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

I have investigated this. There are two main problems: 1. You can't use limit orders, only market orders (with TP and SL) 2. You can't set maximum slippage for market orders Other than that, it's usable. You can access the report website to see ...

Oanda automation scripts

In a few interviews with automated trading guys they said that they quickly cull non-performing algorithms. I don't believe it's disinformation. I'm sure they are aware of Parrondo's paradox. That being said, the paradox is real. If my research ...

Systematic trading

LOL. I do build my own computers. Here's something to get you started: url url I would recommend you start with one of the three configurations listed above and then customize based on your needs. The configurations are gaming oriented, so you ...

Systematic trading

What I'm currently thinking now that I've started working on the backtester... Using a MIDI controller for rapid strategy prototyping and chart navigation. image The controls would be mapped to various settings. For example, the last set of ...

Systematic trading

Automated Dukascopy data downloader: url

Bug with MT4 Historic Data on Simulator

Official confirmation: url

Dukascopy

url The old name for algo-trading

Systematic trading

You need a Java plugin installed in the browser. If you see the prices, but not the spread, it's because you need to compute it. Right click on the table, select "Setup columns" from the menu and make sure "Bid" and "Ask" are checked. Then you can ...

dbFX (Deutsche Bank)

You are using MT4 with dbFX? I wasn't aware that they offered it. It's not listed on their site.

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

url

Systematic trading

Interesting that thay are also using the FXCM "bucketshop" (FXCM Pro maybe?) for liquidity access:

Systematic trading

Well, this was one of the most informative things I've read about HFT. Which shows that there really isn't anything concrete written about it at all Gave me an idea to test also.

Systematic trading

Q&A with HFT guy. url

Systematic trading

You can get IFR at dbFX. Open a demo and login with the demo user/pass here: url You can then make a script which will login and download the data. image

Oanda FX news ....

Oanda has a site with news: http://atnabtu.com I'm not sure if this contains the FXNews you refer to. I already have scripts which download and process these research news: url

Oanda FX news ....