Traders' Roundtable

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 ...

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 ...

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 ...

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 ...