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re: UX_New Linux Trading Software



PureBytes Links

Trading Reference Links

> rbl@xxxxxxxxxxxxxxxxx (Robin B. Lake) writes:
> >This package would indeed, in my humble opinion, be a fantastic base
> >for a market prediction system.  Each technical indicator could be a
> >functional block in the data flow and other post-processing blocks
> >could combine these, look for patterns (real-time signal processing
> >is already in Ptolemy) and do all the IF/THEN/ELSE stuff that
> >EasyLanguage does. 
> 
> I agree that TREE sounds like a really elegant system for conjuring
> up trading systems, but I wonder how well it'd perform in real time.
> Would Ptolemy have too much overhead for a realistic trading system
> to run on a home computer, sharing its CPU with data gathering, 
> and display of live charts?  
>
Jim -

Don't know about YOUR home computer, but mine is a Mac G3 and it
will run circles around Solaris on the prior generation of Sun hardware
that Ptolemy Classic runs on.

As I recall, Ptolemy generates and compiles C code.  None of the wimpy
Tcl/Tk interpretive stuff.  This is REAL real-time stuff.  

I'm considering scraping the re-engineering of my Insight Trading system
and buying a DEC Alpha, running 64-bit UNIX.  There is a version of
Ptolemy 0.7 for the Alpha AND my Insight Trading system is built in
the very same modular style that Ptolemy uses.  Got to wait for a bit
more cash flow however.
 
> Rob, do you have a feel for Ptolemy's computational efficiency?
> If it's interpreting a bunch of Tcl scripts, there might be problems,
> but if it ultimately compiles to come nice fast C code, maybe not.
> 
> Looks fabulous for off-line work in any case.  Wonder if any of
> us will ever be able to get our hands in it... :)
>
Ptolemy source (and selected binaries) are FREE, as I recall.  Buy
a Solaris or HPUX10.20 system and plug and play.  I MIGHT take a crack
at compiling it under MachTen or the new Mac OS X Server.
 
> Jim
> 
>

Cheers,
Rob Lake
rbl@xxxxxxxxxxx