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Systematic trading

  • #1,121
  • Sep 21, 2010 2:31pm Sep 21, 2010 2:31pm
I've got my .exes linking now, but I have a couple of questions...

1. How does one determine where a 'session' is kept? (I want to add it to SVN).
2. How does one switch a session from debug to release in totality?
3. If a have b.exe which depends on static lib a, how do I make b relink when a has changed? (I have set the dependencies)

Cheers for your time.
The breaking of a wave cannot explain the whole sea.
  • #1,122
  • Sep 21, 2010 4:46pm Sep 21, 2010 4:46pm
Quoting Craig
I've got my .exes linking now, but I have a couple of questions...

1. How does one determine where a 'session' is kept? (I want to add it to SVN).
2. How does one switch a session from debug to release in totality?
3. If a have b.exe which depends on static lib a, how do I make b relink when a has changed? (I have set the dependencies)

Cheers for your time.
1. Mines are in /home/mark/.config/Nokia/qtcreator

2. I think sessions are for working with different projects, I only have a default one which I have added as an argument to my qtcreator icon, so its start off from where I left off. (As I only use one super project containing all my sub projects).

To switch to Release in a project I use the little icon on bottom left (see image)

3. Not sure about this, is the lib a project under the main project?
Attached Image (click to enlarge)
Click to Enlarge Name: qt.jpeg Size: 83 KB
Economists have forecast 9 out of the last 5 recessions
  • #1,123
  • Sep 21, 2010 5:38pm Sep 21, 2010 5:38pm
You really should work on those redacting skills. Unless this is intentional, of course
  • #1,124
  • Sep 21, 2010 5:41pm Sep 21, 2010 5:41pm
Quoting Adal
You really should work on those redacting skills. Unless this is intentional, of course
Where? How?

Not enough spray paint! I guess my crap name is in the public domain now!
Economists have forecast 9 out of the last 5 recessions
  • #1,125
  • Sep 21, 2010 5:44pm Sep 21, 2010 5:44pm
Quoting markmm
Where? How?
The name of your project in the screen-shot, it's readable
  • #1,126
  • Sep 22, 2010 12:29am Sep 22, 2010 12:29am
Quoting markmm
1. Mines are in /home/mark/.config/Nokia/qtcreator

2. I think sessions are for working with different projects, I only have a default one which I have added as an argument to my qtcreator icon, so its start off from where I left off. (As I only use one super project containing all my sub projects).

To switch to Release in a project I use the little icon on bottom left (see image)

3. Not sure about this, is the lib a project under the main project?

1. Hmmm...I wonder what happens when you move this file.
2. I guess the problem is that the icon only switches the current project not the session.
3. No, it's just another project (like how it would be done in vs).

I did some more reading on the QT forums and such, it seems that there are still some pretty large problems in terms of project management. Whist the GUI is solid (and pretty) it still has aways to go. I might have a look at Cmake...
The breaking of a wave cannot explain the whole sea.
  • #1,127
  • Sep 22, 2010 3:27am Sep 22, 2010 3:27am
Quoting Craig
1. Hmmm...I wonder what happens when you move this file.
2. I guess the problem is that the icon only switches the current project not the session.
3. No, it's just another project (like how it would be done in vs).

I did some more reading on the QT forums and such, it seems that there are still some pretty large problems in terms of project management. Whist the GUI is solid (and pretty) it still has aways to go. I might have a look at Cmake...
I agree it's not as configuable as it could be, one thing I would like to do is change how it generates header files when you first create them, but no go.

Regarding 2, if you have change it for the super project doesnt it change it for all your sub projects?, and the session should remember this, so next time you lauch it it should be in the last selected mode.

Im sure there are config files that can be tweaked to get things the way you want, but its not a drop in replacement for VS.
Economists have forecast 9 out of the last 5 recessions
  • #1,128
  • Sep 22, 2010 5:22am Sep 22, 2010 5:22am
Why not continue this not so interesting tutorial in a more appropriate thread.
  • #1,129
  • Sep 22, 2010 6:29am Sep 22, 2010 6:29am
Quoting foracy
Why not continue this not so interesting tutorial in a more appropriate thread.
This thread needs all the posts it can get, and implentation of a system and the tools to do that seem on topic to me.
Economists have forecast 9 out of the last 5 recessions
  • #1,130
  • Sep 22, 2010 9:50am Sep 22, 2010 9:50am
Quoting markmm
This thread needs all the posts it can get, and implentation of a system and the tools to do that seem on topic to me.

