Are those the ones the Rothschilds' use?

Measuring the 'edge' you get from a moving average

An excellent post!

Psychology in trading

Well f**k me, it actually works, this is IQFeed running under Wine in Ubuntu.

Systematic trading

This is what I did with MB, it works OK for Forex as there aren't so many markets, however, the DTN feed gives history on 500 different equities markets, I'd rather not have manage that amount of data. Edit: I did a little digging around on ET, ...

Systematic trading

I'd like to use Unix as this is what I'm currently using, however the DTN stuff is windows only. I did consider running it in a virtual box, but that just seems dodgy. How are you getting your data?

Systematic trading

I think that's where I'll end up, I'll start with TWS just to get the ball rolling as I already have a custom C++ TWS API client. Did you get your one to run 24/7? Edit: Also, does anybody have any good windows hosting recommendations?

Systematic trading

I share these dilemmas, but what other options are there? Unless you have a huge account it's either IB or MB.

Systematic trading

RoBiK, is correct, it's all their problem. The problem is basically that I send a 'new order' FIX message and they don't respond, once they don't respond my state is lost. When I was in the development phase I was assured that this was just because ...

Systematic trading

As I read it at the moment DTN has much more readably available history, IB's history goes back one year but you can only request so much of it at a time and one must be careful to 'pace' the requests so as not to overload the IB history service.

Systematic trading

How ironic, to be fair, their support is responsive and pleasant to deal with, but one feels that since the adoption of MT4, the reliability of their infrastructure has taken a nosedive.

Systematic trading

In an update, I think I'm going to be moving away MB, after writing them a somewhat angry email, I have received nothing but more hand waving. Here is the interesting thing though, which came out of the exchange, there is nobody at MB until 7:30 ...

Systematic trading

It was the ASP page, apparently nobody at MB was capable of using a browser to test it. It got fixed about an hour ago, for 10 hours it was broken, 8 hours ago I reported it. Magic stuff, they also applied a 'patch' to the FIX server to reject my ...

Systematic trading

I'm also rapidly reaching this conclusion, I have been unable to log on to their quote server for about 8 hours now, great stuff. They obviously treat their customers as the QA team.

Systematic trading

Here are the results of todays live forward test, with the EUR/USD & GBP/USD rules generated yesterday. Edit: ...of course MBs awesome FIX gateway sucked the big one at the end of the session when I tried to close the last trade, so you'll just have ...

Systematic trading

I'm also finding this as well, strange...I wonder what this implies? Is the EUR/USD more amenable to TA, on the face of it this would seem like a strange conclusion given that it is the most traded market and hence (according to common wisdom) ...

Systematic trading

Here is another one which completely bombs with exactly the same approach, why? I have no idea as of yet.

Systematic trading

That books looks good, I'll be checking that out. Anyway, here is another GA walk-forward for about the past 3 months. There is promise, but the system needs more refining, which I shall continue to do.

Systematic trading

GA Update, finding the aforementioned bug has forced me to completely reevaluate some of my optimization criteria. As it turns out, some of my criteria to prevent over-fitting where far too strict and actually having the reverse effect. I now have a ...

Systematic trading

I use this url . If you search though some of my posts, I bang on about it somewhere else if you are interested.

How do you gain, and measure, your trading system's statistical edge?

I dug up the post and re-read it, the spread was wrong. I never did come up with a good metric for comparing the trading costs in different markets. I guess one could use US dollar value or something similar.

Systematic trading