands of instruments: 3952 for the TSX Market, 8433 on the NYSE. We usually tes...
Markets Flashing WARNING SIGNS! Be Careful! LinkedIn Date: 11/11/2010 Subject: Markets Flashing WARNING SIGNS! Be Careful! Hello everyone, I've never done this before with LinkedIn but I wanted to let my friends know. I haven't kept touch with many of you but that's because I've been working on some...