Where do you think a DB stores its data, all in RAM? No, it's on disk like a csv. A simple file and directory naming scheme will go a long way. Let me remind you that tick data is generally strictly sequential and immutable -- it's not like you need ...

best SQL schema for tick data

by the way, if you ever want to do a version that uses R.dll directly (and thus passes arrays natively), I'd be happy to help in any way i can, vc++ or lazarus. it would be pretty awesome imho.

MQL4 -> R-Project - Interface Library

Oh well, i guess i could always try using the writetobinary/readBin mechanism for passing vectors too, but it seems like we all have more cpus than we need these days. you should look into the tcltk / tcltk2 packages for R ; they have some sort of ...

MQL4 -> R-Project - Interface Library

you are the usual genius... i was doing this with sockets so far, and i am sorry for all the double to char array conversions i forced my cpu to perform. Cant wait to test this, thanks.

MQL4 -> R-Project - Interface Library

Sure, as long as you dont plan on logging more than a few instruments for a few months.

best SQL schema for tick data

relational databases are a poor choice for timeseries data, and doubly so for high frequency tick data. I am logging 100000+ ticks on EURUSD _alone_ _per_ _day_. If you're tracking 10 pairs you're looking at a million rows per day. I doubt you can ...

best SQL schema for tick data

great thread.. i too have gotten client requests for dll's because "they can't be decompiled and stolen", and even if it went against my interests i had to tell clients they were wrong (obviously the wrong thing to do =) The fact is that with DLLs, ...

Can you decompile my EA?

depends what htc you're talking about -- i used to run mobile MT on my HTC HD, which is a winmobile thing. oanda offers mobile access too, though its a clunky web interface

trading via HTC model phones

crowdsourcing would be a mess -- youd have to make sure everybody has the same data and gmt offset- It could be done, yes, but not easily. you could look at a combination of batch files and amazon EC2 cloud instances -- if you look at the startup ...

Metatrader 5's distributed optimization

you are opening the same file twice -- get rid of the fileopen and fileclose in the init ad deinit funcs, and it should work. Or, even better, leave them there and delete the fileopen and fileclose from the start() func..

Simple Expert Adviser with filewrite operation

Hey man, you just saved me a lot of headaches -- im building a dll with a gui and it kept closing automatically when used as an expert -- didnt realize the solution was running as an indi. thanks!

Creating Metatrader DLLs with Lazarus / Free Pascal

I've done this, you dont even need to use python or anything to connet to IRC and save the signals -- just call recv() and select() from ws2_32.dll when looking for input. The signal processing and executing logic is going to be an additional 100 - ...

Oanda automation scripts

interesting, got a link to a press release?

NFA: No more manipulation

well, i bet its one of the most volatile times -- i believe it is also the opening time for equities in some weeks of the year due to the recent daylight savings implementation changes. What sort of analysis did you do, did you use R by any chance?

What happens between 16:25 and 16:35 CET?

going long the dow using options would be silly, raygun, because uness you buy stuff that expires in a few years they will most likely expire worthless. if you were to go long equities now i'd do it with a small non leveraged position that i am ...

what do you think of putting some money into dow

sockets — i too have the same problem -- first i tried named pipes but couldnt get them to work easily; for now I am using a ramdisk and just sharing text files. However I'd like to start using sockets -- does anyone have the skeleton code for ...

Passing data from one MT4 client to another

This indicator will overlay one chart on another. However if you're overylayininstruments that have different trading hours you might get slightly wrong results .. I notice this on M1 charts when futures close for 15 minutes.. So if you can put the ...

Overlapping Charts MT4

The only I was able to do this (create a DDE link where part of the link comes from a variable/cell) only using VBA -- is there another way?

Excel and MT4