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by dfstone32
Sun Jun 01, 2008 11:37 pm
Forum: strategy trading & money management
Topic: Ideas for New Tick Auto Trading and Back Testing Platform
Replies: 11
Views: 5143
Gender: None specified

Wayne, Any chance you could send me some c# files for your tick engine? I thought using an sp, sending a date, period of bar was the way to go. I've also heard that mysql was much faster than sql server and was looking into switching my DB which I'd rather not do. Basically I'm looking to serve up a...
by dfstone32
Sun Jun 01, 2008 5:28 pm
Forum: strategy trading & money management
Topic: Ideas for New Tick Auto Trading and Back Testing Platform
Replies: 11
Views: 5143
Gender: None specified

Greaterreturn, I've been working on something similar for a few months in my spare time, my biggest problem so far is converting ticks to bars, the query (stored procedure) I'm using takes a few seconds per bar, which is incredibly slow. Do you have an optimized query for creating bars from ticks? I...

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