Maybe you don't. I do. I have accounts at FXCM, LMAX and Dukascopy and collect live ticks through APIs. So it's very easy to compare market data and executions for me. image

FXCM to lower spread

Is the 50 mil requirement round-trip? If I open a 1 mil trade and then close it, is that counted as 1 mil or as 2 mil in regards to the above volume requirement?

FXCM to lower spread

Will these spread reductions also happen for Active Trader accounts?

FXCM to lower spread

To quote you from 2009: Well, maybe now you understand why they didn't want to be regulated You traded with a broker that you knew that it seek to avoid regulation, and who tried to illegally offer Forex in US, so you should not be surprised that ...

The Collective FX Recovery Effort

Yes, it's a good idea to record ticks as you received them and backtest on them. Because brokers filter spikes from historical ticks, thus if you use them for backtesting you will test on a really clean feed, but then when you deploy to production ...

Preferred Timeframe for Trading

Sure, I know that traders don't lose because of the TF. But it's still very funny that you and others are interested in what the majority of traders are doing - what TF, what methods, what indicators, etc etc. There only thing that you could learn ...

Preferred Timeframe for Trading

Ha ha, this is golden. Let's see. Most traders are losers, and most traders use H4. Yeah, let's all use H4.

Preferred Timeframe for Trading

Have you traded any real money binary options with them? If yes, what's your experience, would you recommend them?

Adjustments when trading binary options? - Dukascopy Competition

As someone who was paid big salaries in the last 8 years to write C++/Java or Python code for well known companies I can tell you that what you wrote above is non-sense. But this is not a place to go into a technical discussion about how computers ...

Statistical mean of the market [quant corner]

I have updated the graph as you requested, counting only "D1" and not counting "daily". But this is underrepresented, nobody says "I trade D1". All I've seen say "I trade the daily chart". image

Preferred Timeframe for Trading

That's not quite right. Loading all the info versus streaming doesn't affect speed/time, it only affects memory requirements. If you load 1 GB file in memory, your process will consume 1 GB of RAM. But if you stream a 1 GB file through memory, you ...

Statistical mean of the market [quant corner]

I think it's more the unbelivable slow speed of MT4 back-testing. I do my backtests in Python, and for example a simple strategy on one instrument takes 5 min to backtest on two years of ticks. Real market ticks (more than 50K ticks per day), not ...

Statistical mean of the market [quant corner]

I've redone my analysis of FF content, and I've included non-MT4 TFs like M2, M3, H8, Kagi or Renko. As expected, pretty much everybody uses MT4, since non-MT4 timeframes like H8 are almost unused. Renko however is pretty popular, almost as used as ...

Preferred Timeframe for Trading

That line of reasoning is wrong. The sum is greater then the parts. See the great Larry Summers make fun of your line of reasoning taken to extreme. 30 sec from 9:00 video

Preferred Timeframe for Trading

You don't need to trade options. The idea that if you need a volatility/SD estimation, the best you can find are the IV prices. Much better than ATR/GARCH/or custom MA. That's what I'm using when I need to estimate where to put a volatility based ...

Preferred Timeframe for Trading

I'm not sure you understood, so I'll say it again: implied volatility IS THE SD FORCAST on a week by week basis to the best of the whole market knowledge (ie: everything that might affect the SD is priced in). So the SD needs not to be forecasted, ...

Preferred Timeframe for Trading

I have a feeling that you didn't really understood heteroschedasticity. It has nothing to do with the mean, but with the variance. And the market is heteroschedastic only in wall-clock time. In trade time it is not, so you can get rid of ...

Preferred Timeframe for Trading

Really? The moving averages (filters) in the first two pictures are clearly drawn by hand in Paint. You can see the pixels overlap, or the missing pixels where you weren't careful enough. But if you insist that they are real, congrats, you'll be a ...

Statistical mean of the market [quant corner]

As for me, I'm using non-linear time-frames, but which are linear in average volatility (ie - time flows at the speed of volatility). They are somewhat similar to Renko/ConstantRangeBar that were mentioned here. But mine are 100% tick based, and ...

Preferred Timeframe for Trading

I have downloaded the whole forex factory forum content (all the threads, all the posts) two months ago, so I thought it would be fun to go through the content and count how many times each time-frame is mentioned. This is what I searched for: COUNT ...

Preferred Timeframe for Trading