Search found 7 matches
- Wed Sep 15, 2004 12:03 pm
- Forum: Testing and Simulation
- Topic: A discussion about generating synthetic data ?
- Replies: 20
- Views: 19975
I think that the method Jake Carriker outlines above might be a useful way to test various correlation ideas. If we create the data so that the scrambling is the same across markets, the correlation of the markets will be maintained (eg. the 1987 crash will occur simultaneously across all markets, l...
- Wed Sep 01, 2004 2:46 pm
- Forum: Forex
- Topic: Backtesting a forex portfolio
- Replies: 17
- Views: 21586
- Mon Jun 28, 2004 10:02 am
- Forum: Forex
- Topic: Anyone Trading Oanda?
- Replies: 25
- Views: 44623
Ronny, I haven’t withdrawn any of my account, so I can’t help you with my personal experiences. From regularly reading the forums it seems that problems occasionally arise with withdrawals taking over a week, but I’ve never seen anyone claiming that they haven’t received their money. I did a...
- Thu Apr 22, 2004 3:52 pm
- Forum: Forex
- Topic: Anyone Trading Oanda?
- Replies: 25
- Views: 44623
- Thu Apr 22, 2004 11:45 am
- Forum: Forex
- Topic: Anyone Trading Oanda?
- Replies: 25
- Views: 44623
I use OANDA, for real trades on FXTrade and this is exactly how it works. The chart data correspond to midpoints. If EURUSD is trading 1.2000/02 then the chart shows 1.2001. As long as you remember to add the spread it’s no problem as far as I’m concerned. On each trade that my system produces I...
- Thu Apr 22, 2004 7:04 am
- Forum: Forex
- Topic: CSI Forex Data
- Replies: 11
- Views: 12867
I don’t think futures data is a solution. Even if you managed to convert the futures data into a reasonable approximation of spot using interest rates, you’d still have problems of differences in liquidity which can give differences in highs, lows and ranges. I think it’s best to get data that...
- Thu Apr 01, 2004 9:54 am
- Forum: Forex
- Topic: CSI Forex Data
- Replies: 11
- Views: 12867