Here are a few installation updates to my other installation article. Here are some revised subversion retrieval commands: Continue reading "Installing Asterisk" »
Tuesday, February 19. 2008
Installing Asterisk
Upgrading PostgreSQL 7.x to 8.x
Upgrading a PostgreSQL server version 7.x to version 8.x was relatively painless. It helped that there wasn't a significant amount of data to move, or blob objects to move.
For a Debian server on which I recently ran 'apt-get dist-upgrade', the Debian crew made PostgreSQL 8.2 run along side version 7.4. The /etc/postgresql/8.2/main/postgresql.conf file showed the server port as being 5433, by default. Since the service wasn't turned on, I set it for 5432, and changed the listen_addresses for '* Continue reading "Upgrading PostgreSQL 7.x to 8.x" »
Monday, February 18. 2008
Redirect STL cout
In a previous article entitled C++ Override std::cout, std::cerr Streams, I wrote about some sites I found regarding the redirection of cout to some user supplied routine. After some fiddling about, I came up with a result that works for me in Visual Studio 2005 version of C++. Continue reading "Redirect STL cout" »
Thursday, February 7. 2008
Bash Script to Large Number of Files
Not knowing any other way to remove a large number of similarily named files from a directory (such as netflow files), and not wanting to do it manually, the following one liner creates something to start with:
ls -1 -A ft | sed "s/^/rm ft\//" > d.sh
It does a directory listing with one column, and does not include the '.' and '..' entries. It then uses sed (stream editor> to insert a rm command at the beginning of each line. The results are written out to a file for further tweaking.
chmod +x d.sh
will make the script executable.
Wednesday, February 6. 2008
Scalped Straddles
Today I put the two words 'scalp' and 'straddle' into google to see what I could glean. I came up with a number of sites that could be of interest. Most of them talk about gamma straddles (option trading mechanism using one of the 'greek's) being tuned with scalp trades. Continue reading "Scalped Straddles" »
C# Drivers and Indicators on SourceForge
For the code in the zip files I released back in 2007/10/07, I've uploaded it to SourceForge. The code can be reviewed and downloaded via Subversion. In summary, these are a series of C# routines designed for use in market trading applications.
Some of the IQFeed utilities can be used without SmartQuant libraries. The standalone IQFeed utilities are desigend to retrieve live as well as historical data from DTN/IQFeed's services.
The Sockets directory provides one mechanism for asynchronously receiving data from a socket and passing it upwards through the stack of waiting routines.
In the Trading.PatternAnalysis directory is an example of a ZigZag or PeakMatching indicator. Be aware that it is a lagging indicator, but it is good for keep track of the peaks and valleys of price movement through the day.
There are three indicators supplied in the Signals library: Darvas (currently set with aggressive signallig), Pivots (the self fulfilling floor trader signals), and TVI (which is a trade volume index indicator).
Probably the most interesting file in the SmartQuant directory is the Accumulation.cs file. It shows a mechanism for running a sliding window (based upon seconds duration) through a live series of data and obtaining some deviation, variation, mean, and Bollinger Band statistics for the window.
In the same file are some files for setting up a Microsoft SQL Server database for maintaining IQFeed mktsymbol.txt information, trading calculations, and related information.
C# Genetic Programming Code Released on SourceForge
Tuesday, February 5. 2008
Open Source Site of the Day -- SOCI: The C++ Database Access Library
Back in October 2007, I wrote an article about PostgreSQL, C++ and the lack of binary data and wrappers.
I stand corrected. On two counts. The first is binary access. After looking through the PostgreSQL API, I see that I can indeed get binary data into and out of a database easily. The C based library, libpq, has an API call named PQexecParams which allows full separation of binary values from the query statement. This is a good step towards preventing SQL injection attacks. Continue reading "Open Source Site of the Day -- SOCI: The C++..." »
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