Archive for March, 2010

Progress Apama : How Deep Does HFT’s Rabbit Hole Go ?

Progress Apama : How Deep Does HFT’s Rabbit Hole Go ?

This month, while waiting for the new Strategy Tester, I felt myself pretty void of ideas. I realised that the content that we produce is effectively drying out. The backtest is the creed of the trader, what gives him confidence in the trading strategies that he attempts. By the…
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Tick Data & Charting : Why Not a Level II MetaTrader ?

You should view this article as a continuation of the one about Progress Apama, because it brings institutional issues to MetaTrader5. If you look at that Statistical Arbitrage strategy, you’ll see it doesn’t have but an execution at…
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Anatomy of a simple CEP engine

Anatomy of a simple CEP engine

If there wouldn’t be that CEP abbreviation there you’d probably ask how that something inherently complex could become simple. Thing is, everything starts by being simple at first then evolving to something more complicated. Even if you might…
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DLL Hell, MQL5 edition : UNICODE vs ANSI

Many many years ago, when we were kids, in the beginning years of the crazy 90s, two languages were in battle in developer…
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MQL5 : Connecting to MySQL

This article is dedicated to sending data from MQL5 to a MySQL database. The article is at the same time an example for…
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Working with files. Part IV

This article is the last from the ‘Working with files’ series and it will treat the file reading functions exclusively. Functions that deal…
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