Comments for Dinosaur Technology and Trading

Comment on Average Directional Movement Index ADX Formula in C# by Arsalan

Arsalan — Wed, 24 Feb 2010 14:46:12 +0000

Great Work, I implemented the same but in a much more gruesome brute force kinda manner. Knowing the formula helps and simplifies it a lot.
Do you have the src for this available? if not then its fine.
Thanks anyways

Comment on Intraday Historical Stock Viewer by hakim

hakim — Wed, 10 Feb 2010 09:30:09 +0000

It might sound weird but the browser I use doesn’t display that post correctly… It looks like a large part of it is not correctly displayed and the layout of the article doesn’t seem right. Can you confirm that this post has been tested with Opera?

Comment on Berkeley DB C# Bindings by Karl

Karl — Mon, 01 Feb 2010 17:18:46 +0000

Interesting, I will have to take a closer look. I am a fan of Berkeley Db’s blob nature…

Comment on Multithreading made easy by Karl

Karl — Mon, 01 Feb 2010 17:02:29 +0000

Yeah – I’m sure there are open source/free alternatives but I don’t mind paying for good software, it really is well thought out.

Comment on Multithreading made easy by Peter Alexander

Peter Alexander — Sun, 31 Jan 2010 14:37:31 +0000

$400 for a threading library. Ha.. you make a Linux/FOSS (free open source software) programmer laugh heartily.

But, “to each their own” and I respect that.. I just can’t understand it.

Regards,
Pete

Comment on Berkeley DB C# Bindings by Laurion Burchall

Laurion Burchall — Thu, 28 Jan 2010 00:40:23 +0000

If you are looking at Berkely DB on Windows you could also evaluate the ESENT database engine that is part of Windows. ESENT is the database engine that Active Directory, Microsoft Exchange and several other Windows applications use. Its performance characteristics are similar to Berkely DB. In terms of features the two products have different approaches: Berkeley DB supports replication and multi-process access but is a simple key/value store while ESENT is an embedded database which supports sophisticated meta-data (thousands of tables/columns/indexes, sparse columns, sophisticated indexes), snapshot isolation and non-blocking reads.

The managed wrapper to the ESENT API is here:

http://managedesent.codeplex.com/

Comment on Interactive Brokers C# Client by Ben

Ben — Mon, 25 Jan 2010 21:08:15 +0000

Im going to use your sweet API for my algo trading class, if thats alright with you. Ill give you your due props. One thing, do you have a sample line of code that connects an instance of the Contract class to an Option? Something like this:

m_Contract = gcnew Contract( 71178557, “IBMBB”, Krs::Ats::IBNet::SecurityType::Option, “2010/02″, 110.0, Krs::Ats::IBNet::RightType::Call, “100″, “SMART”, “USD”, “IBMBB”, “SMART”, Krs::Ats::IBNet::SecurityIdType::CUSIP, “” );

But, this doesnt work, and Im not sure if I need to get the CUSIP or is there some other way?

Thanks!

Comment on Average Directional Movement Index ADX Formula in C# by S

Wed, 20 Jan 2010 14:23:46 +0000

Thanks for a detailed explanation on ADX, it was quite informative. Thanks again for the good work

Comment on AMA – Kaufman’s Adaptive Moving Average Formula in C# by asdf

asdf — Wed, 23 Dec 2009 11:52:10 +0000

If you want the formula:

http://www.investopedia.com/articles/trading/08/adaptive-moving-averages.asp

Comment on AMA – Kaufman’s Adaptive Moving Average Formula in C# by Alba Dou

Alba Dou — Tue, 22 Dec 2009 20:59:04 +0000

It was a very nice theme! Just wanna say thank you for the data you have apportioned. Just continue writing this kind of post. I will be your true reader. Thanks again.

