Nice comeback!

Caution: Math Geek at Work

Yes with $50 OP should be trading 0.01 lot size but as a spectator I'm part rooting for the OP in spite of the odds, while part of me is here to watch a train wreck. Best of luck!

Double the Account... by Scalping

Good one Tony!

Central Banks & Big Players

Perhaps it's because most don't have an edge or think they do but really don't.

The law of attraction and trading

Or avoid the dodgy brokers but change the underlying strategy so you accept some directional risk with the potential for greater reward than just a pip or two. Perhaps I'm still an idealist but sites like Forex Factory should be filled with threads ...

My Own Broker Arbitrage

Highlighted some particularly interesting comments regarding the mechanics of the broker prices we see vs. the actual prices they receive from their suppliers. It doesn't even take 100 transactions in a single day to alert the broker. A consistent ...

My Own Broker Arbitrage

You are exactly right. Experience has shown that placing two limit orders (one buy / one sell - even in a forward testing environment) tends to accentuate the negative side of this strategy. When it doesn't work out, one side will get filled - the ...

My Own Broker Arbitrage

This sums up some of the issues I've been working with for some time. Depending on the goal of the strategy (straight arb or stat arb) some of the issues mentioned may or may not come into play. I've chosen to approach this problem from a more stat ...

My Own Broker Arbitrage

Think about what makes a dishonest market maker. They bucket all orders. Therefore they have an incentive to speed the process of busting out their clients, so they take an adversarial approach when the customer is making money. They also tend to ...

My Own Broker Arbitrage

If it is a market maker using MT4, there are many options available to covertly pick the customer's pockets. This is one of the most discussed options: (the only real defense is not to play their game) url If it is a true ECN broker who merely ...

My Own Broker Arbitrage

My take on this (from way in the back seat) is that some of the trades being taken are latency arbs (though unintended) that may not be feasible due to virtually simultaneous quote changing. The key word is 'virtually' as some quotes are actually ...

My Own Broker Arbitrage

Yes well, I'm mangling some code right now so touche'.

My Own Broker Arbitrage

nondisclosure basically covered the pseudo code for the slave, except just to clarify: double oldAsk=0; // module level double oldBid = 0; // module level // local routine level double newAsk=0; double newBid=0; //code here to retrieve bid & ask ...

My Own Broker Arbitrage

RR, I wrote up a bunch of ideas on what I consider a good architecture for this type of project but will forbear. I think the design is causing unnecessary bottlenecks by repeating unchanged data. If you only send changed data from the slaves to the ...

My Own Broker Arbitrage

Due to the CHF peg to the EUR there are now essentially two EUR/USD contracts. EUR/USD and a smoothed and inverted EUR (USD/CHF). GBP is also linked to the EUR but the band is wider so it isn't quite so noticeable on the shorter term when comparing ...

Correlation EUR/USD, USD/CHF, EUR/CHF (Humour me please... Thx)

Maybe I misread but are you reporting every quote every time or just the updated quotes? The former would seem to introduce an obvious bottleneck in the processing (trading script).

My Own Broker Arbitrage

Presumably you're using market orders? I found that #3 (broker personality) was quite a wild card and spent a lot of time on that one - tuning for the live server. I don't want to turn RR's thread into a help desk but just a couple of comments and ...

My Own Broker Arbitrage

Are your difficulties in demo or in live?

My Own Broker Arbitrage

To the last point, this is the reason I believe that speed alone with the straight arb isn't the answer to long term success. I'm working on the premise that an algorithmic stat arb approach is required to stick around more than three hands worth of ...

My Own Broker Arbitrage

I don't think you gain any benefit (other than for simple display), and have lots of minuses in running the master script within MT4. A simple console application functioning as the master would seem the way to overcome much/all of your ...

My Own Broker Arbitrage