I've also investigated various back-testing platforms before deciding to roll my own. MT4 is one of the worse one. RightEdge is nice, you can write your own data plugin so that you can use your own ticks (I have tons of ticks downloaded from various ...

Systematic trading

The problem with a long straddle is that it loses money (the premiums) if the price doesn't move. And they are priced in such a way that the expected volatility is priced in (the implied volatility), so in general you can't win unless you have a ...

Options trading - Guaranteed Profits even for Newbies?

I believe returning 0 is worse than just crashing. Dividing something by zero should return infinite if anything at all or the largest possible value (LONG_MAX, FLT_MAX), not zero. How do you know it's a benign error? Maybe because returning 0 the ...

Note to programmers: Division by zero errors

Guess what broker you'll probably be using if buying the robot from them? And guess what kind of leverage will people be using knowing that it's a proven robot. It will be very tempting to fade or spike the robot... BTW, their own robots are ...

Forex Robot World Cup?

If you'd read their 60 page contract, you'll see that yes, you can lose more than your account. BTW, even brokers which say that you can't (like FXCM), only guarantee this in "normal" market conditions. Under "Force Majeure" you can remain in debt ...

Alpari UK enormous spread

I have investigated it for tick storage and found it sub-optimal (at least for me). The main issue is that it's designed for massive data which does not change. Meaning that you must specify the size of the array (ie: 4 mil ticks). Adding new ticks ...

HDF5 for Tick Data

Yep, it was an intervention. url BTW, EUR/CHF is known for interventions (even 400 pip jumps in a few minutes), so trading it with such leverage that a 200 pip move wipes you is not a wise thing to do.

Alpari UK enormous spread

Here's what Olsen, (the firm owning Oanda) said yesterday: url Others say it was a swiss intervention. Maybe events like these will teach people that "hedging" doesn't hedge anything

Alpari UK enormous spread

I have downloaded the ticks of both FXCM and DBFX using their API (it's the same one). What I can say is that they have different tick counts in each day, different spreads and different tick values. I don't know what the relationship is between ...

DBFX - anyone trade with them?

Here's how: url

pattern matching

All you need is the logic/math/whatever from inside it. A good programmer will rewrite the decompiled code in a nice way. Then a good trader will try to understand the system behind it - SR, indicators, statistics, .... You are also right. If the ...

Expert Advisor Decompilation Protection

You need what's known as an "unpacker". There are many out there, with various capabilities. These guys can probably do it (freely or for money) url

Expert Advisor Decompilation Protection

If the algo is worth anything at all it will be reversed engineered. Will take a while, and will require specialized people, but again, if it's worth it it will be done. Think of how crackers reverse engineer software protections of key generation ...

Expert Advisor Decompilation Protection

A book I've read (can't remember which) recommended at least a hundred transactions for each independent variable you can adjust. So if you optimize 4 variables, you would need 400 forward transactions. Obviously, the more the EA trades the shorter ...

Correlation trading

Have you tried GARCH? I've always felt that it would be important to really understand it, but I don't have the time to learn the math right now.

magic shift

It's called url But Misiacyk image was wrong about something - EUR/JPY it's actually a real pair, not a synthetic one.

Correlation trading

That's why I'm using FXCM data, since I plan on dealing with them. That's also why I'm still not using the Dukascopy tick data, even if it seems better, because I don't think that they are as regulated as a UK broker. However, for slower types of ...

Tick Database Version 2

From my searches this is considered the highest quality FOREX tick data available. url Check out the price for 3 years of EUR/USD tick data. BTW, you can only get tick-level data if your an institution, they don't sell to individuals (probably ...

Tick Database Version 2

I'm no expert either, but for some volatility computations it could be useful (ie, a 5 pip increase in 3 ticks in 20 ms is different from a 5 pip increase in 3 ticks in 800 ms). On the other hand if you need this kind of information, you probably ...

Tick Database Version 2