If I wanted to trade at the same time that your program is running, would I have to arrange a second login username?

MBT/EFX Quote Data

Development Update #1 — Both would be just fine with me . So after a few (maybe more ) hours of development, I've implemented an alpha version of the high/low distributions neural network. Its configuration is as follows: All nodes ...

Price Analysis with Neural Networks

Well, both my CHF and JPY options placed just above my SL have since paid out. Now if only I had calculated the hedge correctly

Using Oanda FXBoxOptions Profitably

Char, are you just using fann_randomize_weights? What are the weighting min and max? Actually, what do you think about posting a link to your dll's source so that people could make some updates to it? I'm working with the code right now to try to ...

Neural Network Trading, Serious people only!

Moving Forward — Charlinks has created a great FANN-MT4 communication layer at the following thread: url . Thanks, Char! I will be moving forward with the development of this NN-based price distribution forecaster using Char's implementation. ...

Price Analysis with Neural Networks

Charlinks, Looks great! I will definitely be doing some experimentation. The MT4-FANN integration was a pain last time I tried, but this should make it easier. Well done!

Neural Network Trading, Serious people only!

Most retail brokers keep trades in-house. That is, when you buy 10 lots USD/JPY, they are the ones selling them to you. Most of the time, there are others on the same broker that decide they want to sell USD/JPY, and the trades offset so that the ...

hedging one currency pair with another

FXBoxOptions my frigid Chicagoan ass

Using Oanda FXBoxOptions Profitably

EFX is essentially an IB to MB Trading, though both get their price feeds and clear through a service called 3DForex. I'm not sure who the big banks are that feed liquidity into the 3DForex price pool, but they do certainly operate in a pure ECN ...

THE ECN room.

Yeah, I guess GP is a practical application of GA theory. The machine learning book I'm most familiar with (Machine Learning by Tom Mitchell) treats every type of learning algorithm as a search method. So GP is the application of the GA search ...

Price Analysis with Neural Networks

Interesting idea. Without normalization, the distribution would be skewed towards whatever the long-term trend is. This would be fine if we were still in the same long-term trend, but not fine if the trend had changed recently. I suppose you could ...

Price Analysis with Neural Networks

I actually have given a little thought to this problem. I know from one of your PMs that you are interested in genetic algorithms. This might be a case where GAs could be quite useful in determining good ways to make use of the outputs of the neural ...

Price Analysis with Neural Networks

Output Target Function and Trading Philosophy Musings — Yes The "perfect trade" data you mentioned is actually what I spoke about in my second post in this journal. What you're talking about is targeting the future high and low for each ...

Price Analysis with Neural Networks

Thanks, Merlin (and capitalist). I appreciate it. Capitalist, you were spot on about the price analysis. Silly me, I totally forgot about that $55 purchase price! Should have known it was too good to be true. It looks like to create a profitable ...

Using Oanda FXBoxOptions Profitably

Updated (Superfluous?) Summary — Update for Merlin (and for accuracy). Changes are italicized. Hedging a trade is equivalent to taking a second trade opposite the trade, closing that second trade, and then closing the original trade. That ...

whats with this "hedging" thing??

Revised Outputs — Instead of converting the numerical value of the outputs to pip values, it would likely be preferable to instead output a sort of probability histogram. That is, for each time frame under consideration, have a set of outputs ...

Price Analysis with Neural Networks

I suppose. My interest was certainly renewed after seeing this in the MetaTrader Automated Trading Championship, but I originally began researching NNs and other machine learning techniques in relation to market analysis in late 2006. In addition, ...

Price Analysis with Neural Networks

Conclusion? — It seems like we've come to some consensus here then. I'm going to try to summarize briefly: First off, it seems fairly clear that, in terms of simple pip-by-pip accounting, hedging a trade is identical to reducing, eliminating, ...

whats with this "hedging" thing??