Login
Login

FAQ Category: Coding

Is there a way to pass as DepthCaches as to have multiple “variables” sources (could be let’s say price, volume, some moving average, …) as to be able to retrieve them when implementing the interface DepthHandler method onDepthUpdate?

There are two ways you could do to let your strategy get extra information: For information updated with depth, for example, moving average of price, depth volume, etc. You could simply extend the class Depth to include those information, and add your own SequentialCache<? extends Depth> to the DepthCaches which is passed to the simulator, like: SequentialCache myDepthCache …

Is there a way to pass as DepthCaches as to have multiple “variables” sources (could be let’s say price, volume, some moving average, …) as to be able to retrieve them when implementing the interface DepthHandler method onDepthUpdate? Read More »

Why did you choose to have indexes for matrices starting from 1 and not zero as for most structures in java (and c, …)? This complicates the adaptation of code to use NM Dev matrix models and prone to a lot of “+-1” errors in the indexes (for instance when simply iterating over an array *and* a matrix at the same time…)

Only the computer scientists count from 0. Everyone else on the planet earth, including the mathematicians, counts from 1. One reason for the computer scientists to count from 0 is indexing to an array element by adding an offset to a starting address. Back in the old C generation, suppose we do, double[] arr = new …

Why did you choose to have indexes for matrices starting from 1 and not zero as for most structures in java (and c, …)? This complicates the adaptation of code to use NM Dev matrix models and prone to a lot of “+-1” errors in the indexes (for instance when simply iterating over an array *and* a matrix at the same time…) Read More »

Can I feed AlgoQuant live data? I am trading on ProRealTime IG, Interactive Brokers, Robinhood. Will I be able to use your algos on it?

AlgoQuant is a library of financial analytics. At its foundation is an event-processing architecture. You can feed historical, simulated data to the loop to back testing strategy. You can also feed live data to it for trading. The latter requires you to call the brokerage’s API to get live feed and to submit orders for …

Can I feed AlgoQuant live data? I am trading on ProRealTime IG, Interactive Brokers, Robinhood. Will I be able to use your algos on it? Read More »