Throwing hardware at the problem

Well, with the results in for 16 out of 22 stocks, 3 metrics are standing out for both the last 2 years and the last 5 years worth of history for those stocks. It will be sometime tomorrow until the full results are in, as I promptly added more analysis after my optimization work.
As [...]

Faster seperation of the wheat from the chaff

Well I didn’t get any further on my plan from my last post then implementing the plug-in to PSS to dump daily stock data to CSV flat and a console application to crunch the data. Rather, then start analyzing intra-day data right away, I decided to see if I could find any metric that [...]

Cleanup code and then on to Sierra Charts

At this point what I’ve developed is a prototype for a strategy curve fitting detector and thus far the technical indicators I’ve tried all just fit the curve of the price history. Basically I’m finding that while a backtest for a strategy utilizing an indicator with a given set of parameters for the indicator [...]

255 times faster then NinjaTrader strategy optimization

After investigating a number of alternatives (one, two, three) to NinjaTrader, I ended up implementing my strategy as a COM plug-in to DTLink’s Personal Stock Screener, and found that I can run through the equivalent strategy optimization, as in NinjaTrader, 255 times faster.  A significant part of the speed improvement likely comes from three orders [...]

CoolTrade, QuoteTracker, Personal Stock Streamer, and Sierra Chart

Since opentick isn’t currently accepting new users I’ve been looking into other free and easy ways of getting historical and real-time data to feed a strategy written in C++ against TA-Lib.
CoolTrade

CoolTrade is another trading platform. This one carries a subscription fee, but it is free to TD Ameritrade client’s. It does allow strategy [...]

opentick not accpeting new members at present

I just tried to sign-up for opentick and was greeted with “opentick is upgrading its network infrastructure and temporarily cannot accept new users.” Checking their forum I found that they haven’t been accepting new users for 2 months now and their is no ETA for when they will be accepting new users. Before [...]

iTrade, XTrader, and TA-Lib

iTrade is an open source (GPL) trading platform written in Python. At present it provides a few indicators on the charts, but these are not configurable (i.e. you can’t specify the period). The only data feed provided (for US markets) is from Yahoo. It also does not presently support the development of [...]

NinjaTrader hangs and crashes

After installing NinjaTrader on my secondary machine, which isn’t as beefy as my primary machine, the first optimization run hung, and the second two attempts both silently crashed (i.e. NinjaTrader just disappeared). I had the task manager up for all three runs and it didn’t even break 300MB of memory usage, so excessive memory [...]

NinjaTrader excessive memory usage

Yesterday I started running into problems with NinjaTrader not completing optimization runs. After several tries, including after closing down re-opening the app, I started monitoring the app more closely and the first thing I noticed was that it was consuming large amount of memory and seemed to quit sometime after going over 1GB of [...]

NinjaTrader Strategy Backtesting and Optimization

NinjaTrader’s support for strategies is definitely superior to that of StrategyDesk. NinjaTrader allows strategies to control the number of shares bought and sold, so it can be setup to roll profits into the next trade for backtesting (you could do taxes as well, but I haven’t bothered with that yet). The optimizer is [...]