Video and files download for Visual trading idea to C++ or FPGA HFT Meetup
File download sample: test model (Matlab 2014b with Visual Studio 2013 C++ project generated)
Powerpoint MATLAB SIMULINK
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Here is the chat log:
Chat Log C:\Users\Bryan\Documents\ChatLog From visual trading idea to C__ or FPGA HFT 2015_04_07 20_52.rtf
PatrickT (to Everyone): 6:47 PM: im good thanks, you?
PatrickT (to Everyone): 6:47 PM: yup
PatrickT (to Everyone): 6:48 PM: quentlabs
PatrickT (to Everyone): 6:48 PM: simuling
PatrickT (to Everyone): 6:48 PM: link
Bryan Downing (to Everyone): 6:49 PM: brb
Bryan Downing (to Everyone): 6:51 PM: hello to all
James Hirschorn (to Everyone): 6:52 PM: Yes. I’m not saying much because I’m eating dinner.
James Hirschorn (to Everyone): 6:53 PM: Yes, I think it went well. Thanks!
PatrickT (to Everyone): 6:56 PM: quality of code after matlab generation?
PatrickT (to Everyone): 6:56 PM: in terms of optimization of c
PatrickT (to Everyone): 7:00 PM: ha ha ha
PatrickT (to Everyone): 7:00 PM: O’rly
PatrickT (to Everyone): 7:00 PM: 🙂
Steve Perrott (to Everyone): 7:01 PM: lonely
Steve Perrott (to Everyone): 7:02 PM: Hello to all.
j bates (to Everyone): 7:02 PM: hello
Steve Perrott (to Everyone): 7:02 PM: let her rip
Bryan Downing (to Everyone): 7:09 PM: https://www.youtube.com/watch?v=jRTT2N7E9R8
James Hirschorn (to Everyone): 7:12 PM: I’m hearing loud music in the background.
James Hirschorn (to Everyone): 7:13 PM: Thx.
Steve Perrott (to Everyone): 7:15 PM: Can you get code to export into Metatrader?
Steve Perrott (to Everyone): 7:15 PM: Funny ha ha?
Bryan Downing (to Everyone): 7:16 PM: http://forum.mql4.com/37040
Bryan Downing (to Everyone): 7:16 PM: https://www.mql5.com/en/articles/155
Steve Perrott (to Everyone): 7:17 PM: Yes, Expert Advisor.
Steve Perrott (to Everyone): 7:18 PM: can you pull Metatrader code into Simulink and then back to Metatrader?
PatrickT (to Everyone): 7:19 PM: mql is on c++ i think, so u can make simuling c functions dll and call from mql5
Steve Perrott (to Everyone): 7:20 PM: Yes, once in a DLL it can be called cleanly.
PatrickT (to Everyone): 7:25 PM: 😉 standard warnings
Steve Perrott (to Everyone): 7:26 PM: cost?
Steve Perrott (to Everyone): 7:27 PM: ouch
PatrickT (to Everyone): 7:28 PM: i seen some monthly subs
PatrickT (to Everyone): 7:28 PM: subscription fees
PatrickT (to Everyone): 7:29 PM: so are u paying 20k to do this?
PatrickT (to Everyone): 7:29 PM: ahh
j bates (to Everyone): 7:32 PM: how long have you been using simulink?
j bates (to Everyone): 7:32 PM: ok
Paul Cottrell (Private): 7:38 PM: question
PatrickT (to Everyone): 7:42 PM: one need to know how to code anyways…to understand outcomes
Paul Cottrell (Private): 7:45 PM: question
PatrickT (to Everyone): 7:46 PM: anything about model tseting /backtest
PatrickT (to Everyone): 7:46 PM: and scope is dynamic?
PatrickT (to Everyone): 7:46 PM: when live data feed is hooked to model
James Hirschorn (to Everyone): 7:47 PM: In previous meetups we[‘ve had talks on sophisticated methods like genetic programming. Can simulink be used for those kinds of strategies?
Paul Cottrell (Private): 7:47 PM: comment
PatrickT (to Everyone): 7:49 PM: yes thats nice
PatrickT (to Everyone): 7:49 PM: sockets
Steve Perrott (to Everyone): 7:50 PM: And build up a tool box of functions that you can take to new systems.
PatrickT (to Everyone): 7:50 PM: …copy paste work too
Bryan Downing (to Everyone): 7:57 PM: http://www.mathworks.com/examples/product-family/simulink
Steve Perrott (to Everyone): 7:59 PM: looks like you can pull in dials and other outputs into your code
Steve Perrott (to Everyone): 8:04 PM: And still it can be challenging to manage the programmers.
Steve Perrott (to Everyone): 8:05 PM: This would be cleaner.
Patrick (to Everyone): 8:08 PM: what is the cost again?
Patrick (to Everyone): 8:09 PM: Ok. Thanks.
