| bio | website | filled.for.a_badge |
|---|---|---|
| location | Istanbul, Turkey | |
| age | 30 | |
| visits | member for | 2 years, 3 months |
| seen | Apr 10 at 8:37 | |
| stats | profile views | 38 |
filled for a badge. :)
|
Apr 7 |
comment |
Trading C++ Libraries TAlib source is written in C, C++ Cli and Java |
|
Feb 17 |
comment |
What approaches are there to order handling in automated trading? @chrisaycock: I mean rather programatically, not manually. |
|
Feb 17 |
comment |
What approaches are there to order handling in automated trading? @chrisaycock: I see. So spesifically for my scenario described above, what would you expect from a trading platform besides a UI to enable you to change some of a large number of orders selectively? |
|
Feb 17 |
comment |
What approaches are there to order handling in automated trading? @chrisaycock: Let's say the user is executing a VWAP strategy. In the last minute of a 30 minutes period, if the strategy falls behind its target volume, the user may want to rush things and adjust some of the early partially filled orders allowing them filled at current merket price by proper writing code. Iterating over the all orders entered in that strategy is the only thing comes to my mind. How do the trading institutions handle these type of situations at runtime? Or do they provide a UI that user can play with the orders manually? |
|
Feb 15 |
comment |
Digital Signal Processing in Trading @stephenw: I have removed that part but have you googled "hilbert sine wave" and seen the results? |