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It finds the most recent checkpoint and the machine uses that point as its most recent recovery data, thus eliminating the possibility of losing huge amounts of recently processed information So, the Session Layer may not be the most glamorous of the seven layers, but its functions are clearly important As far as standards go, the list is fairly sparse; see the ITU-T s X225 standard for the most comprehensive document on the subject After adding a header, layer five hands the steadily growing Protocol Data Unit, or PDU, down to the Transport Layer This is the point where we first enter the network Until now, all functions have been softwarebased and, in many cases, a function of the operating system.



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Gets the CultureInfo object representing the culture used by the current thread. Gets the CultureInfo object that represents the current culture used by the Resource Manager to look up culturespecific resources at runtime.

The Transport Layer s job is simple: to guarantee end-to-end, errorfree delivery of the entire transmitted message not bits, not frames or cells, not packets, but the entire message It does this by taking into account the nature and robustness of the underlying physical network over which the message is being transmitted, including the following characteristics:.

a pleasant, rather than an unpleasant, surprise. All of this boils down to the fact that when choosing a simulator, select one that has been carefully debugged, that has a proven track record of reliability, and in which the assumptions and handling of ambiguous situations are explicitly stated. In addition, learn the simulator s quirks and how to work around them.





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Class of service required Data transfer requirements User interface characteristics Connection management requirements Specific security concerns Network management and reporting status data

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If you are serious about developing sophisticated trading systems, need to work with large portfolios, or wish to perform tests using individual contracts or options, then buckle down, climb the learning curve, and go for an advanced simulator that employs a generic programming language such as the C++ or Object Pascal. Such a simulator will have an open architecture that provides access to an incredible selection of add-ons and libraries: technical analysis libraries, such as those from PM Labs (609-261-7357) and Scientific Consultant Services (516-6963333); and general numerical algorithm libraries, such as Numerical Recipes (800.872-7423), Numerical Algorithms Group (NAG) (44-1865.511.245), and International Mathematics and Statistics Library (IMSL), which cover statistics, linear algebra, spectral analysis, differential equations, and other mathematics. Even neural network and genetic algorithm libraries are readily available. Advanced simulators that employ generic programming languages also open up a world of third-party components and graphical controls which cover everything from sophisticated charting and data display to advanced database management, and which are compatible with Borland s C++ Builder and Delphi, as well as with Microsoft s Visual Basic and Visual C+ +. If your needs are somewhat less stringent, choose a complete, integrated solution Make sure the simulation language permits procedures residing in DLLs to be called when necessary. Be wary of products that are primarily charting tools with limited programming capabilities if your intention is to develop, back-test, and trade mechanical systems that go significantly beyond traditional or canned indicators.

There are two basic network types: dedicated and switched. We will examine each in turn before discussing Transport Layer protocols. Dedicated networks are exactly what the name implies: an always-on network resource, often dedicated to a specific customer, which provides

System.Globalization Defines the DateTimeFormatInfo object detailing the .DateTimeFormatInfo culturally appropriate format for converting dates and times to strings. string Gets the culture name in the format language (country/region) in the language of the localized version of .NET Framework. Gets the culture name in the format language (country/region) in English. As an example, culture enUS displays English (United States) as EnglishName. Gets the CultureInfo that is culture-independent (invariant). Gets the culture name in the format languagecodecountry/regioncode . As an example, culture en-US represents en-US as Name.

Downloaded from Digital Engineering Library @ McGraw-Hill (www.digitalengineeringlibrary.com) Copyright 2004 The McGraw-Hill Companies. All rights reserved. Any use is subject to the Terms of Use as given at the website.

We personally prefer simulators built using modern, object-oriented programming practices. One reason for our choice is that an object-oriented simulator makes it easy to create as many simulation instances or simulated accounts as might be desired. This is especially useful when simulating the behavior of a trading system on an entire portfolio of tradables (as is done in most tests in this book), rather than on a single instrument. An object-oriented simulator also comes in handy when building adaptive, self-optimizing systems where it is sometimes necessary to implement internal simulations. In addition, such software makes the construction of merasysrems (systems that trade in or out of the equity curves of other systems)

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