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

dbFX data is also 0.00001. I don't have IB data. I'm not sure it's possible to download it for free. I will need to check that. Of course the real prices are close. But I did expect to have at least a few bad ticks hundred of pips away from the ...

Systematic trading

I finally found some time to compare the tick data of different brokers I have. The results are very encouraging, no difference was bigger than 20 pips (: While I have data from 4 brokers, I left out FXCM on this one (lack of time). First, 2009 with ...

Systematic trading

I happen to know the options that give maximum speed for VC++ and which one you use when. Spent one year at my previous job optimizing a piece of code and fighting for each 1% improvement. Learned the awesomeness of SSE, radix sort or custom memory ...

Systematic trading

Well, when I see 50 times speed improvements on C++ code between different compilers, I don't start to blame the optimizer in the slower one, instead I read it's manual to figure out how I could have configured it so wrong From the Eigen front ...

Systematic trading

I know what you mean. The Windows Task Scheduler is absolutely horrible. With crazy long descriptions of each setting, and useless settings like waiting for idle time or not running the task when on battery power. image image image image ...

Systematic trading

An order of magnitude? Really? Have you got any references for that? I know it's exactly the other way around. VC++ is well known for it's top notch optimizer (even without stuff like WPO and PGO). Here, I have a reference: url It seems that even ...

Systematic trading

I think a few posts back you said that you had a Linux box ready for your systems? Me, I've played a little with WPF together with IronPython. Very nice. Better than PyQT.

Systematic trading

MQL is the PHP of automated trading. What did you expect There was this joke with Hello World programs in various languages, and the PHP one was 50 lines long, with copy-pasted and commented out code.

code quality

MAs are a particular form of "smoothing functions" - url There are many more types of function which do the same thing, with various pros/cons each. You should choose the one which is best suited for your dataset. Unfortunatly, in retail forex SMA ...

Why Moving Average?

I was just curious since you said that your strategies would have worked profitably in the last 80 years, and I wanted to see if you have a "low" Sharpe (<1.2) as I would expect from such a long performing period.

Systematic trading

It should be easy to compute the Sharpe ratio with so many trades. Could you share it with us? Actually compared to equities, forex is quite small. There are something like 6 major pairs, 40 other important ones, and another 100 of exotics.

Systematic trading

This is the best data you can find, but it's very expensive - almost 11.000 euros for 3 years of EUR/USD as you can see in the picture. url They also sell compressed data (candles) much cheaper. BTW, they only lease the data (yes, you don't buy ...

Systematic trading

Unfortunately I'm not an UBS client. I have a script which downloads these reports. I collected all the reports after May 2009, but I would like to have at least one more year prior to that. So I'm searching for a place which keeps them for longer ...

Other source for UBS FX Research other than Oanda?

The reality is a little bit more complicated: This means that a good random number generator will also produce sequences that look nonrandom to the human eye (e.g., a series of ten rolls of six on our die) and which also fail any statistical tests ...

Can you tell with naked eyes?