Currently I trade as UTC. Like I said, my future system will use non-linear time frames, and these take into account uniform DST, localized DST (there is a week in each year when EU is on DST, but US not) and even local bank holidays (ie: London is ...

Systematic trading

I fully agree with you. I did the delta-encoding scheme since it took too much before (minutes). The speed is nice since I want to simulate always with full tick data, just like the real system will trade. I tried to use RightEdge instead of writing ...

Systematic trading

I know I said I will not post here anymore. I gave it a little thought and I will just not disclose anymore edge improving techniques/papers since it seems that there isn't enough money for everybody in the FX market There are performance ...

Systematic trading

That's an interesting idea. But I would graph it like a volumetric surface. X/Y would be both of your 0-100 values (wick size). Z would be the number of candles in the future we try to predict and the color of the point would be based on the ...

Earn a Vouch - Find the Bug

I see that you know C++. You can download Dukascopy tick data from here and build your own M1 candles from it. They have data starting from 2007. It's quality is very good. url You can write a script to download the data automatically.

Reliable Historical Data?

If you'll trade with an unregulated broker, especially after being warned you'll deserve what will (potentially) happen to you. You'll save one-two pips here and there, but all the money in your account could be locked one day. Look-up Crown Forex, ...

Dukascopy

Who is your broker? Raise an issue with them. They should have logs and maybe they can see the IP. BTW: Are you sure this is not a broker trick? Are you with a regulated one?

Hacked account? Or just plain foolish mistake

You can see their live quotes here: url

dbFX (Deutsche Bank)

You still didn't quite answer the API question. I'm interested in connecting my automated trading system to your Currenex account. Is this possible? What conditions must I pass to get access to your API? Do I need more than $2000 in the account? Do ...

PFGBEST

Yes, I have obtained access to the API. Thanks.

MB Trading Futures - Introduction

I would also like to trade with them, but I'll wait until they get that license. Currently they are not regulated AT ALL: http://www.finma.ch/e/beaufsichtigte/Pages/bewilligungstraeger.aspx?name=dukascopy

Dukascopy

Justin, what are the conditions to access the MBT Quote API? I couldn't find them documented anywhere. Do you have to pay a setup fee like for the FIX API?

MB Trading Futures - Introduction

No, I've read that book, but it isn't it. It was a 20-30 page paper, but I haven't kept it since I'm not interested in that part of TA. I wish you guys best of luck. I'll stop posting here since it seems nobody is really interested in sharing stuff ...

Systematic trading

Another post for the last image (FF 5-image limit): image

Systematic trading

I've read a paper which defined in mathematical form basic TA patterns, and then proceeded to backtest them on daily equity data. The only one they found to have a significant statistical significance was the H&S pattern, but it was not very ...

Systematic trading

Hmm, what do you mean by a single trend? HHT is a frequency domain analysis, it will output multiple trends (cycles). So you can have a big trend down, and a smaller trend up.

Systematic trading

Slow to compute? Maybe for milisecond level trading. Besides, I bet a GPU can do wonders here, since HHT is just the computation of zillions of cubic splines, and I'm sure there are superfast algorithms for splines for GPU. What do you mean here by ...

Systematic trading

I am working with non-linear time frames for my higher frequency system. But it's not yet production ready. I don't do any pattern type TA (H&S, rising wedge, triangle,...), nor use trendlines or resistance/support, since they are hard to define in ...

Systematic trading

Very nice. Where do you get this papers? This is exactly the reason I'm trying to increase the frequency of my system. I'm trying to go from 1-3 trades per week (per instrument) to 5 per day. Long way to go till 10,000/day

Systematic trading

Well, I'm with you on this, my trading system is written in Python, with manual execution, so that I can double-check the market, to make sure it doesn't trade during a spike or something. I was just saying that I could understand wanting to use ...

Systematic trading