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

It wouldn't be fair to offer this only to MT4 EAs. Order2Go based EAs would also benefit from finer risk management.

FXCM Discussion

Is it possible to request micro lots be enabled for a standard TradeStation account? Is Order2Go usable with a ActiveTrader account?

FXCM Discussion

Here, let me help. There's this concept called "event trading", or "news trading" as retail calls it. You'd be surprised to know how well this can work, even with a "bucket-shop" like FXCM. You can call this HFT, and it is HFT for the big boys. Me, ...

FXCM Discussion

And by me saying that it can't hurt to be close to your broker servers you imply that I will be doing HFT, because obviously in your little mind that's the only possible reason why somebody would want low-latency market access. I see that you've ...

FXCM Discussion

Are you blind or something? Or you just skipped school and are a little reading impaired. What part of "I don't believe it's possible to do HFT with FXCM" are you having trouble with?

FXCM Discussion

My concern was about latency. While I don't believe it's possible to do HFT with FXCM, it certainly can't hurt to be close to your broker servers. PIPConnect.com only has servers in NY, so I guess that you are also there. Let me rephrase my ...

FXCM Discussion

Jason, I know you offer VPS hosting of EAs in the FXCM data center. Do you have such an offer for Order2Go API based automated trading systems? And where is the data-center for the FXCM.CO.UK accounts located? London or New York? I would assume that ...

FXCM Discussion