There is a way to reverse the edge: be the house BTW, roulette is not "random" in the strict sense (since it's based on Newtonian mechanics): url

S/R and TL on Randomized Price Movement

I will use FXCM or dbFX as my broker. They both have variable spread. If I store only the mid point I wouldn't know at what price to buy/sell. Also, before news, the spreads widen dramatically. 30 seconds before NFP/FOMC the spreads go to 20 points. ...

Veloce algo trading

Since the M1 data is built from the tick data, I can use M1 for most purposes. I store for each candle the real O H L C values for both the bid and the asks. So when I test I can truly work on real market prices. I have one more trick here: I added ...

Veloce algo trading

Thanks! I know that site. In fact if it wasn't for him, I wouldn't have found out that Dukascopy data is so good and so easy to download (the easiest to work with from my 4 tick sources).

Veloce algo trading

Generating M1 candles — In the last months I have downloaded tons of tick data. Over 2 billion ticks on 150 instruments (but some, like EUR/USD, are counted multiple times - once for each broker). The tick data occupies 11 GB in compressed ...

Veloce algo trading

Tick downloaders — My FXCM and Dukascopy tick downloaders working (click for full size): image The dbFX tick downloader is very similar to the FXCM one from above, since it's using the same API. Now the GAIN Capital (forex.com) history data ...

Veloce algo trading

url The rules for formulating standard currency pair notations result from accepted priorities attributed to each currency. From its inception in 1999 and as stipulated by the European Central Bank, the euro has first precedence as a base ...

Are pairs ever flipped?

I wanted to ask this in the original reply, but I'll ask here. Are you interested in Automated Trading or in making money with Automated Trading. Me, I was quite confused about this some time ago. But I eventually sorted it out

Systematic trading

Are you intending to do high frequency? My system is currently based on H4 data, and I will trade it manually for start. The computer will SMS me when it wants to enter/close a position and I'll do it from my mobile. This will allow me to double ...

Systematic trading

image image You don't need a paper to prove this. Just think about it. You need only as much data as required to statistically prove that your system is valid. The more frequent you trade, the less the required test period. There's also ...

Systematic trading

Like I said, I spent so much time on the tick infrastructure that I didn't get to play with the data yet. What I noticed is that they have the highest volume of ticks, around 30% more ticks than FXCM. They also have depth of market data, although I ...

Systematic trading

At my job we're using HBase (very similar to Hypertable). We successfully used it for storing hundreds of billions of rows. But you need a cluster for that. I want to use only my desktop (a beefy one), and without impairing it's normal use I ...

Systematic trading

Sorry, but I don't get why. I don't have data duplication. It's not like I have the same CustomerName in two different tables. But I'm no expert in DB modeling (for example I never learned the difference between first form and third form). Actually ...

Systematic trading

Yes, I thought about that, using memory mapped files, or even loading all the M1 data for a instrument in memory (around 70 MB, very manageable). You are right, I don't need SQL at all. All I want is a range-search-able array. I investigated HDF5 ...

Systematic trading

I'm aware of normalization. I need fast scanning (range search). If I store everything in one table I would have 60*24*5*53*5*100=190,800,000 rows for 5 years of M1 on 100 instruments. I don't want to go there with Postgres on a non-dedicated DB ...

Systematic trading

Could you give some details on you DB structure? I'm planning something like this: Candle (database) ____ FXCM (schema) ________ EUR_USD_M1 (table) ________ EUR_USD_M5 (table) ________ EUR_USD_H1 (table) ________ ......... ____ dbFX(schema) ________ ...

Systematic trading

MT4 is kind of useless for backtesting. It doesn't record the spread (which will allow you to trade under unrealistic assumptions on news releases for example). And you can't backtest non-candle data. No quant paper that I've read used candles. Food ...

Systematic trading

That used to be true. Today, NYSE is mostly a "TV prop set". All the real trading occurs electronically at other venues. Quote from url : Today, 36 percent of daily trades in stocks that are listed on the New York Stock Exchange are actually ...

KISS

Wormboy, what do you think about the HD2 in general? Is it a good phone? I heard it has software glitches. Do you have dropped calls or stuff like that? I've tried the FXCM mobile application in a Windows Mobile emulator, but it freezes quickly. Are ...

Best PDA Phone