You'd also have to
likely deal with sessions once you dig into inter-day bars :( I may
write a parser for CQG Data Factory files which are pretty simple, if
so I'll see how difficult getting daily going is.
3) Ah makes sense
Thanks!
On Wed, Nov 13, 2013 at 5:30 PM, Jon Herron
wrote:
&
signal?
2) Any thoughts about increasing granularity to below daily bars and
adding additional data providers?
3) You have to do detect-signals before backtest, is that correct? It
seems redundant unless I am misunderstanding something
Thanks,
Dexter
On Thu, Nov 7, 2013 at 11:39 PM, Jon Herron
Hi all -
About a month ago I got some really helpful feedback on the start of my
backtesting app. Tonight I finally got something that is close enough to call
version 0.1. So far the app supports downloading historical data, detecting
signals and simulating buy/sells against a configurable br
ency to it (not that big a deal though).
On Sat, Oct 12, 2013 at 9:51 AM, Jon Herron
wrote:
Well played sir! Done and pushed. If any of the words defined would be helpful
I'm more than happy to contribute them back. I was also thinking
parallel-product-map might be useful?
>
>J
have as
a library word.
Also, you can have multiple sections, so you might find
it "cleaner" to have your (group-by-symbol) word defined immediately before it
is used in group-by-symbol.
Best,
John.
On Sat, Oct 12, 2013 at 9:03 AM, Jon Herron
wrote:
I've (hopeful
o let me know.
Thanks again for all the help and advice. Going to start on the next piece of
my puzzle.
Jon
On Thursday, October 10, 2013 8:19 AM, Jon Herron
wrote:
Thanks Alex. This looks like excellent feedback. I'll digest this and report
back.
Jon
On Thursday, October 10,
It seems like factorcode.org is down. Just wanted to send out a heads up.
Thanks,
Jon
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Explore tips for MPI, Op
eserve & return the hashtable at the end. I'm not
sure, and I won't hazard to rewrite the logic myself in my current
state, but you might be able to just pass around a reference to the
hashtable in a more conventional iteration:
IN: scratchpad H{ } clone { 1 2 3 } over '[ du
'd be happy to review. Also, I have some
support for getting quotes from Yahoo! Finance - maybe you could contribute
some of your work to the project:
https://github.com/mrjbq7/re-factor/blob/master/yahoo/finance/finance.factor
On Oct 9, 2013, at 7:53 PM, Jon Herron wrote:
Hi all -
&g
Hi all -
In my spare time I am working on a backtesting application and I've decided
to write it in Factor. So far all I have is a vocab for scraping/parsing the
market movers from Yahoo Finance (eg http://finance.yahoo.com/actives?e=us).
Before I write too much more Factor I was wondering if
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