Comment on Average Directional Movement Index ADX Formula in C# by quinton

quinton — Tue, 08 Dec 2009 11:08:02 +0000

Thanks a bunch! This formula was just what I needed for my school report.

ciao,

Comment on Black Box Development by Increase Search Engine Ranking

Increase Search Engine Ranking — Thu, 05 Nov 2009 18:50:36 +0000

Tito,

What makes you believe that its not possible to make short term predictions in price movement?

Comment on Berkeley DB C# Bindings by Karl

Karl — Sun, 01 Nov 2009 17:15:35 +0000

Berkeley Db has definitely proven to be useful, but as Robert pointed out – there is no easy interface. Your entire wOO wrapper has to be hand coded, and all of your indices are hand maintained. It is much more difficult than SQL / linq-to-sql, but that’s the price you pay for ridiculous speed.

Comment on Berkeley DB C# Bindings by Robert

Robert — Wed, 07 Oct 2009 02:04:10 +0000

This looks very interesting, but I was wondering if there
was a good interface to construct the DB with. One gets a bit spoiled with Micrsoft’s interface in MS Access and SQL.

The next question becomes: can one use the DB as a data feed. (pump it to the DB and let the apps attach to the DB rather than to IB for quotes). It would be really nice to route prices to multiple apps when one hits IB’s ticker limit. (Suppose you want to track Intel in your SP500, QQQ and DIA application). (Or one could use a abandon IB to different data vendor)

Comment on Berkeley DB C# Bindings by MM

MM — Mon, 05 Oct 2009 22:03:27 +0000

It would be great if you’ll post your conclusions, thanks!

Comment on Interactive Brokers C# Api by Useful Links - Contributions - Big Mike Trading Forum

Useful Links - Contributions - Big Mike Trading Forum — Fri, 25 Sep 2009 12:38:34 +0000

[...] C# interface to IB Interactive Brokers C# Api | Dinosaur Technology and Trading [...]

Comment on Berkeley DB C# Bindings by Shlomi

Shlomi — Wed, 23 Sep 2009 11:59:46 +0000

It would be great if you’ll post your conclusions, thanks!

Comment on Interactive Brokers C# Api by Auto trading CL futures with Ninja and IB - Big Mike Trading Forum

Auto trading CL futures with Ninja and IB - Big Mike Trading Forum — Wed, 09 Sep 2009 07:56:26 +0000

[...] have a look at this : Interactive Brokers C# Api | Dinosaur Technology and Trading the c# could be the basis of your polling app, and there is only one programming language for your [...]

Comment on Multithreading made easy by Karl

Karl — Mon, 07 Sep 2009 14:47:12 +0000

Yeah, you can use the CCR framework easily with my library in its current form. I’d suggest making a wrapper which binds to the various events and posts them to ports. The important thing is to handle the order flow and market data flow with an exclusive arbiter so that they get handled sequentially for a particular contract.

Good luck, let me know if you run into any problems,

-Karl

Comment on Multithreading made easy by Taniwha

Taniwha — Mon, 07 Sep 2009 01:39:41 +0000

You say “I just wanted to convey how cool the CCR framework is. If it were free, I’d post my Ib wrapper for it!” I’m considering the CCR framework and wondered if it could be used directly with the wrapper in its current form, or would the wrapper itself need to be changed to use CCR as well?

Comment on Average Directional Movement Index ADX Formula in C# by Richard

Richard — Mon, 31 Aug 2009 15:10:54 +0000

@cdm: yes, the length ‘n’ wilder average is just a length ‘2n-1′ EMA.

Comment on Interactive Brokers C# Api by 9.6.0.11 Release | Dinosaur Technology and Trading

9.6.0.11 Release | Dinosaur Technology and Trading — Mon, 03 Aug 2009 19:29:20 +0000

[...] Interactive Brokers C# Api [...]

Comment on Interactive Brokers C# Api by 9.6.3.14 Release – Bug Fix Release | Dinosaur Technology and Trading

9.6.3.14 Release – Bug Fix Release | Dinosaur Technology and Trading — Mon, 03 Aug 2009 19:23:38 +0000

[...] Interactive Brokers C# Api [...]

