I've been building a database off of IdealPro's API and today had a buy stop get filled with 3 pips of slippage (on GBPUSD). I looked at the...
Really? What do they want? Will they invade Tokyo? S. Korea? China? I just don't think so. If they are not out for territorial gains then what...
I've got a couple of systems that backtest anywhere from 3-12 pips/trade and hope to soon validate some of the more promising ones. What kind...
First off - Happy Father's Day to all you dads... I can understand why stock prices appreciate. The underlying companies grow in terms of...
I developed a high frequency currency strategy based on data purchased from Olsen Associates. It works off of the price discovery process inherent...
Looks like Chuck LeBeau's site will start up again....
Does anyone here use Java to connect to IB's API? Is there any source code available or someone willing to share? At the moment I'm just...
I'm working on a high frequency trading system for the ER2. For any of you who have experience trading this contract could you suggest values for...
They say that 95% of us are not. I wonder what an ET poll will say.
Hi All, I'm working in Trade Station and developed a strategy that performs well against the "Handy & Harman" Gold Index. I'm new to gold and...
Does anyone do this? The CME's weather futures seem to have some VERY extreme price fluctuations. Looks like an interesting market to trade.
Saw a book the other day titled "Trim Tabs" and it explains what the author calls "Liquidity Theory". Seems to make sense. Does anybody here...
With so many threads discussing the many ways to avoid taxes (legitimately), I thought to add one in which I would discuss the reasons why I...
I'm posting this question rather than PM'ing as I assume others might be interested in the topic and answer: Also, I'd like to open this up to...
Hi Everyone, I am trying to build a long term volatility based asset allocation model. So here's my problem.. where do I get historical data...
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