Recent content by Rocko Bonaparte

I haven't doodled with commodities, so I am speaking somewhat from a position of ignorance--especially compared to the others who already posted. Regardless, don't you use margins in futures? If so, wouldn't you need some kind of stop-loss to prevent a margin call? I would suppose if you are...

This is an old thread, but it was mine, so I figured I should post what I did. Since I'm looking into using Oanda, I was able to access their REST API and slurp down some data as needed for analysis. It has their spread built in, but that's fine with me for verifying against their own platform.

I've asked about data providers before, but I have specific needs this time. For the EURUSD, I'm looking for 24-hour data at the resolution of 1 minute and less. I'm trying to get some data for the past few years to see how my current prototype crumbles. I am debating going from every minute...

Yeah I saw some old threads about creep brokerages. Something came up about one that allowed 1:500 leverage that was in Mauritius. Somebody brought up they work by slipping so badly handling your orders that you get royally screwed. I think I may take this discussion to the brokerage...

I guess I shouldn't be surprised people don't want to jump into the math. :p I was thinking I was probably correct, and that I should look into a brokerage charging on a spread. I see Oanda has an average spread of 1.2 pips. I figured out how to force Amibroker to add that as a premium to my...

I'm trying to figure out if my strategy is actually viable or if it gets cut to ribbons on commissions. I haven't actually traded forex yet, and I get caught up on the math. It's not so much the math itself but the terms that mix me up. I was trying to interpret Dukascopy's rates and came up...

I'm trying to understand how some of the math with margins goes when doing cross currency trades. I haven't found anything that goes into it, so I'm kind of at a loss. Assuming I start in USD, and I want to trade some X:Y pair, how are the lot sizes and margin rules handled? How should I...

I swear you guys deliberately try to take me out of context here: I did not write "strategy." I have been backtesting a strategy fine and plenty. I want to start executing mock orders and checking that I have the full flow working. It's integration testing. As much as possible I'd like to...

I don't think I wrote "strategy" there, just "something." I have given that plenty of testing, but I'd like to practice execution with it. At the least I don't have the order execution logic in place at all so I need something to try that. I also don't have a brokerage account yet since I'm...

I'm developing something I'd like to eventually try live, although I haven't even settled on a Broker yet. So in the meanwhile I thought I'd start focusing on trying to do execution using the FIX protocol, or at least have 1:1 mappings of the functions in that to what I'm trying to accomplish...

I'm a little more sane today, but it wasn't like I could smash through the scripts in Amibroker yet. What I was wondering though from inspection is if there's a way to get the bid/ask spread represented in Amibroker's backtester. I figured I'd look this up, but this thread itself, of all...