I will purchase C-Trader Pro if it significantly outperforms TradeStation in speed(5-10x increase) for fairly large datasets. I have asked questions before in...
Dave, I have been where you are some time ago - wondering if this is the right tool for my needs, but couldn't get enough info. So I will try to help you. ...
Yes, there is a possibility of sending commands to Metatrader by writing a DLL. Haven't tried it yet because of lack of time (and I don't like coding under...
Dave, I would be glad to do so but I don't have an account with them (so I don't have access to TradeStation) I am using MetaTrader 4 so if anyone's...
Hi, C-Trader does indeed appear to be far faster than TradeStation based on tests I conducted in the late 1990s. Much of this speed can be explained simply by...
Leon, Thanks for your rapid and extensive feedback. I did not know that you could run multiple instances, one for each processor - that can be worth quite a...
Barnabas, Thanks for your quick reply. I appreciate your explanation of the development sequence between C-Trader Pro and MT4, and this is what I would expect...
Jeff, Thanks for taking the time to reply quickly and thoroughly. My programming backgrounds helps me understand your points about the differences between...
Dave, The strategy that I tested was not out-of-the-box. And as to comparing apples to apples, I think that it might be that my test is the closest you can get...
It seems that in the function (libmisc.c) the smoothing length is taken 3 times longer. in the forth line ...i=...cb-3*n... effectively making the length x3. ...
Hi, The reason the length is 3*m is because we are dealing with an exponential moving average-- in reality, you would theoretically want to sum back to the...
Hi Jeff, I thought I read something about C-Trader being able to work with IB to get real time data and execute trades. Is this still in the works? thanks,...
Hi, We are planning to get C-Trader to work live with IB for completely automated trading. However, due to critical issues of fault tolerance, IB's frequent...
Hi Jeff, I messed with this a few years ago, both my own code and connector packages sold by others. The biggest problem is testing. You have to place real...
Hi, Have anybody come across the same problem? I am working with intraday stock data. Recently I have discovered a problem in the data that is converted into...
Hi Leon, First thought - is it something to do with the 'corrections' which Jeff has included for IB data in respect of time-zones and summer-time (American:...
I've noticed the same data shifting problem with 1 minute bars as well. However since all the data was shifted by the same amount, we ignored it. Another...
Does anyone have advice on getting historical intraday data at a reasonable price to use with C-trader? I'm looking for 2 to 4 years of S&P 500 data with 5 or...
Maybe this 2012 stuff is of some interest to members of our group. Mayans, Hopis, even Nostradamus have some sort of prophecy pertaining to 2012. Just...
Hi, The last valid bars are indeed used to fill missing bars. However, filled (as opposed to real) bars are marked by having volumes of exactly 0.0; valid...
Hi, The throttling is no problem, as one can collect the data in several passes with a few minutes between them. In fact, this method is implemented in...
Hi, It seems that during the optimization the trades simulation and calculations are performed both on in-sample and out-of-sample data. Since I use IS and OOS...
Hi, Replace the default fitness function in calc_stats() with one that only looks at the in-sample data. Then, use setdates command to set up a in-sample start...
Hi, You are absolutely correct: you need to test systems "live" in the market; simulations are not the same thing at all. I would add that this is especially...
Hi Jeff, Thank you for prompt answer, will try your solution with the calc_stats(). Regarding IS and OOS optimization etc. What I do - I do optimization IS,...
Having problems with message search?
Fill out this form to ensure your group is one of the first to be migrated to the new message search system.
