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 ...

(binned per thread starter's request) Behind Price-Orderflow

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 ...

(binned per thread starter's request) Behind Price-Orderflow

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 ...

(binned per thread starter's request) Behind Price-Orderflow

aggregated market depth — Sure , I'm all for VWAP (and other volume derivatives), let alone aggregated market depth... Cheers buddy

(binned per thread starter's request) Behind Price-Orderflow

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?

(binned per thread starter's request) Behind Price-Orderflow

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, ...

(binned per thread starter's request) Behind Price-Orderflow

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” ...

(binned per thread starter's request) Behind Price-Orderflow

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 ...

A Quiz about Money Management

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) ...

MT4 mirroring & a Disaster Recovery Plan

So, what are you using to monitor the terminals? Are these the "recorded mouse gestures" you mentioned previusly or a third party software?

MT4 mirroring & a Disaster Recovery Plan

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 ...

MT4 mirroring & a Disaster Recovery Plan

I know that much :-)... My question was how do you analyze the text results of the ping command? Anything simple?

MT4 mirroring & a Disaster Recovery Plan

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?

MT4 mirroring & a Disaster Recovery Plan

COOL RR! Can you elaborate on the heartbeat mechanism? Do you also monitor the trading software or only the hardware platform?

MT4 mirroring & a Disaster Recovery Plan

professionally managed VPS — BTW, re professionally managed VPS, any recommendations? Thx much.

new library: LibGMT.mqh

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 ...

A Quiz about Money Management

The leverage aspect — come'on guys.. surely someone has an opinion..

A Quiz about Money Management

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 ...

A Quiz about Money Management

Great — Thanks MagnumFreak, The first thing I did is try it with negative bar values - and it seems to work. Thanks ,much.

MT4 - Extrapolation of price levels on a simple linear trend line