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

I would not trade it because of these two statistics: Total trades: 60 Maximal drawdown: 36.40% 60 trades in 5 months is too little for such a drawdown-ish EA. I would not risk my money on it. If it were 60 trades in 1 month I would test it more ...

Would you use this optimization this month?

Please post at least the total number of trades the EA took during this period, the winning/losing trade percentage, what was the average win, what was the average loss and what was the maximum drawdown. Also, why did you tested only until Dec 09? ...

Would you use this optimization this month?

They are talking about milisecond and microsecond level trading. BTW, they are talking about ticks, not bars. 1-second and 5-second are bars, not ticks. Google for "ticker plant" if you want to know how they collect/store/distribute the data.

High Frequency Trading!

Does retail have the cash to buy a $800K ultra low-latency router? I know people working for HFT firms which have this kind of hardware. Does retail use specialized linux kernels with rewritten networks stacks, which squeeze a few more microseconds? ...

High Frequency Trading!

The software I write is just for me. It's not sold on the net, and it doesn't need to run on an Atom netbook. I do optimize my high frequency routines. The code I wrote to convert ticks to bars is in C++. The initial Python version was 100 times ...

Object Oriented Programming