It depends on the point size, MB quotes are in 0.00001 increments for the EUR/USD.

Systematic trading

If you're making money with MT4, I'd just stick with it.

Systematic trading

Yeah, me to, I'm trying to work on ways of cutting down the amount of time it's taking, because as you correctly pick, it looks like the longer optimizations now work better.

Systematic trading

Yep, they are pretty bad, I've just completed a Interactive Brokers interface as a plan-b in case MB can't sort their shit out.

Systematic trading

Yep, I'm to the point now where if something works really well the first thing I ask myself is 'where is the mistake?'. What I'm finding now is that (surprise, surprise) longer optimizations work better, the runs now take forever. Mikkom, have you ...

Systematic trading

The lowest resolution data I have is 1 minute data, if I am testing on say 1 hour bars I use the 1 minute bars to form a 'quote stream' for activating stops and take profits. The bug was that the 1 minute bars where out of step with the higher ...

Systematic trading

I got an email last night from them asking me to 'give it a go again', but you are right, it's a pretty embarrassing problem. Nobody else actually seems to be using the thing, or so I assume by the relative silence on the yahoo group.

Systematic trading

I think you have him Leon, I'd like to jump in and say something pertinent, but every-time I try and read this thread my eyes start to glaze over at the sheer tonnage of bollicks which is talked within it. It seems like in this (and a couple of ...

A trader's edge - myth or reality?

Yeah, I know it could be faster, first I want to get it right! Some of the slowness is due to the fact that some of the things I am feeding into the GA are quite mathematically complex (matrix inversions etc.).

Systematic trading

LOL, just found a shocking bug, will repost the result of the same experiment when it is fixed (it takes a couple of days to complete a run).

Systematic trading

First of all, it's still a work in progress in terms of that I'm not ruling out there being some kind of mistake in the framework (I'm sure we have all been there). What I found with the optimization period is that longer optimizations don't always ...

Systematic trading

Tell me about it, I'm just glad I know C++ so well (the day job was good for something!). If you have a good grasp of C, C# isn't a million miles away, same control structures etc.

Systematic trading

NinjaTrader is actually quite good, it has a walk forward option and the back testing is customizable in some quiet interesting ways via writing classes in C#, this might be a good way of learning a bit of C#, the problem is going to be (I'm ...

Systematic trading

GA only.

Systematic trading

I think mikkom is correct, MC will not help you in this instance, MC is a good non-parametric way of determining the distribution of your results, however it tells you nothing about the future performance. You have come up against the limitations of ...

Systematic trading

So are you actually going to point us at some evidence for your statement?

why negative spread occur in Mbtf/currenex? But not in IB？

I was actually wondering this myself last night, I'd be interested in the answer.

why negative spread occur in Mbtf/currenex? But not in IB？

Why ask the question if you don't want to hear the answer?

Safest pair to trade?

It is about that time is it not?

Any Advice for a Beginner?

1. Ignore almost everything you read here, think for yourself, almost everything in trading can be worked though logically to a conclusion if you understand the concepts. 2. Trading is nothing more than a numbers game, are the numbers on your side? ...

Any Advice for a Beginner?