There's another thing. Almost all retail brokers (FXCM, Alpari, dbFX, Oanda) have something like this in theirs client agreement: "You are not allowed to do latency arbitrage with us. If you deal on prices which are old, we are allowed to take all ...

Broker Arbitrage

Busted Yeah, I know the kind. Vim lovers. I love making fun of them when I catch them using GUIs like GitX instead of the lovely git command line.

Trading Prerequisites - Doing it Right

More or less, couldn't help notice that startswith and endswith which I mentioned are missing I understand your point and agree partially. The Microsoft eco-system is wonderfully integrated. And it's true, the Python debuggers are not comparable ...

Trading Prerequisites - Doing it Right

It's hard to explain in a few lines. I'm sure you've already experienced something similar. I bet that you are more productive in C#, am I right? The .NET Framework has a lot of functionality with a common interface, which is not true in C++. For ...

Trading Prerequisites - Doing it Right

Guys, you can SEE the stops on Oanda: url Look at this video that I've made (click to go to YouTube and view full-screen in 720p). You can see some BEAUTIFUL stop hunts going on (the price attacks the thick red/green line which are clustered ...

Order Flow - Finding cluster of stops on chart

I read data from my own tick/candle data store in Python and then convert the data to a R vector and continue processing it in R. The processed result (for example an EMA(50) from the data) I can convert back to a Python vector (actually .NET to be ...

Trading Prerequisites - Doing it Right

I wish. No, R code (thus RCpp) doesn't compile under Visual Studio - it has too many GCC dependencies, so it's built on Windows using MinGW. I load the R.dll dynamically with LoadLibrary (think dlopen) and get the pointer to the required functions ...

Trading Prerequisites - Doing it Right

WPF (the new Microsoft GUI framework) is much easier to use from IronPython than from C# (my opinion). This GUI (the Veloce window) is written by me. 95% it's (Iron)Python. You can see that it has integrated R and Python interpreters. The only C# ...

Trading Prerequisites - Doing it Right

But you said that Java is can be much faster. How come in the real world is much slower? And why aren't the Java programmers offended by such bad benchmark implementations which give theirs language a bad name? And I guess you didn't heard of ...

Snowballs and the anti-grid

I can give you a simple system with 99%+ failure rate: click buy, then click sell IMMEDIATELY Replace sell with close in a non-FIFO account. But you are right in principle: any 99% failure rate system which doesn't lose strictly because ...

How to keep in faith with a statistically profitable system?

Scotty, I would recommend that you first learn R, then if that is not enough Python. My advice is against learning something like Java/C#/C++. Start with R. Get a GUI. The default one (RGui) is a joke - not even syntax highlighting. Unfortunately, I ...

Trading Prerequisites - Doing it Right

The myth is on you. Yes, in theory, a JIT compiler can do more magic than a static compiler, but this is just IN THEORY. In practice, Java is much slower because no JVM yet implemented these THEORETICAL optimizations. And C++ compilers are not ...

Snowballs and the anti-grid

Those are the spreads on the Integral ECN. You would have to pay a commission on top of that.

Windows Vista/7 desktop widget with realtime Forex rates - anybody interested?

When I talked about professional traders I meant people working for banks or using institutional trading platforms like autobahn FX, which don't support hedging. Hedging was invented by the retail world. I thought that your problem was that pipEASY ...

Synthetic Hedging

You seem to have no problem working with a netting account. So why do you insist in going back to a non-FIFO account? You do realize that no professional trader uses this sort of same pair "hedging". In working with a spread-sheet with many entires ...

Synthetic Hedging

I agree with what you say, Bloomberg is not really useful for retail traders (unless you are the son of a Saudi Arabia prince) But don't forget that the $1,500 per month also includes a lot of data feeds. All in a common format which you don't ...

Bloomberg Launchpad

What happens for the $900 mil order also happens for the $10K order And here's another insight - the MetaTrader Strategy Tester is totally broken, as can be seen from this test. It's broken in a thousand way. But that won't stop you from using ...

Thinking Outside the Box!?!

One of them can stay fixed, but not both of them at the same time. At any given moment, when one of these three pairs moves, at least one more from them must move. Of course, this is just theory Depends on broker, and other issues

Can EURGBP move independently of GBPUSD and EURUSD?

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Highest volume trading hours?

So the last order is a 4 pip scalp for $900 mil. Obviously, you can fill that amount with zero slippage. No sweat at all. Please keep us posted.

Thinking Outside the Box!?!