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- Pdat100 replied Jul 9, 2010
study of price fluctuations between brokers — Ho sure. I'm not interested in Arbitraging brokers. I'm interested in differentiating between two different scenarios: a) Stop hunting spikes (induced by brokers by playing the spread - or a bit ...
- Pdat100 replied Jul 8, 2010
systematic study of price fluctuations between brokers — Well, I'm looking for some empirical results that might shed light on how far and how long a broker can push and maneuver price away from some theoretical temporal interbank average ...
- Pdat100 replied Jul 7, 2010
systematic study of price fluctuations between brokers — Here’s a practical question for all orederflow traders (wannabes, in-the-making and supreme-experts alike ). Anyone aware of a systematic study of price fluctuations between brokers ...
- Pdat100 replied Jul 7, 2010
aggregated market depth — Sure , I'm all for VWAP (and other volume derivatives), let alone aggregated market depth... Cheers buddy
- Pdat100 replied Jul 6, 2010
VWAP — Quote: The most common is f.e. VWAP I'm sorry - how do you get access to the required VWAP of the institution/s for accumulation/distribution of an asset? Seems I missed something. How can I PM you?
- Pdat100 replied Jul 6, 2010
Institutional Activity — Great Mr-Forex. Thanks for the clarifications. I totally understand the procedure (e.g. the Ambush algorithm, one of many). But based on your clarification I understand that you commit to the move regardless – in fact, ...
- Pdat100 replied Jul 6, 2010
institutional activity — Excellent post, Mr-Forex! So, BAML is soliciting potential institutional clients to use their algo based execution infra to enter and exit the market when in need for a big-size trade. When describing the “Ambush” ...
- Pdat100 replied Jun 15, 2010
The “multiple simultaneous markets” problem — @hanover, mbkennel, ForexQuant, at al, Took me some time indeed (:-) but finally found a useful reference for the “multiple simultaneous markets” problem. “The Original Turtle Trading Rules” (a 37 ...
- Pdat100 replied May 18, 2010
Impressive, RR! The architecture I have in mind is very similar with the exceptions that: a) I do not like to monitor the terminal / EA from “outside” (via recorded mouse gestures.) I prefer each Client Terminal / EA (both the Master and the Backup) ...
- Pdat100 replied May 18, 2010
So, what are you using to monitor the terminals? Are these the "recorded mouse gestures" you mentioned previusly or a third party software?
- Pdat100 replied May 18, 2010
Cool, RR you are absolutely correct. It is indeed simpler than I thought. Seems these three batch lines do the trick: set state=alive ping -n 1 %1 if errorlevel 1 set state=dead Yet, it still leaves uncovered an MT4 failure (hardware / network ...
- Pdat100 replied May 17, 2010
I know that much :-)... My question was how do you analyze the text results of the ping command? Anything simple?
- Pdat100 replied May 17, 2010
Very nice, and well thought out. Is there an elegant way to analyze the pinging batch script results? Better yet, is there a utility (dll?) that does that for you?
- Pdat100 replied May 17, 2010
COOL RR! Can you elaborate on the heartbeat mechanism? Do you also monitor the trading software or only the hardware platform?
- Pdat100 replied May 2, 2010
professionally managed VPS — BTW, re professionally managed VPS, any recommendations? Thx much.
- Pdat100 replied Apr 25, 2010
Position sizing — mbkennel - I meant the underlyings are correlated, but intuitively I agree it means little about the true correlation of trade results. In fact, I’m not sure I know how to define true correlation of trade results - let alone ...
- Pdat100 replied Apr 24, 2010
The leverage aspect — come'on guys.. surely someone has an opinion..
- Pdat100 replied Apr 23, 2010
The leverage aspect — If it’s OK with kk007 I'd like to leverage up the debate (pan intended) with an additional – albeit a more qualitative question. Let's assume that until now Trader A has only traded a single asset (F1) and that he is ...
- Pdat100 replied Feb 8, 2010
Great — Thanks MagnumFreak, The first thing I did is try it with negative bar values - and it seems to work. Thanks ,much.
- Pdat100 replied Jan 31, 2010
dukas — Why is banking license an issue?