It seems you are concerned with execution, not prediction. In that case you might find it more productive to research execution algos, instead of going at this the round-about way. There are tons of papers on optimal order execution in limit order ...

Choppy market index: any good ideas?

Measure the "time" the price "stays" at each level. In the lower half you'll notice that much more time is "spent" in the "middle". Of course, it's hard to see with bars what really it's going on, since with a simple time shift (phase shift) you ...

Choppy market index: any good ideas?

So I presume that you wouldn't have a problem if all your charts stopped at 1 Jan 2014, because you never look at a weekly chart, and you never run a backtest over more than a year. I'm talking about level 2 data, which allows you for example to ...

picking up my new trading computer, can't wait

There's your problem right there. Using bars hides the movement from inside the bars, and skews your result. This is the instrument specific fitting I talked about.

Choppy market index: any good ideas?

Have you heard about HFT? And having DIFFERENT data allows me to do this (notice the huge OANDA news spreads): image or this (notice the forex.com delayed feed): image But the most important reason is so that I can add all the level 2 data ...

picking up my new trading computer, can't wait

Do a backtest. You'll see that the CPU usage goes to at most 25% on your computer. MT4 is unable to use more than one core.

picking up my new trading computer, can't wait

Some possible approaches I've seen, there are more. - measure the "energy" of the maximum absolute return at different "frequencies". When trending you'll have a lot of energy in the lower frequencies (weekly, daily, ...). - measure the coastal ...

Choppy market index: any good ideas?

I'm sure you're just making fun, but I'm small potatoes. The US stock market produces 1 TB of data PER DAY. Hedge funds have much more that than me at their disposal

picking up my new trading computer, can't wait

I receive 60 GB of level 2 FIX messages from FXCM daily, 20 GB from FXOpen, 2 GB from LMAX, 1 GB from Dukascopy, 1 GB from MB Trading, 1 GB from OANDA. In total I get around 85 GB of new level 1 or level 2 tick data PER DAY. I would consume those 6 ...

picking up my new trading computer, can't wait

You are aware that those $13K are WITHOUT the stands and monitors, right? Those 8 27" monitors and stands are going to cost at least another $3K, pushing you to $16K. My system cost me around $6K WITH the 12 monitors (albeit 24", not 28") and the 2 ...

picking up my new trading computer, can't wait

I have a very fast wired VDSL connection. I will try a different computer in a different city and report back.

FXCM Discussion

Welcome to the big boys club image Second table and another videocard for those 2 black screens next week.

picking up my new trading computer, can't wait

To clarify, I last used TS Web successfully 3 or 4 months ago. Then a few weeks ago, I tried it again, at it didn't work. But the problem could be older. There were various changes to my computer, however nothing else was impacted. Yes, Trading ...

FXCM Discussion

I'm using a desktop computer.

FXCM Discussion

And another study, this time from Poland. According to the study, about 81% of clients of forex brokers in Poland realized losses on their accounts, while 19% of the clients have achieved gains. The study encompassed results gathered between the 1st ...

95% Lose in FX is a Myth: % Profitability in the US last year

Nope, TS Web still not working for me. I do have the latest version of Flash installed - You have version 15,0,0,189 installed In case you didn't could you please also check from outside the FXCM internal corporate network?

FXCM Discussion

Can you please try and confirm that the web version of TS is still working? I've tried a few times in the last weeks to login, but the page never gets to the part where you enter your name and password, it remains stuck on the spinning loading ...

FXCM MT4 Good/Bad vs IBFX?

So you are saying that you knew that they were having latency problems. Dude, don't take us all for fools. You were using an arbitrage EA. Stop denying this and inventing ridiculous arguments for your trades. As for forex.com, I would never trade ...

Broker reverses $20K winning trades for alleged latency arbitrage

Oanda/FXCM feeds are the pretty much the same as Dukascopy. So if you wish, you can consider that it is Oanda/FXCM in the above picture instead of Dukas It doesn't work like that. Do this intentionally (as opposed to in error) or constantly and ...

Broker reverses $20K winning trades for alleged latency arbitrage

I have a lot of tick data from many brokers. Here is Forex.com tick data compared with Dukascopy, USD/CHF on 15 Oct 2014 13:30 -> 14:00 UTC (when you took the most trades according to the posted statement and shrike analysis). The Forex.com feed was ...

Broker reverses $20K winning trades for alleged latency arbitrage