Wallace kindly put up the link to OANDA recent spread history, which is worth commenting upon. Generally speaking OANDA's spread is very...
What you need to know about OANDA is that they 'flash-widen' their spread whenever there is a news event. Generally this only lasts for 45...
Yes, and along the same lines - many trade platforms do not provide bar data - just ticks - which means that if your analysis depends on say 5 min...
BGH I would agree that when you develop a standard for server to server communications, one would expect a time synchronisation function....
Personally, Iâm not aware of any FIX message that enables server synchronisation; certainly I do not believe the implementation Iâm working on...
Obviously it depends how you are doing your backtesting or analysis, but K Ratio is nothing more than a mathematical calculation, and therefore...
I've always preferred the Sortino ratio to Sharpe as the Sharpe Ratio unfairly (IMHO) penalizes upside (positive) volatility. That said, I...
Hi Guys, Hope I'm not breaking all etiquette here. A few know me from the OANDA forums, and from my futurestech.com.au website. I've been a...
There seems to be almost universal agreement that one has to use a percentage or unitized model, and that HWM's are reduced percentage-wise upon...
LOL! Yes, there are issues with all of this, and I'm going to take back my earlier comment about almost 'getting it'. Firstly, I think one of...
MGJ, Got it! Your figures agree exactly with what intuitively made sense to me, yet you have been able to provide a logical and consistent...
gnome, I could well be missing something here, but I'd have thought that even if a Unit Asset Value was calculated, the same issue arises?...
Maybe I should clarify what my initial thoughts are here: In the first case (deposits) the most logical answer seems to be 1,004,000 which is...
It's strange, but some things in this business seen flaming obvious on the surface, but when you scratch the surface, they are not! My...
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