To discuss tools on high level fair enough. But to discuss basic setup of some specific tools seems out of scope to me. But I guess it is up to the thread owner.
  • #1,131
  • Sep 22, 2010 12:45pm Sep 22, 2010 12:45pm
Quoting foracy
To discuss tools on high level fair enough. But to discuss basic setup of some specific tools seems out of scope to me. But I guess it is up to the thread owner.
Ok I was just trying to help Craig out, one last point, I am looking at just using the GNU tool chain vim/gcc/make seems to be configurable as hell.
Economists have forecast 9 out of the last 5 recessions
  • #1,132
  • Sep 22, 2010 1:41pm Sep 22, 2010 1:41pm
Why not just use Fedora/Java/Eclipse. Standard developers install and you can focus on your trading ideas right away. A lot of brokers have JAVA api's so why make it more difficult. (IB,dukascopy,currenex etc)
  • #1,133
  • Edited 4:26pm Sep 22, 2010 1:41pm | Edited 4:26pm
Quoting foracy
To discuss tools on high level fair enough. But to discuss basic setup of some specific tools seems out of scope to me. But I guess it is up to the thread owner.
I kind of agree with this, could two of you pm the further details?
  • #1,134
  • Sep 24, 2010 10:53am Sep 24, 2010 10:53am
Found an interesting blog, here is a link if anyone else is interested

http://www.puppetmastertrading.com/blog/
  • #1,135
  • Sep 24, 2010 11:02am Sep 24, 2010 11:02am
Quoting knukk
mikkom and others: what's your experience from going live with systems that looked promising from testing?
Just for fun, here are my last 30 days. 4 pairs, 20 genetic algo trading methods.
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  • #1,136
  • Sep 24, 2010 1:27pm Sep 24, 2010 1:27pm
Hi, Mikkom!

Just to have more fun - here are my results from real account. 8 algos on 3 pairs.
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  • #1,137
  • Sep 29, 2010 9:41am Sep 29, 2010 9:41am
Ive been implementing my data storage in hdf5, in fact I will probably use it to store all my data, not just back test data. From my inital impression it is extremely fast. I use the C nativc api (from C++ code), but the api is well designed and as OO as you can get in C. Its a bit of a learning curve initally. but once you go it the speed you can pull data into strategies beats any relational database I have used.
Economists have forecast 9 out of the last 5 recessions
  • #1,138
  • Sep 29, 2010 9:47am Sep 29, 2010 9:47am
Quoting mikkom
Found an interesting blog, here is a link if anyone else is interested

http://www.puppetmastertrading.com/blog/
I think this was posted by craig months ago, its an excellent blog though, I have nicked a lot of ideas from it including using hdf5.
Economists have forecast 9 out of the last 5 recessions
  • #1,139
  • Sep 29, 2010 3:24pm Sep 29, 2010 3:24pm
Quoting markmm
I think this was posted by craig months ago, its an excellent blog though, I have nicked a lot of ideas from it including using hdf5.
Whoops.. Looks like I missed it then.. Excellent reading anyway.

I'm a bit curious - Why did you decide to choose hdf5 over more conventional storage methods like sql or berkeley db [etc.. lots of alternatives]?

edit: I have to say that the user list for them is quite impressive.
  • #1,140
  • Sep 29, 2010 5:21pm Sep 29, 2010 5:21pm
Quoting mikkom
Whoops.. Looks like I missed it then.. Excellent reading anyway.

I'm a bit curious - Why did you decide to choose hdf5 over more conventional storage methods like sql or berkeley db [etc.. lots of alternatives]?

edit: I have to say that the user list for them is quite impressive.
Its simply down to speed, I can write nearly 1 million bars (2003-2010 1min ohlc bars for a stock) in 10 seconds, that includes an index for each day, that is without really optimizing. I haven't tested reading yet but Im sure it will quicker. Check out this and this from the blog you linked to
Economists have forecast 9 out of the last 5 recessions
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