You will have to keep grinding a little while longer, but don't worry, those things are only a few lines in R, almost everything in R is 'vectorized', meaning that most functions work on whole vectors. Quants usually work with time-series objects ...

Trading Prerequisites - Doing it Right

Do you mean like 'count the number of times high < low, given the prev. bar was up', or something like that?

Trading Prerequisites - Doing it Right

Same to you David

Name just ONE successful forex trader...

Sorry hanover, I agree, successful professionals don't have blogs covered with that type of low grade cliché.

Name just ONE successful forex trader...

You didn't look hard enough, look at the 'predicate' examples and header bool is_executable( string& filename ) { return iends_with(filename, ".exe") || iends_with(filename, ".com"); } In the end it's each to his own I guess in terms of tools, ...

Trading Prerequisites - Doing it Right

All that C++ string stuff is already here... url Not wanting to start some kind of shit-fight here as Python has its place, but I when I recommended C# I was trying to come at it from a rank beginner who wants to learn enough to automate POV, C# ...

Trading Prerequisites - Doing it Right

I pull data out of a db using the RODBC package. It does, but it's probably best to work though a tutorial on the basics of vectors and matrices. I know I tried to jump in and got all confused, it wasn't until I went back and wired the basics that ...

Trading Prerequisites - Doing it Right

Oh, that is a bummer, I didn't realize that. That was my next project, you might have saved me a lot of trouble.

Trading Prerequisites - Doing it Right

Adal: Are you using RCpp?

Trading Prerequisites - Doing it Right

Yeah yeah yeah, I should have been clearer, that note was meant for Scotty just in case he wasn't familiar with terminology. I'm aware of the distinction, believe it or not.

Trading Prerequisites - Doing it Right

On an side note: there is also a package for interfacing R to IB. url

Trading Prerequisites - Doing it Right

Note: SQL is slang for any relational db (SQL Server, MySQL, Postgres etc). This is a blanket comment and as such is not very helpful, what Scotty needs to do is explore the options, I don't just use SQL for bar data (duh), it also has my setups, ...

Trading Prerequisites - Doing it Right

This is a big question, with probably no one correct answer. I'll assume you're a windows guy. I would start by using this url and a good tutorial book to learn C#, once you have a medium grasp of C# you will be able to automate with Ninjatrader ...

Trading Prerequisites - Doing it Right

I would be wary, given the recent shenanigans with Oracle.

Trading Prerequisites - Doing it Right

The market may have some perception of fair price around a given value, however joining the dots as in trend lines is nothing more than drawing pretty pictures. To put it on a probabilistic basis, how many points could you have joined up on your ...

Why does trendline work?

No problems, with R, the syntax is a little hairy to begin but perseverance will pay. There are plenty of basic tutorials and references available on-line.

Trading Prerequisites - Doing it Right

Excellent post, the problem with programming and trading is that building ATS software is a giant leap from build little test and learning programs, ATS software has to be robust and scalable, I would recommend this book to any programmer. url As ...

Trading Prerequisites - Doing it Right

It's good to see people posting interesting stuff like this paper, proof that intelligent life does lurk on FF. I've also been looking at PCA approaches to stat arb.

Synthetic hedges, cointegration, mean reversion and similar stuff

Arbitrage.

the way the big players trade?

LOL.

Dukascopy or MBTrading - which one is better for professional scalping?