I would strongly encourage exploring the options mentioned here:
http://www.oanda.com/channels/business/ ... shtml#data
Also VERY interesting is the API discussed here:
http://fxtrade.oanda.com/fxtrade/api/index.shtml
Search found 13 matches
- Thu Apr 01, 2004 6:23 pm
- Forum: Forex
- Topic: Olsen / Oanda FX Data
- Replies: 0
- Views: 5375
- Thu Apr 01, 2004 6:11 pm
- Forum: Forex
- Topic: CSI Forex Data
- Replies: 11
- Views: 12897
I gave up on CSI forex data after many weeks of struggle. A long and very frustrating struggle. I am pro reuters these days. But finding a good data vedor for forex is the eternal challenge it seems. The pricing issues, data granularity and consistency issues.. it just goes on and on. I'd be curious...
- Thu Feb 05, 2004 9:43 pm
- Forum: Trader Psychology
- Topic: poll for character/temperament types
- Replies: 35
- Views: 60334
- Tue Jan 20, 2004 3:48 pm
- Forum: Testing and Simulation
- Topic: Stationarity
- Replies: 9
- Views: 11904
Good post. I've been doing some thinking recently about dynamic re-optimization. It seems that I've seen plenty of references to mechanical traders tweaking their systems slowly over time as the sweet spot for their systems drift. In his recent piece on optimization: http://www.tradingblox.com/artic...
- Mon Jan 19, 2004 12:37 am
- Forum: Testing and Simulation
- Topic: Historical Data
- Replies: 31
- Views: 33657
- Mon Jun 02, 2003 10:02 pm
- Forum: Forex
- Topic: VeriTrade Turtle Edition with Forex?
- Replies: 7
- Views: 9929
expensive indeed...
I had not gotten the scoop on cost from Olsen at the time of my original post. Hmmm..
Well, the book looks like a good read. Thanks for the recommendation.
Cheers,
Morgan
Well, the book looks like a good read. Thanks for the recommendation.
Cheers,
Morgan
- Tue Apr 29, 2003 1:00 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 68252
pencils and erasers
Sir G, The arguement I've always heard is that if you: A) Test your system with 2% risk per market 6% portfolio B) Trade three markets, pencils, erasers, and scissors C) Get three new buy signals and open a 2% position in each ****If pencils and erasers tend to historically move together (i.e. if yo...
- Tue Apr 29, 2003 12:22 am
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 68252
boredom...
Yes indeed Robert, That's the question I'm struggling with getting clear about. Is there real value to putting lots of time into correlation, or is it just my current way to keep stimulated when the actual work of trading is almost actuarial in feel? I'd love to hear any perspectives or research on ...
- Mon Apr 28, 2003 11:51 pm
- Forum: Testing and Simulation
- Topic: Portfolio Selection
- Replies: 57
- Views: 68252
Three pairs enough?
drm7 - On the "Whole Hog forex" question.... three pairs... hmm. I've put a *lot of time into hand cleaning ten years of spot FX daily price data from FXCM and then running correlation matrices in excel, and the simple answer seems to me that I would feel "comfortable" with more ...
- Mon Apr 28, 2003 11:29 pm
- Forum: Forex
- Topic: VeriTrade Turtle Edition with Forex?
- Replies: 7
- Views: 9929
Data and stuff..
To be honest, it's quite a struggle, and a big part of why I am teaching myself VB for Excel with the eventual goal of picking up some SQL skills as well. I've built a relatively solid spreadsheet that generates crossrates for most pairs on the fly, based on changing interest rates. but to be honest...
- Sun Apr 27, 2003 2:06 am
- Forum: Trader Psychology
- Topic: A Trader who took a chance
- Replies: 1
- Views: 4205
from the top to the bottom
Word.
Well, you about summed it up Sir G. I've been realizing more and more lately that it's really all smoke and mirrors until you clearly define the risk you can accept, and then put yourself out there.
You can't hit the ball without swingin' the bat.
-Morgan
Well, you about summed it up Sir G. I've been realizing more and more lately that it's really all smoke and mirrors until you clearly define the risk you can accept, and then put yourself out there.
You can't hit the ball without swingin' the bat.
-Morgan
- Fri Apr 25, 2003 5:33 pm
- Forum: Testing and Simulation
- Topic: Applying Creative Diversification to one's benefit
- Replies: 3
- Views: 5398
Timing and sizing of account additions/withdrawls?
As a newbie in the world of mechanical trading :? I'm really intrigued by the potential of applying some sort of logic to the timing/sizing of additions of more cash to my trading account from my savings that I keep in reserve. Is this the type of construct that you mean? Could you trade multiple su...
- Thu Apr 24, 2003 1:10 am
- Forum: Forex
- Topic: VeriTrade Turtle Edition with Forex?
- Replies: 7
- Views: 9929
VeriTrade Turtle Edition with Forex?
Anyone out there tried using VeriTrade for a spot Forex portfolio? Does it have the flexiblility to handle the unusual nature of margin as "good faith deposit" rather than a loan ? How about varying pip values, amongst different currency pairs, and especially over time as interest rates ch...