Back Testing Algorithmic Trading Modern Portfolio Simulator - Some Code
Previous Post Next Post This module (5K lines of source C++ code) is based on ExSan a multipurpose master library, It is a console-oriented worksheet tool written in C++11 that is comparable in functionality to Excel or Matlab. Some Outputs in the next entries of this blog. ExSan is already plugged into Interactive Brokers C++ API to perform live market data analysis . This ALGORITHM is used in line 3231 . I am looking for a job as a C/C++ developer / programmer . My portfolio https://lnkd.in/dPC3ZuDr Personal https://lnkd.in/dDuC9uMi iLinkedIn Profile Some lines of code have been omitted to protect the author's copyright. 57 /***********START***************/ 58 void hft(void) { 59 setJobID("hft"); 60 158 //fout << "Today is " << as::date << now << " and tomorrow is " << now + 24 * 3600 <&l