Comment on Interactive Brokers C# Api by 9.6.3.13 Release Corresponds to 9.63 Ib Api | Dinosaur Technology and Trading

9.6.3.13 Release Corresponds to 9.63 Ib Api | Dinosaur Technology and Trading — Tue, 21 Jul 2009 06:06:08 +0000

[...] Interactive Brokers C# Api [...]

Comment on VS 2005 Support by Joe

Joe — Sat, 27 Jun 2009 04:12:11 +0000

VS2008 here, plan to upgrade if they do another dreamspark promotion.

Comment on VS 2005 Support by Bernd

Bernd — Fri, 26 Jun 2009 09:42:59 +0000

my colleague and I’m on VS2008 and will head for 2010 asap. we are excited about all that new powerful features in .Net 4.0! support for .Net >=3.5 would be great!!

Comment on VS 2005 Support by Doug

Doug — Thu, 25 Jun 2009 16:05:26 +0000

I am a VS2008 user and it would be great if you brought the code up to .NET 3.5.

Someone will have to correct me on this if I am wrong, but can’t VS 2005 users use the .NET 3.5 framework if they just load it on their computers. I believe you can get it for frewe from Microsoft.

Doug

Comment on Average Directional Movement Index ADX Formula in C# by cdm

cdm — Mon, 22 Jun 2009 09:08:34 +0000

Hi,
ultimately which indicator do you recomend between the exponential MA and the Welles Wilder Avergae ? It seems to me that the 14 days Wilder average is like a 27 exponential moving average … but i’d like to get a confirmation on what to use …
TKs a lot for all the formula though !

Comment on VS 2005 Support by Karl Schulze

Karl Schulze — Thu, 18 Jun 2009 14:43:17 +0000

Sounds like a mixed bag. Given a couple of the 2005 users, for now I will continue to maintain vs2005 support, but by the time VS2010 comes out, it is likely I will start supporting VS2008 and later only.

New features are just auto properties, and linq for some of the enumerations. I am also thinking of repatterning the events to allow arbitrary rebinding.

Comment on Genetic Optimization and Maximization – Fitness Function by dinosaur ka baap

dinosaur ka baap — Wed, 17 Jun 2009 04:52:12 +0000

machod.

Comment on VS 2005 Support by Kalori

Kalori — Thu, 04 Jun 2009 19:59:26 +0000

Please move to 2008 if possible. Thanks & great work!

Comment on VS 2005 Support by robert

robert — Thu, 04 Jun 2009 18:15:11 +0000

I’m still using VS2005. Expensive to upgrade. Not sure how much of my code I would have to rewrite.

Comment on Subversion Source Access by robert

robert — Thu, 04 Jun 2009 18:13:38 +0000

Karl-
Has anyone ever benchmarked how good/bad is the latency of IB quotes to true “real-time” market quotes?

It always seems that they are a bit behind.

Comment on Subversion Source Access by charles

charles — Thu, 04 Jun 2009 05:42:54 +0000

hi Karl and Neil,

thanks a lot !
Nice to know that the TWS API have Dot Net version.
I’ve download the the version (from codeplex)

I’m thinking about real time charting function can add to API.
what do you think ?

Comment on Subversion Source Access by Neil

Neil — Sun, 24 May 2009 22:27:01 +0000

Hey Karl,
I downloaded Tortoise SVN and checked out your code. I am impressed with Tortoise in that it has good context-sensitive F1-key help, a rarity.

I was expecting to find new code in the checkout related to beta 9.62 but did not find any. Do you have such code? If so please make it available.

Comment on VS 2005 Support by Torinfo

Torinfo — Sat, 23 May 2009 06:10:05 +0000

I’m also on VS2005. And I also am curious to know what features you want to use of C# 3.5

Comment on VS 2005 Support by TS

TS — Sat, 23 May 2009 04:46:42 +0000

hi, i’m still using vs2005. what features from C# 3.5 are you looking to use?

