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

url Very good quality. You can get some scripts to download it and convert it to MT format here: url I have written my own scripts.

Does anyone got a reliable history-data?

I guess that settles it. C is the only programming language that should be learned. From OS kernel, to web-sites, everything should be written in C. After all, the Google search engine is written in C++. Google and Linus can't be wrong. We should ...

Object Oriented Programming

I'll just give you a Linus quote: "For example, I personally believe that Visual Basic did more for programming than Object-Oriented Languages did. Yet people laugh at VB and say it's a bad language, and they've been talking about OO languages for ...

Object Oriented Programming

MetaTrader it's a 32 bit application. It can only use 2 GB of your 16 GB of RAM. There is no way around this.

Should be an easy problem for an experienced programmer :)

Implied volatility can be extracted from option prices. Here's a sample of volatility (vol) based prediction: url The site seems to be down at the moment. Try later.

Using volatilities

Maybe to attract more professional coders, which see current MQL as a toy language? But it will still remain an easy to use but very limited proprietary language.

Object Oriented Programming

It's hard to explain without showing. Let's just say that it's much easier writing a large application like MetaTrader or Microsoft Word in C++ than in C. OOP allows you to do the same stuff in less lines of code, and in a standard way. You can ...

Object Oriented Programming

You still need to run the 2000 strategies to compute all the positions they will open. But it's an interesting idea, of saving only the positions. I'm not sure if it's an obvious idea, since I'm not doing data-mining.

Systematic trading

The basic skeleton in a C++ like language would be something like this: class BreakOutTradingSystem : public TradingSystem { public: // constructor BreakOutTradingSystem(string symbol, int stopLoss, double riskReward) { _riskReward = riskReward; ...

Object Oriented Programming

My employer let's me trade at work image

Show us your workstation!

Why would you use closed DD? I only use open DD. If you hit 100% open DD, you will be wiped out. And you will need to double you account to get back after a 50% open DD. It took me a while to intuitively understand that the only thing that matters ...

Systematic trading

There is a difference between Pascal/Ada/... being in theory able to be as fast as C++ and being in practice as fast as C++. Billions of dollars were spent on the optimizers in VC++/GCC. Just like CISC vs. RISC. RISC is faster in theory, but not in ...

Object Oriented Programming

I could argue that Haskell is even more complicated You are exaggerating here. Operating systems, 3D game engines, HFT trading software and in general any high-performance job is a good match for the power of C++, and you don't have many ...

Object Oriented Programming

That should be 21 years, not 21 days Seriously. C++ is a insanely complex language: url Some quotes: If you think C++ is not overly complicated, just what is a protected abstract virtual base pure virtual private destructor and when was the ...

Object Oriented Programming

Obligatory: url But soso does have a point

Object Oriented Programming