I post status updates here: url

Veloce algo trading

Sorry, but this is how this kind of languages work. Risk is an int with the value 1. "int 1 / int 100 = int 0" in C and similar languages like MQL. If you don't want to have this problems anymore use doubles. "double Risk = 1", ....

MQ4 is picky about brackets - Know any other quirks?

Come on, they are either executable or not. The platforms I listed are ESP 100% of the time. Some of them also provide different types of access if I recall correctly (RFQ for example).

Question on how price moves

In other words the quotes shown above are not executable. But there are venues which provide executable streaming prices - Hotspot, Lava, Integral, FXAll. They offer true liquidity instead of indicative liquidity like in the screenshot above.

Question on how price moves

Think a little bit more about this. On his system you can see 300 mil liquidity in 1 pip depth. On your system you see 100 mil in 10 pips. On my broker I can see 50 mil let's say. On Dukascopy ( url - right side) you can see 200 mil (not sure over ...

Question on how price moves

I find it funny how everybody assumes that for EUR/USD to move you need trillions of dollars, and how everybody ignores the pictures from the Oanda paper I posted where they (who are one of the first doing HFT - and also a huge dealer who should ...

Question on how price moves

The volatility can and is estimated every day by option traders. For example like this: url

Trailing Stop Expectancy - A Mathematical Problem

You are right, if you put a 100 mil order in one piece, you will be filled AND SLIPPED, because the HFT will pull the liquidity and repost it again at a higher price. After your order will be executed, they will push the market back or not, ...

Question on how price moves

The price of other banks will change DURING your order execution. You will be filled in multiple batches, and the HFT programs will arbitrage the various feed during this time. The moment the first part of your order is executed, the market depth ...

Question on how price moves

This is considered the best Dukas IB: url

Systematic trading

Well, I've decided to use exclusively tick data, and then compare the data from different brokers to filter spikes and ensure they match. That was a good idea, since this way I discovered that the timezone for FXCM and dbFX ticks changed from EST to ...

Bad historical data

You are confusing price with spread. Here are the actual GAIN ticks: 632283,"EUR/USD",2004-08-06 08:29:58,1.207000,1.207300,"D" 632292,"EUR/USD",2004-08-06 08:29:59,1.207200,1.207500,"D" 632416,"EUR/USD",2004-08-06 08:30:05,1.215100,1.215400,"D" ...

Bad historical data

That spike is real. Here's a look at M1 candles built from GAIN Capital tick data from that day. The event happened at 12:30 UTC, which given that it was a Friday and summer time (DST on) is very likely a NFP: image The other tick sources I have ...

Bad historical data

I've started implemented the modular aspect of the backtesting engine. When thinking about the design I quickly realized that it's much harder to do it with candles than with ticks, since for each node you would have to specify what value of the ...

Systematic trading

image It's being achieved by spending boatloads of money. url

Low Latency Computing?

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Open Market Operations...

This is a complicated issue. Basically because you have so little RAM, Windows can use very little of it for caching disk data which means that you will have much more swapping going on (delays). Windows 7 with 1 GB RAM is definitely a bad idea. Ok ...

FXCM active trader web price lag & slippage

Your screenshot shows that you are running Windows 7 with 1 GB or RAM. You are aware that this is the absolute minimum requirement for Windows 7, right?

FXCM active trader web price lag & slippage

Time for a little status update. I've finished implementing support for all timeframes except weekly and monthly in my backtester. It takes 1.5 sec to load a currency pair (most of that being LZMA decompression). Switching between timeframes after ...

Systematic trading

You should check before you speak. On their site they only list the typical spread. The actual one is variable. For example here: url (when the market will be open) if you don't want to download their software. ????????? DB is ALWAYS a market ...

Deutsche Bank FX (DBFX)...post experience!