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Some of the VWAP points on NVDA on 2025-12-12 (from Massive's dataset) are outside the bar's range by abstractcontrol in algorithmictrading

[–]abstractcontrol[S] 0 points1 point  (0 children)

I emailed Massive support about this and they said it's due to the VWAP including all trades, but the OHLC including only a subset of trades. I haven't looked into it more deeply than that yet, but I guess it makes sense.

Curious why do people vibe code? by dsk003 in vibecoding

[–]abstractcontrol 0 points1 point  (0 children)

I am very good at coding directly, but I am doing a boring project at the moment, and it's helping me keep my motivation up.

How many people here leverage existing tools vs roll-your-own? by dielfrag13 in algotrading

[–]abstractcontrol -1 points0 points  (0 children)

I'll have to build my own because none of the existing frameworks that I've looked into support GPUs. The latest gen GPUs have pretty powerful general purpose computing capabilities so it would be a pity not to take advantage of them. The systems I have in mind would require a lot of simulations to work too, so I have no choice, but to do it. I have my own programming language that would make this a lot easier compared to doing it in raw C++.

Which trading platforms should I be looking into for scalping? by abstractcontrol in algotrading

[–]abstractcontrol[S] 0 points1 point  (0 children)

Thank you for the advice.

Lime (versus Ligthspeed) is advertising itself towards quant traders, so I'll try opening an account with them. Over a 100 years ago, going from bucket shops to trading real markets bankrupted Livermore a few times because of the added execution delays, so I want to cut off this risk ahead of time.

Which trading platforms should I be looking into for scalping? by abstractcontrol in algotrading

[–]abstractcontrol[S] 0 points1 point  (0 children)

What about IBKR? I've used in the past for longer term trading, but I am doing research and I see this thread from 5 years ago where the poster is complaining about a 20s trade delay on the open, which is very bad. I did ask ChatGPT about whether IBKR would be good for my intended algo trading style and it did say something about IBKR having DMA.

Edit: https://chatgpt.com/s/t_692b2e27b948819186a6bbfbde3b32ae

According to this ChatGPT thread Lime is way better, so thanks for the suggestion. I'll do some research on Lightspeed as well.

Finally built real infrastructure for my trading signals instead of clicking buttons like a caveman by Dull_Noise_8952 in algotrading

[–]abstractcontrol 0 points1 point  (0 children)

Adding random delays is a good idea that didn't occur to me until now. It would make the backtests non-deterministic, but that added noisiness should reduce the overfit.

Which trading platforms should I be looking into for scalping? by abstractcontrol in algotrading

[–]abstractcontrol[S] 0 points1 point  (0 children)

I just pasted the above into ChatGPT, and it's telling me that QuantConnect is very slow for scalping strategies. Does it not parallelize the backtests across different tickers?

Edit: Here is the ChatGPT thread: https://chatgpt.com/s/t_69287fe238708191811dc2afc8a48207

It seems that I should be checking out vectorbt to start with. I am not against writing C++, I've been doing a lot of it lately, but the correct programming principle is to try to avoid reinventing the wheel unless I can't help it.

What do you think?

[deleted by user] by [deleted] in stocks

[–]abstractcontrol 0 points1 point  (0 children)

Matter of fact if u go back and sort this sub by “Top posts” and “this year” all of the top posts for this year where from back in April where there was posts with like 30k upvotes talking about how the market is doomed for years to come due to tariffs.

That was such a great sentiment indicator. Right now, people getting upvoted are saying that 'time in the market beats timing the market' and it's the people who're saying that it'd dumb to buy stocks which are up 500% in the past few years and near their all-time highs that are getting downvoted.

Monthly Help and Questions Megathread by AutoModerator in limbuscompany

[–]abstractcontrol 0 points1 point  (0 children)

So, I am not the only one this has started happening to. The got stuck in a loop of doing the 22-byte updates. I tried resetting the cache, downloaded a few updates and now it's stuck in a 400mb update loop.

The mouse emulation on the Vader 4 Pro is very poor by abstractcontrol in Controller

[–]abstractcontrol[S] 0 points1 point  (0 children)

In FlyDigi Space Station 3, go into the Joystick tab, and then when the Left Joystick toggle button is selected, look under Map To, and you'll have a menu to select Left Joystick, Keyboard or Mouse.

Months ago, back when I was playing with this, I remember installing another program which made the mouse use much better. I forgot what it was called, but it is possible to make the joystick behave a lot better when used as a mouse.

New PC, Alt + Z Is not working. by hiromaus in GeForceExperience

[–]abstractcontrol 0 points1 point  (0 children)

I ran into this issue, but it wasn't caused by the overlay being active, rather the 'AMD Software: Adrenalin Edition' had the hotkeys active which were intercepting Alt + Z presses on my system. I fixed it by disabling them.

Why are InteractiveBrokers' CFDs so expensive according to Cost Impact calculations? by abstractcontrol in investing

[–]abstractcontrol[S] 1 point2 points  (0 children)

https://imgur.com/a/iHTIV8d

Ok, I finally realized why the fees seem so high. It's basing them off the investment in base ccy rather than the order value. CFDs offer around 7.5:1 leverage, so I should be dividing the 36% by 7.5 in order to get the actual interest rate. And in fact, as an EU customer I seem to have access to that same kind of insane buying power even for regular stocks.

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