Freitag, 20. September 2013

< Oracle "pipelined" functions and Powerdesigner 16.1 >

During a recent project assignment, I had to generate Oracle 11g "pipelined" functions using Sybase Powerdesigner 16.1.

The stock Powerdesigner does not provide a "pipelined" keyword for Oracle.

But, luckily, Powerdesigner has an excellent metadata system which can be used to add the necessary keyword on demand.
  1. from the main menu, choose Database/Edit Current DBMS... 
  2. in the General tab, right-click Profile and choose Add Metaclasses... 
  3. click on the DatabasePackageProcedure selection box, then OK 
  4. right-click DatabasePackageProcedure and choose New->Extended Attribute 
  5. name the new attribute IsPipelined, use false as the default value and click Accept 
  6. in the tree-selection, go to Script/Objects/DB Package Procedure/Add 
  7. in the Value text-field, replace this existing code:

    %DBPKPROCTYPE% %DBPKPROC%[ (%DBPKPROCPARAM%)][ return %DBPKPROCRETURN%][ [.O:[as][is]]
    %DBPKPROCCODE%]

    with this one:

    %DBPKPROCTYPE% %DBPKPROC%[ (%DBPKPROCPARAM%)][ return %DBPKPROCRETURN%][%IsPipelined%? pipelined][ [.O:[as][is]]
    %DBPKPROCCODE%]

    and choose OK. The DBMS properties window will close and Powerdesigner will ask you to save the changes you just made - click Yes.
  8. open the appropriate database function and right-click to open it's properties
  9. activate the new IsPipelined attribute in the Extended Attributes tab for "pipelined" functions


Samstag, 18. Mai 2013

< +20.06% in three months of algo papertrading... >

Continuing our fully automated algorithmic trading system test, our paper account P&L rose to +20.06% from February, 11th to May, 17th - this amounts to a gain of around $20k in approximately three months.

Here is a screenshot of our paper account:


For comparison - during this time, the DJI made +9.73%, S&P 500 +9.85% and Nasdaq +9.60%.

Montag, 15. April 2013

< sample backtest equity curve >

Here is a backtested equity curve of our automated trading system since 2000, starting with $100k:


Mittwoch, 10. April 2013

< an outstanding trade >

Normally, our automatic trading system does not do day trading, but today was not normal:


The system bought FSLR at 27.53, then added tranches at 29.17, 31.78, 33.50, 37.00, 40.00 and was finally stopped out at 39.01 during a pull back - net gain for our paper account today with this trade: +$7023.61 - nice ;-)

Samstag, 9. März 2013

< +8.6% in four weeks of algo papertrading... >

From February, 11th to March, 8th (four weeks) my partner and I performed a test of our new fully automated algorithmic trading system with a 100k paper account at Interactive Brokers.

The algo was running completely unsupervised - no manual intervention was necessary.

During the four weeks of algorithmic papertrading, the P&L rose to +8.6% or +$8600 - sweet ;-)

P&L 1st week: +3.055%
P&L 2nd week: +5.893%
P&L 3rd week: +7.387%
P&L 4th week: +8.598%

For comparison - in this four weeks, the DJI made +2.89%, S&P 500 +2.19% and Nasdaq +1.62%.

Here is an official statement from the broker:


Here is a TWS screenshot showing the paper account:



We are currently looking for investors - want to know more?

Simply send me an email at agram66 (at) gmx (dot) de - pgp public key.