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maxima

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Posts posted by maxima


  1. OK. I spend some time looking into the subject and now can say the following.

     

    a. Sierra sucks less than I though but it sill is not suitable for proper backtesting. Considering limited architecture and lack of experience in this area I think they need couple of years to get into proper level (once they introduce backtesing/optimiser [not replay]).

     

    b. Ninja 7 sucks more than I thought. Still can be considered as it is free for backtesting. But I just figured out that NT7 will not have tick-to-tick simulation. NT7 largely is NT6 but how it should be done in first place. Hence it is 2 years old in features.

     

    c. Neoticker seems the best option ever. Supports C# and has tick-by-tick simulation. What else you need! :)

     

    d. MultiCharts - thanks for Tams pointed me there. Seems very decent option however price is not inspiring. I personally would rather pay one off to Neoticker. TradeStation is another option but I count them the same as both have similar architecture, features and price.

     

    e. Everything else is waste of time (like OpenQuant - could be great but never made to a proper production level - one-man-band really, should be called "Mr Fokin Ambitious Project Which Never Worked", hope someone will buy it out and make a commercial product of it)

     

    Everything you just read is my personal opinion.


  2. general reading material
    800Mb memory perhaps is not enough for NT. you measured computation speed of MC to the windows scratch disk speed really..

     

    Tams, could you please tell - you mentioned TT is now supported - can I connect MC to the Guardian (I have XTrader) or do I need connection to FIX server (my broker has no FIX)?


  3. Hey tams. C is also similar to pascal (and don't forget modula).

    .

    C and Pascal are two opposite to each other. Pascal was made for learning and become basis of structural programming (tidy / conscious).

     

    C was made in contrast to be a) effective to beat assemblers but high level language b) portable between different computers architecture.

     

    its basis is untidy mess of shortcuts and low-level hacks.

     

    they similar in a sense - like upper british university professor and experienced plumber - they have arms and legs and one head each.


  4. Windows7 is not a Vista upgrade. Win7 fast as XP and way faster than Vista.

     

    I used Vista for couple of years since it was in Beta... until Win7 RC1 half a year ago and release a month ago.

     

    And I can tell from my personal experience. Win7 is lot faster than Vista. Only stubborn and stupid may want to keep his trading machine (and generally speaking any machine - as Win7 same good looking as Vista but faster) under Vista...

     

    Not meant to be rude. Just operating logical facts...


  5. I am in process of moving to X Trader. I opened an account with Global Futures / RCG clearing. They have smallest commissions but now I am having second thoughts...

     

    I just read on Ninja forum that TT brokers advised to set coalescing of datafeed to 100 ms by default

     

    Is there any information available on what coalescing used by what broker?

     

    Also - do CQG servers have coalescing and if yes then how big is it?


  6. So I stick with the one I know really well --- better the devil etc.
    Totally understand...

     

    I didnt mean to start the-best-programming-language ideological war in this thread sorry! :)

     

    Multiframe is a good argument. You can have MF in Ninja - you cant chart it though but automatic system can have. NT promised MF a year ago. Last news they said - totally new version including MF is coming this month.


  7. well, I tried :)

     

    anyway I was curious last night (I dropped an automated system idea a year ago so I didnt do much of programming lately) and did simple trading system using your special MAs you published on Sc recently... I spent 30 min to programm it using Sc website and then an hour trying to backtest with the replay feature...

     

    Single threaded aplication in 21st century! gve me a break!I couldnt get even one single result I accept as reliable..

     

    I have no idea what patience you have to test a real money system.. Anyway. I havent seen much of platforms (Xtrader and CQG (excellent platforms but dont know the programming capabilities - APIs are too expensive - never tried), TWS - not sure they have).

     

    However I used Ninja. their analyzer could have produced few hundreds of reliable result sets, but I am biased here as C # is my field of expertise. Unfortunately Nt doesnt have static DOM so I stuck with Transact and Sc for now...

     

    The comment above that Nt being for novice is BS because you can connect your own .Net (or even C++ app) to the NT and use whole power of .net or whatever. I know cos i did it year ago. But for manual trading it is an average system, perhaps new version will be better. Xtrader is the very best one. Way better than self made systems in the UK banks.


  8. -- but the underlying principles are those I've used for discretionary trading for years and the principles are simple ... just complex to program
    Finally we can talk not having angry Russians on the back :)

     

    Kiwi your underlying principles are simple - for you - because you've been polishing them for 10 yrs. On other side - I guarantee (I am expert software developer with 20+ yrs of experience including City) - that 'complex to program' is because you stuck with Sierra. Programming Sierra is same as running 40 km maraphon in Dr Marten boots and prickly Jesus hat with sandpaper tightly bound to your crotch.

     

    My point is - if you tried other platforms - you might find your programming experience crucially changed, bringing you much easier, controllable, faster and reliable result.

     

    I understand you bored with your success. Lets pepper it a bit :) but if you'd like the best program you can - consider other posibilities.

     

    Hope you understand I tried to help and not having a rant on SC. they are dead anyway. Beware complacency! :)

     

    :missy:


  9. it seems you've got full load of advice... however it is obvious you are going to trade in despite...

     

    before you blow yourself to pieces.. I have a question for you.. being rational, if anyone would offer you to bet on "the cowmoo or whatever his name is, is going to lose his last money in a few months trading", would you bet?

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