Oanda buys TradeStation's FX business: url

OANDA Discussion

Yes what you post is correct. This thread and the OP appear to have a clear commercial agenda based on a short visit to OP's website.

Interested in contrarian trading? Ask me!

Yes FXCM got caught with asymmetrical slippage and their hand was slapped, but Oanda was too cagy to be caught. Either Oanda changed its fill algorithm in light of the action against FXCM or cooked its books. Now the NFA requires symmetrical ...

Is anyone here an institutional trader?

What you describe applies (as far as I know) only to Oanda which uses market if touched (MIT) orders and calls them limit orders in FXTrade for manual entry. If you place trades through Oanda's API, a limit order is indeed a true limit order where ...

Is anyone here an institutional trader?

There is scientific research that backs up #1. Apparently our willpower decreases when blood glucose levels decline. The interesting thing about it is that willpower increases again when blood glucose levels are restored to normal levels. I'm just ...

Trader's Code

Good points. I just realized that I posted the 2nd reply to this thread in 2007 to this very old thread! And almost as surprising is that my reply way back then was somewhat sensible. In reply to that post and in reply to your post I decided to test ...

Why exactly do EMA crossover systems not work?

Isn't the denominator of the Sharpe ratio the standard deviation of returns? I'm not sure if I follow - replacing the standard deviation of returns in the denominator with the variance of returns turns the formula from Sharpe into Thorpe's ...

Automated trading algo generation

No, I agree with your points. Thanks for the clarification. If we have no variety between systems then the diversification effect is also be nullified. An example and an extension: If process A selects systems based on top performance while ...

Automated trading algo generation

Hi Tardigrade, appreciate your comments. I always felt Pairs with Beta was one of my better creations, so I'm glad you're getting some value out of it. I'm not active on the forum much but I'll drop by your thread to make a few comments.

One Way to Develop a Winning System

Hi algoTraderJo, thanks for taking the time to reply. Some of your thoughts jumped out at me: When you say "ensuring little variance in backtesting results" are you referring to variance of a single system's results or variance between multiple ...

Automated trading algo generation

Hi Copernicus, yes that's how I see it. Ideally you want models that are highly accurate (low bias) and with small dispersion (low variance) so they hit the target right in the center. P.S. I like that site because it has really good graphics that ...

Automated trading algo generation

AlgoTraderJo quoted from the other thread: Are we talking about bias in the statistical sense where high bias means high performance/accuracy and low bias means low performance/accuracy? I ask because it makes sense that to test for high bias you ...

Automated trading algo generation

I don't know why, but the premise of this thread sort of reminds me of a video I once saw. In the video a bunch of bears were fishing. But a few big bears stood off on either side waiting, even though there were fish everywhere that they could ...

Interested in 50% accuracy + 20SL/60TP entries

Yes using R, acf function.

Technical Analysis alone will not give you an edge

Hi, I used EURUSD 15 minute data so about 104 days worth with ~10K bars with a moving window of 100 bars for this example. I used the short period because computation time was a factor and I just wanted a quick test of the concept. Start and end ...

Technical Analysis alone will not give you an edge

the redlion, A couple of quick points: 1) It isn't possible to learn enough just from comparing distributions (cdfs) to determine anything with regards to random/nonrandom. 2) You highlighted the obvious difference in kurtosis between the price ...

Technical Analysis alone will not give you an edge

I'm not using cointegration in any of my strategies currently. The main difficulty I had was that while Engle-Granger or Johansen can find a stationary spread in history for various currency pairs, in the future the spread tends to drift far from ...

Dragon Riders GBP/JPY

Hi TheQuant, welcome to FF! I don't trade the GBP/JPY-GBP/USD spread but were you aware that assuming the special case of equal betas and numerator/denominator cancellations G/J-G/U = 0 equates to a more volatile version of USD/JPY? See: url for ...

Dragon Riders GBP/JPY

No problem, I see the quickstart page now, was wondering where that went: url Also kudos for highlighting some of the oddities of the terms. I guess there won't be any pip-hunting in my future. Good thing the terms don't mention "pip-banking."

OANDA Discussion

Naddmer, You're probably looking for the REST API which is free and easy to get started using (mostly automatic setup via the website), though you can compare and see what makes sense for you. The REST API may have a reference project already ...

OANDA Discussion