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

That's highly debatable: url What would be the file object which has the read method as in the Python example I posted? Anyway, we're getting off-topic.

Object Oriented Programming

You can checkout some suggestions here: url Another tip I have for you: ditch PHP for your other projects (tick database, ...) and replace it with Python. Python is much more object-oriented that PHP, and it has a proper object-oriented paradigm, ...

Object Oriented Programming

IronPython + WPF = Much better than CPython + PyQT. At first I dissed WPF, because all the demos of it I've seen showed ridiculously skinned applications with videos streaming on buttons, fancy effects and shit like that. I wasn't convinced ...

Systematic trading

No, it has a variable spread, with 1.5 average as you stated. At this stage I'm not that interested in the best broker. They start at $25.000 accounts typically. I'm not there yet Also, my first strategy which I'm investigating has typical ...

Systematic trading

Since my time is limited, I investigated only the brokers which I would use for trading my account - big, regulated, with historic tick data and API usable from Python. MetaTrader brokers fail the tick data condition. Alpari looks ok, but I would ...

Systematic trading