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

Has any of you traded live with Dukascopy? I like the fact that they have the most ticks of all the brokers I tested, and that they also offer 10 levels of market depth for each pair. But I don't like the fact that they don't seem to be FIFO, since ...

Systematic trading

In your explorations you can find multiple profitable systems - for example a trending one and a mean reversion one. By trading both at the same time you'll get in general a smoother ride. If you want some theory read about portofolio construction, ...

Systematic trading

Do yourself a favor and take a piece of paper and try to figure out how you can simulate hedging by using FIFO (ie, a non-hedging account). Hedging it's an illusion, an accounting trick, which would be ok, but you also pay more spread, which is not ...

Hedging retraces

I don't need to try anything, I already have my methods thank you. I'll let you try it and experience death by a thousand stops

100% profitable method - tight SL, and large TP

But do you know what the pros do? Then why aren't so many profitable? After all, this is a very simple thing to do

100% profitable method - tight SL, and large TP

95% of traders lose. 95% of the advice you'll get on this forum is from losers. The good advice will not be what the majority thinks it's good advice. For example, the majority "advice" is to have a positive risk-reward ratio (TP > SL). Maybe that's ...

100% profitable method - tight SL, and large TP

I talked with some people about hedging, and what I've seen is that in general they can't accept the idea that they were wrong. They must win, no matter what. Thus they "hedge". Of course, with such a mentality you won't get too far. Prospect_theory ...

What's the point of hedging?

Sounds like a very stupid idea to me for saving $20 Also, you'll pay overnight interest rate. If EURUSD stays rangebound you'll lose money while doing nothing and while locking in your trading margin. But it's your money :-p

Has anyone ever done this?

What do you think about this? The founder of Tradebot, in Kansas City, Mo., told students in 2008 that his firm typically held stocks for 11 seconds. Tradebot, one of the biggest high-frequency traders around, had not had a losing day in four years, ...

ok thats it!!! trading is more an art then a math algorithm

That's a very hard problem. Here's a "professional" solution: http://books.google.com/books?id=16xhmuRY-XwC&lpg=PP1&dq=high%20frequency%20trading&pg=PA82#v=onepage&q=high%20frequency%20trading&f=false Given the complexity of a full solution, I've ...

Systematic trading

No, I just heard a lot of good stuff about them. I was under the impression that they also do forex, but there's almost no mention of that on theirs site. I also browse various equity/futures forums/blogs, I might have heard of them in that context ...

Algorithmic Trading - Institutional Level

These people are excellent: url

Algorithmic Trading - Institutional Level

Why do you care about speed/slippage if you make at least 25 on the trade? I was never slipped more than 1 point.

Algorithmic Trading - Institutional Level

Here is a way to totally hide your EA. I believe it's foolish do do such a thing, but anyway: 1. Have one computer run your real EA on a demo account of your broker. 2. When the real EA wants to open/close an order, send it (using the DLL interface) ...

Dynamic (Magic Number) - Randomizing

Done. I was not aware it was disabled.

Veloce algo trading