Information
| Username: | joeatbayes |
| Member since: | 06 Dec 2014 |
| Last login: | 06 Dec 2014 |
| Status: | Active |
Activity
| Where | Created | Comments |
|---|---|---|
| Algorithms | 2 | 4 |
| Forum Topics | 1 | 13 |
| Jobs | 0 | 0 |
About
Last Algorithm Comments
Hey Deansi, I took the time to add the order book values you mentioned. Let me know if it was what you intended.
I found a free data source with older data http://ratedata.gaincapital.com it takes a little work to coerce the file formats to match. I have found that working with tick data it doesn't seem to do much good to feed more than 200 days into our Machine Learning algorithms but the longer time frames are helpful when back-testing to see how the engine accommodates changing market conditions.
Hey King, Good point on the localized numbers. I think it would be better to use \t as the delimiter so excel can still load it as delimited file than ";"
Densi, Thanks for the tip on the MarketDepth. I will change that as it makes more sense to feed into external engines. The isBacktesting flag is much appreciated.
I updated my bar downloader to attempt to backfill correctly but don't have time to do the same with the Tickdata. Perhaps in Jan.
See: /algos/cbots/show/588 and /algos/cbots/show/591