Search found 13 matches

by forex_kid
Thu Apr 01, 2004 6:23 pm
Forum: Forex
Topic: Olsen / Oanda FX Data
Replies: 0
Views: 4832

Olsen / Oanda FX Data

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
by forex_kid
Thu Apr 01, 2004 6:11 pm
Forum: Forex
Topic: CSI Forex Data
Replies: 11
Views: 10698

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...
by forex_kid
Thu Feb 05, 2004 9:43 pm
Forum: Trader Psychology
Topic: poll for character/temperament types
Replies: 35
Views: 49082

INTJs are known as the "Systems Builders" of the types, perhaps in part because they possess the unusual trait combination of imagination and reliability. Whatever system an INTJ happens to be working on is for them the equivalent of a moral cause to an INFJ; both perfectionism and disregard for au...
by forex_kid
Tue Jan 20, 2004 3:48 pm
Forum: Testing and Simulation
Topic: Stationarity
Replies: 9
Views: 10230

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...
by forex_kid
Mon Jan 19, 2004 12:37 am
Forum: Testing and Simulation
Topic: Historical Data
Replies: 31
Views: 28364

Any Olsen Data users out there? http://www.olsendata.com/index.html?standard_datasets Looking at their page called "Forex Interval Data Pricing" under the "Historical Data" section leaves me with many questions about what people thing would be the most cost efficient parameters to choose for orderin...
by forex_kid
Mon Jun 02, 2003 10:02 pm
Forum: Forex
Topic: VeriTrade Turtle Edition with Forex?
Replies: 7
Views: 8350

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
by forex_kid
Tue Apr 29, 2003 1:00 am
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 57162

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...
by forex_kid
Tue Apr 29, 2003 12:22 am
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 57162

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 ...
by forex_kid
Mon Apr 28, 2003 11:51 pm
Forum: Testing and Simulation
Topic: Portfolio Selection
Replies: 57
Views: 57162

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 than 3 pairs. I'm us...
by forex_kid
Mon Apr 28, 2003 11:29 pm
Forum: Forex
Topic: VeriTrade Turtle Edition with Forex?
Replies: 7
Views: 8350

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...
by forex_kid
Sun Apr 27, 2003 2:06 am
Forum: Trader Psychology
Topic: A Trader who took a chance
Replies: 1
Views: 3639

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
by forex_kid
Fri Apr 25, 2003 5:33 pm
Forum: Testing and Simulation
Topic: Applying Creative Diversification to one's benefit
Replies: 3
Views: 4435

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...
by forex_kid
Thu Apr 24, 2003 1:10 am
Forum: Forex
Topic: VeriTrade Turtle Edition with Forex?
Replies: 7
Views: 8350

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 change? I'm ...