Traders' Roundtable

since I posted this:

In real life, with a smaller account . My real result are as last week: CAGR: +8.12% Drawdown: 29%


I ran the test, starting with 30,728,588 $


End balance: 37,117,344.17,
CAGR: 4.5
Largest DD: 12.8%

Here is the Chart

Lots of historical intraday data for a cheap price

http://disktrading.is99.com/disktrading/

Lots of papers.


http://QUANTPEDIA.com

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 ...

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 ...

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 ...

This could help if you want to collect with IB

http://cotcollector.com/Default.aspx

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 ...

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 ...

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 ...

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 ...

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 ...

Drm,

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.

Installing Hyper V is as sample as adding a Server Roles in Windows 2008.

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 ...

http://www.finviz.com


Found that recently, very good web site for US Stock info.


and it's free. I did subscribe to the paying version, but you dont get much more.

I believe it depend at what time you download.

We wait for the 8pm release before downloading exactly because we had that problem, at the 8pm it seem that everything is ready.

Denis

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 ...

Yes, but how are we suppose to manage that?

The change that they do 5 year back in time, may completely change the actual position in my portfolio.

Maybe we will need to start maintaining our own set of files, and add just the last day addition...

How do you do it?