NexusFi: Find Your Edge


Home Menu

 



Showing results 1 to 16 of 16
Search: Posts Made By: ScoobyStoo
Forum: Brokers September 23rd, 2010, 10:57 AM
Replies: 14
Views: 11,742
Posted By ScoobyStoo
These guys are unbeatable. Vision Financial...

These guys are unbeatable.

Vision Financial Markets - Futures, Securities & Options | Brokerage, Clearing & Technology (http://www.visionfinancialmarkets.com/)

No need for an introducing broker...
Forum: NinjaTrader May 27th, 2010, 05:09 AM
Replies: 111
Views: 48,687
Posted By ScoobyStoo
Try these puppies... CPU profiling: EQATEC...

Try these puppies...

CPU profiling: EQATEC Profiler — EQATEC (http://www.eqatec.com/tools/profiler)

Memory profiling: Download details: CLR Profiler for the .NET Framework 2.0...
Forum: NinjaTrader May 21st, 2010, 05:58 AM
Replies: 111
Views: 48,687
Posted By ScoobyStoo
This is called thread starvation. The .NET...

This is called thread starvation. The .NET runtime allocates one thread pool per process (i.e. NT). In .NET2.0 the thread pool has a default size of 25 worker threads per available processor. In...
Forum: NinjaTrader April 28th, 2010, 09:28 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
There are a million and one timeseries database...

There are a million and one timeseries database solutions out there like KDB. Storing and replaying the data once you get hold of it is easy. It's getting hold of decent quality tick data that is...
Forum: NinjaTrader April 28th, 2010, 06:04 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
I don't think there's any need to start appending...

I don't think there's any need to start appending order book data to transaction data. The data should be kept clean and simple, just as it is pumped out from the exchange. All NT needs is a method...
Forum: NinjaTrader April 27th, 2010, 09:03 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
Rithmic. Much faster than QuickFIX.

Rithmic. Much faster than QuickFIX.
Forum: NinjaTrader April 27th, 2010, 07:37 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
No problem. NetTecture: Throw over a copy of...

No problem.

NetTecture: Throw over a copy of your app if you want some constructive feedback. I've been following your exploits over on ET for a while. What's your blog?
Forum: NinjaTrader April 27th, 2010, 06:21 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
I have never used any of NT's visual toolset so...

I have never used any of NT's visual toolset so can't comment on output via the DOM or T&S windows. I use NT purely as a data replay engine, pumping data to my algos via their API. To be fair to NT I...
Forum: NinjaTrader April 27th, 2010, 05:56 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
See my previous post...

See my previous post (https://nexusfi.com/platforms-indicators/980-truth-ninjatrader-22.html#post31804) with regards to NT timestamp resolution.

I don't use the historical data so can't comment on...
Forum: NinjaTrader April 20th, 2010, 09:59 AM
Replies: 111
Views: 48,687
Posted By ScoobyStoo
NetTecture knows what he is talking about. Wise...

NetTecture knows what he is talking about. Wise words there.

Premature optimisation is the root of all evil. Having said that, coding with performance in mind saves a lot of optimisation in the...
Forum: Brokers March 26th, 2010, 09:19 AM
Replies: 8
Views: 4,957
Posted By ScoobyStoo
One option is to cut out the middle man...

One option is to cut out the middle man (introducing broker) completely and get an account with an FCM. I persoanlly use Vision Financial. That way there's less admin to worry about and you can...
Forum: Brokers March 26th, 2010, 09:16 AM
Replies: 2
Views: 2,949
Posted By ScoobyStoo
I've never come across a composite feed when...

I've never come across a composite feed when dealing with futures because the market is centralised (i.e. single execution venue). But in the stock/FX world where there are multiple execution venues...
Forum: NinjaTrader March 25th, 2010, 11:27 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
Yeah, well, I am currently wrestling with NT...

Yeah, well, I am currently wrestling with NT v7.0.0.11 trying to get the market replay functionality working so I can run a backtest using full transaction and order book data. I needed somewhere to...
Forum: NinjaTrader March 25th, 2010, 10:41 AM
Replies: 1,059
Views: 362,475
Posted By ScoobyStoo
Like the other professional software developers...

Like the other professional software developers on this forum I too can smell the amateurish architecture oozing out of NT. From the UI through to the API it just whiffs of a back bedroom project...
Forum: NinjaTrader March 16th, 2010, 07:39 AM
Replies: 128
Views: 75,403
Posted By ScoobyStoo
Thanks Mike. Just been having a look at NT...

Thanks Mike.

Just been having a look at NT 7's downloadable data and they don't offer L2. Best you can get through NT7 is L1 data with tick granularity. This isn't surprising as L2 data can be...
Forum: NinjaTrader March 15th, 2010, 10:31 AM
Replies: 128
Views: 75,403
Posted By ScoobyStoo
Hi All, Just stumbled across this thread. Do...

Hi All,

Just stumbled across this thread. Do these replay files contain L2 data or just L1 data?

Thanks
Showing results 1 to 16 of 16

What unexpected challenges have you encountered while trading on a "Funded Trader" platform?

 


 
 


© 2024 NexusFi™, s.a., All Rights Reserved.
Av Ricardo J. Alfaro, Century Tower, Panama City, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada)
All information is for educational use only and is not investment advice. There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
About Us - Contact Us - Site Rules, Acceptable Use, and Terms and Conditions - Privacy Policy - Downloads - Top