Consolidating Data to Build Bars


Consolidators are used to combine data together from finer resolutions into larger ones. This can be useful for indicators with specific data requirements or to perform long term analysis in conjunction with short term signals. Consolidators should be constructed and setup in your Initialize() method; this ensures they are only initialized once. There are three […]


Harnessing the Twitter API for Sentiment Strategies


In this project we will be writing an application which downloads tweets from Twitter. We are continuing our journey leaning C#, as we started with our Yahoo Finance data downloader. Twitter has a REST API that allows us to  search for tweets, users, timelines, or even post new messages. We will use an incredible C# Twitter Library […]


Downloading Yahoo Finance Data with C#


The following post is the first in a series by Raul Pefaur on Learning C#. Over the last month Raul has taught himself C# with a variety of projects, tutorials and books which he will describe to help others on their journey to using C# for finance. Raul has a Master of Finance and lives in Santiago, […]