Steve Perrott (to Everyone): 8:09 PM: Or a windows app that can interface with the Metatrader but give a lot of data on the windows screen with the trades on and off in MT4.
Patrick (to Everyone): 8:11 PM: Interesting, there is a course tomorrow online: http://www.mathworks.com/#training
Patrick (to Everyone): 8:11 PM: Curricullum http://www.mathworks.com/services/training/courses/SLBE-G_3_en_outline.html
j bates (to Everyone): 8:16 PM: Your audio is now muffled here.
j bates (to Everyone): 8:17 PM: not just me?
Steve Perrott (to Everyone): 8:17 PM: I hear it too.
Bryan Downing (to Everyone): 8:17 PM: http://www.mathworks.com/company/events/webinars/index.html?suggestion=&q=algorithmic+trading
Steve Perrott (to Everyone): 8:17 PM: gone
j bates (to Everyone): 8:17 PM: Yes
Bryan Downing (to Everyone): 8:18 PM: http://www.mathworks.com/videos/automated-trading-with-matlab-81911.html
Steve Perrott (to Everyone): 8:19 PM: Are you still thinking about a group project to create a system?
Ken (to Everyone): 8:21 PM: Are you trying to create an algo for Karen Supertrader Strategy?
Daniel Howard (Siesta Key, FL) (to Everyone): 8:26 PM: Hey Bry!
Ken (to Everyone): 8:29 PM: If we have confidential trading strategy ideas that we want to share with you, are you signing other people’s non-disclosure agreements or do you have your own?
Bryan Downing (to Everyone): 8:30 PM: http://forex-strategies-revealed.com/
Bryan Downing (to Everyone): 8:32 PM: http://www.futuresmag.com/
Steve Perrott (to Everyone): 8:32 PM: There are more ideas than time to code them all.
Eddie (to Everyone): 8:32 PM: Do you know how much historical data Karen uses to generate her probability distribution to trade her options strategy?
Bryan Downing (to Everyone): 8:33 PM: https://itunes.apple.com/ca/itunes-u/futures-and-options/id490504839?mt=10
Ken (to Everyone): 8:34 PM: https://itunes.apple.com/us/itunes-u/futures-and-options/id490504839?mt=10
Patrick (to Everyone): 8:36 PM: Thanks this is really useful for a newbie.
j bates (to Everyone): 8:36 PM: What fpga board?
Patrick (to Everyone): 8:38 PM: Oh yeah!
Wei Wu (to Everyone): 8:38 PM: why using fpga?
j bates (to Everyone): 8:38 PM: yeah
Steve Perrott (to Everyone): 8:38 PM: I thought it has a lot of potential.
Ken (to Everyone): 8:38 PM: ^ converted !
Eddie (to Everyone): 8:38 PM: contemplating it.. 🙂
Bryan Downing (to Everyone): 8:38 PM: https://www.youtube.com/watch?v=nXFcM1pGOIE
Wei Wu (to Everyone): 8:38 PM: ok
James Hirschorn (to Everyone): 8:39 PM: I’ll look into it definitely.
Eddie (to Everyone): 8:39 PM: is matlab on a subscription basis?
Steve Perrott (to Everyone): 8:42 PM: yes
Eddie (to Everyone): 8:42 PM: yep
j bates (to Everyone): 8:42 PM: nope
Ken (to Everyone): 8:42 PM: yes
Bryan Downing (to Everyone): 8:42 PM: https://www.facebook.com/quantlabsnet
Bryan Downing (to Everyone): 8:42 PM: https://twitter.com/quantlabs
Daniel Howard (Siesta Key, FL) (to Everyone): 8:43 PM: Thanks Bryan! Good stuff.
Wei Wu (to Everyone): 8:43 PM: sometimes I found that you are posting at 4am, don’t you sleep?
Ken (to Everyone): 8:43 PM: Much Appreciated !
Wei Wu (to Everyone): 8:43 PM: no
Wei Wu (to Everyone): 8:43 PM: I am in New Jersey
j bates (to Everyone): 8:43 PM: Will you tweet when you post this video to youtube
Patrick (to Everyone): 8:43 PM: Its great. Thanks Bryan.
j bates (to Everyone): 8:44 PM: great thanks.
Eddie (to Everyone): 8:44 PM: thanks bryan.
Wei Wu (to Everyone): 8:46 PM: thank you Bryan, see you next time.
Bryan Downing (to Everyone): 8:46 PM: see you wei thanks for coing
Bryan Downing (to Everyone): 8:48 PM: http://the-studio-reykjavik.com/blog/2014/12/7/market-armor-by-paul-cottrell-1
Bryan Downing (to Everyone): 8:51 PM: meetup.com/quant-finance
Steve Perrott (to Everyone): 8:51 PM: Thank you Bryan.
Patrick (to Everyone): 8:52 PM: Thanks Bryan. Good Night everyone.
j bates (to Everyone): 8:52 PM: thanks
Ken (to Everyone): 8:52 PM: Cheers
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!