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95% losers - Fact or Fiction?

Here's how the academic papers and market micro-structure books explain the divergence: Dealers come to work in the morning and have to: 1. execute client orders which accumulated during the night or which are passed in as clients come to work also. ...

Systematic trading

Try right-clicking on the link and choosing "Save Target As..."

Systematic trading

Not sure how useful it is. Quite math heavy. url

Systematic trading

Now available on the widget site: url

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

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Show us your workstation!

To do what with it inside MQL? I don't think you can replace the broker candles. You could use it to double-check quotes in an EA, so that you can avoid trading on spikes. Did you have something like this in mind?

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

Here it is: url

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

I downloaded the Excel file and looked at it. You are correct that MM doesn't change the expectancy. I agree with that. But this is not what I've said. I think that we are talking about two different issues. What I'm saying is this: Assume that I ...

help modification of an EA very profitable

Sorry for misunderstanding you. Yes, it doesn't provide an edge. But it makes the difference between getting 1% or getting 10% annually from your edge. You make it sound like people should not worry about finding an optimum MM at all. I hope this is ...

help modification of an EA very profitable

For those asking, the images I posted were from this book: url

help modification of an EA very profitable

I believe in math. Math shows that FIFO and hedging are the same thing, except the extra spread you pay when hedging. I wrote all the formulas on paper and checked them myself. I also believed that you couldn't replicate a longer system holding a ...

help modification of an EA very profitable

Martingale like techniques can be useful, but you have to know what you're doing. First, they should be employed only in relation with another statistical edge, like hanover says. I have an experiment proposal for you. You said that you couldn't ...

help modification of an EA very profitable

I've been thinking about playing with synthetics. Have you done something in this area? I want to create baskets which maximize certain patterns (more towards quant style analysis). For example EUR/USD - S&P 500 should generate something more ...

Hedging calculation

Well, there is no need to pay the "enterprise tax" and buy a Tesla yet. You can use you own desktop video card for prototyping a GPU-based NN. I did try using OpenCL for tick filtering and converting ticks to candles, and while it worked and it was ...

Any good hardware guys here?

Programming GPUs is serious shit. You really need to understand their memory model if you really want to get that TFLOPS performance. Use them in a naive way and it will be slower than a CPU. I'm sure you know they can't be used directly from MQL. ...

Any good hardware guys here?

Implemented basic charting in my backtester. For now only D1 works, since I haven't yet reintegrated the old tick -> candle convertor I had. My tick storage keeps in each daily tick file header the OHLC bid/ask info for the day, and I use that. For ...

Systematic trading

A new gaming method, overload the competition ( url ): What benefit could there be to whomever is generating these extremely high quote rates? After thoughtful analysis, we can only think of one. Competition between HFT systems today has reached the ...

Systematic trading

Think about what you are saying. You gave your own answer. You say you know more than most people here. But you don't want to share this information with less informed people. At the same time, you want to talk with people with even more knowledge ...

Once you have plateaued...Where do ya go?

I also thought about that. The problem is that Oanda is quite famous for it's frequent down times, especially during fast markets. And they don't have a phone dealing desk. So you are totally out if you can't connect.

Oanda automation scripts