Recent content by rnicoll

Holy thread necromancy, Batman! I just wanted to wrap this thread up; I have eventually given up. While my attempts at automated trading are seemingly improving, this mostly means I'm losing money less quickly. However, given that I have no invested nearly 3 years work into this, with no sign...

Sorry, the day job had me tied up for a while, and I didn't run the trader for a while. My initial profits ended up at £50 up after everything, then I took a break until end-Feb. I'm now £220 up, down from a peak of £370 up (this morning). Hammered a bucket load of bugs out today, which is...

Not dead, just didn't want to post every "Today, I made a small tweak. It did nothing" update... Today was the third live test of this version. First test made about 30 GBP, second lost about 80 USD, but they were both small-scale proof of concept tests... 7 roundturns, 6 profitable, trading...

60-90 minutes typically, although there's exit-fast code if it's makng a lot of profit (twice expected). Lookback period is 120 minutes. It puts a 15 minute break between trades so it won't re-enter immediately, gives the whole thing time to cool off. Going to fix today's bug findings then...

I swear I have the worst timing for my tests. Started it up just in time for the GBP/USD to spike upwards and lose another $115 (fortunately just virtual). Some UI errors (the cancel, order placement and transmit distance displays all assume a valid bid/ask is in the system), and it doesn't...

The code is fairly much feature complete in the trading strategy, now. It's also now bug-complete, from the looks of things! Too much development work over weekends (when it's hard to test stuff). A few more UI controls to go in still, but it's nice to have the bulk of the work out of the way...

Spent most of today hammering out bugs in the threading system. There's a lot (a LOT) of black magic going on in the code, to keep performance real time. All sorts of stuff with buffers and dropping data if it can't handle it fast enough, etc. Turns out, IQFeed can feed data FAR too fast into...

I am now the proud owner of a netbook (Samsung n510) which I'll be using as my trading platform for now. That way it can stay with me and I can check on it during the day while it trades. Need to get some fairly critical bits of code done, though (such as ensuring it won't re-enter the market...

Got it running. Yeah, moving to Netbeans is the next step, just slowly learning the tool chain (and going from command-line development to an IDE is a bit of a shock). The pre-start data import now runs from IQFeed, and is SO much faster it's wonderful. Interactive Brokers provide a historical...

Slowly converting it over to Windows. Got the build environment working, got the basic version to run, but it seems to be hanging! *sigh* Next I need to sort a good development environment under Windows and see if I can figure out what's going on..

I'm only using fixed point for prices,not numbers derived from them. So the values come in, are converted to a number of ticks, passed to the strategy, which then passes them along to the indicator. For something like SMA it sums the prices while keeping them as fixed point, but converts across...

Last changes for this week have involved re-writing the pricing code to use fixed precision numbers instead of floating point. The idea is that as the precision on prices doesn't change, representing prices with numerical values that can change precision doesn't make a lot of sense. This...

The rest of Monday's tests did not go so well, alas. Anyway, moving on from getting tangled into whether tests of a half-complete system work... The trading engine now double checks orders have successfully canceled before it re-enters the market, when changing direction. This means it's at...

This morning's test trades attached. As always, these are done on Interactive Broker's paper trading platform. In short... 25.5 pips up, 3/3 trades profitable. I'm amazed, frankly. The execution code is showing some serious stability issues, though. Mostly it needs a whole bunch of code to...

NetTecture, you're beginning to scare me... Gave in to the need for a usable UI, so here's the before and after images. Before: After: Error messages are because it's the weekend, so I can only test with the demo version o my broker's software (not the live version) :(