[ts-gen] segfault

[BBands]

On Wed, Mar 31, 2010 at 10:43 AM, gene livingston
<gene_livingston at yahoo.com> wrote:
> Introduction:
>
> Hi, I've just joined the list, and am looking into using your Trading Shim. Your tastes seem to match closely with mine (Linux & C++) so I am very happy to have found this project. I am hoping to use the shim for 1) gathering historical data, mostly futures 2) gathering end of day data 3) trading history,open trades, portfolio mgmt. Not doing much intra-day. Will be using this data to write risk management software in C++ for Linux for my use (Van K Tharp's "Guide to Position Sizing", and Grant's "Trading Risk" are my main references for this project).

Hold the phone! Here are a few more references for you. The first is a
very nicely written survey of the landscape, the next two are the
meat.

http://www.amazon.com/Fortunes-Formula-Scientific-Betting-Casinos/dp/0809045990/

http://www.amazon.com/Handbook-Portfolio-Mathematics-Formulas-Allocation/dp/0471757683

http://www.amazon.com/Leverage-Space-Trading-Model-Reconciling/dp/0470455950

So, while Bill and Russ work out your problem, you have something to read.

Best,

John

-- 
John Bollinger, CFA, CMT
www.BollingerBands.com

If you advance far enough, you arrive at the beginning.