Comment on Subversion Source Access by Karl

Karl — Fri, 22 May 2009 13:38:45 +0000

Hey Neil,

If you use an svn client like Tortoise, this will get substantially easier. You can click on the latest revision and it generates an easily browsable diff between any given revision.

Let me know if you still have any trouble after downloading Tortoise SVN.

-Karl

Comment on Subversion Source Access by Neil

Neil — Fri, 22 May 2009 06:23:15 +0000

Hey Karl, could you post a .zip Visual Studio solution of your latest code? Traversing an SVN one HTTP GET at a time looking for code changes I find cumbersome.

Comment on VS 2005 Support by suresh

suresh — Wed, 20 May 2009 14:38:45 +0000

using vs 2008

Comment on VS 2005 Support by Phil

Phil — Tue, 19 May 2009 20:29:21 +0000

Go for it. I’m on VS2008.

Comment on Interactive Brokers C# Api by Subversion Source Access | Dinosaur Technology and Trading

Subversion Source Access | Dinosaur Technology and Trading — Tue, 19 May 2009 16:26:17 +0000

[...] Interactive Brokers C# Api [...]

Comment on Website Updates by Neil

Neil — Tue, 19 May 2009 05:13:15 +0000

Actually, capital-o (O) only looks identical to zero (0) inside of this Leave a Reply box. Once posted, capital-o looks different from zero.

Comment on Website Updates by Neil

Neil — Tue, 19 May 2009 05:12:08 +0000

Thank you Karl! I see the new tab wording and the csharp-styled code on the forums and it looks good. Inside the forums tab though is still “Utilities” instead of “Interactive Brokers C# Api”. Also, capital-o (O) looks identical to zero (0) now for some reason. This may have always been the case but I just noticed it.

Comment on Website Updates by Karl

Karl — Mon, 18 May 2009 19:35:50 +0000

Thanks Neil, I just updated the Tab, and have added system wide source formatting. Outline any code with a [csharp] and closing tag, and it will be beautified. Will make a post about it once I finish making changes.

Comment on Website Updates by Neil

Neil — Mon, 18 May 2009 07:34:45 +0000

A suggestion I have is to make the “Interactive Brokers Api” tab instead read “Interactive Brokers C# API”. The greatness that is C# I think should be in the tab name. Another suggestion I have is to make possible, probably via a forum software switch, the posting of properly-indented C# code on the forums.

Comment on Average Directional Movement Index ADX Formula in C# by Menno H.

Menno H. — Thu, 23 Apr 2009 19:26:14 +0000

hmm my reply is all f*cked up =( guess i cant post that many chars, nvermind than xD. srry!

Comment on Average Directional Movement Index ADX Formula in C# by Menno H.

Menno H. — Thu, 23 Apr 2009 19:24:56 +0000

I did it this way (for DMI and -DMI only). I didn’t really get ur method (iam not that good at math lol)

Used a array for the Low,High,Close data’s named Quotes. Any feedback is welcome =)

private void CalcDMI()
{
decimal TR = 0;
decimal DMP = 0;
decimal DMM = 0;

for (int x = 0; x 0 && HD > LD) ? HD : 0;
DMM = (LD > 0 && LD > HD) ? LD : 0;
}

PDI = (DMP * 100) / TR;
MDI = (DMM * 100) / TR;
}

Comment on Black Box Development by tito

tito — Thu, 02 Apr 2009 15:21:20 +0000

Nice Karl. What makes you believe that its possible to make short term predictions in price movement?

Comment on 9.6.0.11 Release by Karl

Karl — Fri, 27 Mar 2009 18:57:08 +0000

Hey Boo,

You do not have to keep updating constantly. I have a program with a very old version of the api I wrote that has been running for about 16 months without problems. You really only need to update to get the new features and any bug fixes.

-Karl