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PureBytes Links
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"and how do you do it? "
This one was good :)
I don't think that anyone who made it, would give you the receipt to copy.
It is all up to you to find somthing that satisfies your needs.
My opinion is, after going from EOD to intraday down to ticks and
back, that it makes no sense going too microscopic in timeframe.
Depending on speed of internet connection etc. you don't always get
the ticks in the correct order as they happened. It may be that you
get an earlier tick later and so your thorougly tested system on
backfilled ticks in corrected order doesn't work anymore. Also may be
your order comes too late etc. This is a game of microseconds and
effort in testing, keeping database correctly, having fast enough
computer systems, observing correct status of all systems etc. grows
exponentially with decreasing timeframe. Maybe you don't have to trade
anymore, but have to become computersystem admin and statistical and
programming expert etc. Too much new professions to learn.
Regards
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