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I think Dinn13 and LeeD are generally correct. I'm not on these sites very often but I'll use NP, and some of the R blogs on occasion for quant-related questions or just to see what the current topics are. There are some systematic guys on those sites but it's not a community that shares much...

I've used a trous wavelets, redundant Haar, HMA, looked at JMA. It didn't seem any different than a redundant Haar wavelet. Honestly, after a lot of effort I couldn't find a reason to smooth anything. Price has the most information so why would I strip out the information? In that...

Maybe they are using all of those things to great effect. But, it's brought to you by the same team that could have dominated C# trading system development for both retail and institutional but botched it big time. Perhaps they'll just end up educating their competitors like they did the last...

It looks like OQ has a new product in beta called visual quant. Here's the link: http://www.smartquant.com/visualquant/

Thx for that. I didn't know that you could get MktReplay files from the NT server. It's unlikely that I'll have a chance to use it but at least I know it's feasible. W/o a way to fill in missing data and w/NT6.5 it didn't make much sense at the time but it seems like a better proposition now.

@cunparis, How do you use Market Replay and trade on the same PC? I haven't tried it since NT 6.5. It looks like an interesting feature but I'd need to collect quite bit of historical data w/o outages. It seemed that running the data collection for Market Replay slows the platform...

@drm7, Thx for those 2 names. I'll check them out. I'm not too concerned about charts. I'd probably use sthg 3rd party and I don't really use charts in real-time.

@bstay, I'll check out the threads for FXCM and Interactive Brokers. Thx for the links. With FXCM I should expect the extra pip since that's how they get paid. I'd expect whatever their "Active Trader" spreads are. I haven't looked at IB for awhile but I recall that they pay lower carry...

@mickmak, I'm not even going to bother to ask Gain. I know they'll just spend 1/2 hr+ jerking me around. So, I've learned my lesson working with dealers. My only choice is a 100% agency firm otherwise I'm just wasting my time. I've already started making calls. Thanks for your...

@bstay, In effect, my dealer customer agreement says the same thing, but the statement is opaque. Gain says that they will make their "best efforts" to execute customer orders. I had interpreted that to mean short of an Act of God that they would fill a market order. Apparently, Gain...

I think "volatility" was the lazy answer given to me by the 21 yr old girl who picked up the phone. I'm sure that's the canned response that she was instructed to give. I hung up on her when she gave me that answer b/c I figured they weren't taking my complaint seriously w/such an inane...

@mickmak, I'd like to know, too. I was unfamiliar w/requoting until this thread and I'm still not entirely sure what it includes and excludes. But, I'm totally perplexed as to why a dealer would reject a market order and cite "volatility" as the reason. I'm the one taking the risk w/a market...

Red, Perhaps if your strategy is simple enough then you won't have any problems w/tick data and NT7. My code contains several loops and maybe this is part of the problem. All I know is that when I run it on time bars the strategy tests quickly but it does not w/tick bar data. For me, a...

@cunparis I totally agree. I thought OQ was dead. Almost no activity on the forum. They had me sign an NDA to test a new product a few months ago but they never followed through. For the price you really cant beat NT's support. If you really get stuck they'll even arrange a call and...

Yes, that's true. NT only allows connections to certain brokers and data feeds. With the brokers I'm pretty sure that's how NT gets paid. NT seems to be very diligent about fixing bugs. Every new release lists the bug fixes that have been made. NT7 is somewhat different than NT6.5. There...

Since the last post I've only been working w/NT7 (64-bit) and previous versions of NT. Here's what I can tell you after 7-8 months of using NT7: 1) It has never crashed on me in live auto trading. The old memory bloat issues seem to have dissipated. No need to reboot every 2-3 days. Now...

Thx. I just need to figure out who is retail and agency. There's no point on moving to another dealer.

@bstay, Fair enough. Now that I've been on the receiving end of a "requote" and learned a little about that here I was hoping to find out who the reputable forex brokers were. I'm hoping that IAB may be one. I'm assuming that all of the dealers are bad news. Also, who are the forex...

My customer agreement doesn't explicitly state that they can accept/reject a market order. So, now I know what it means to be "requoted". My next question is does a firm like IAB do this? I'm asking b/c this is who I may switch to. They're acting as a forex broker, not a dealer, correct...

Gain Capital rejected my EURUSD market order today post -FOMC. I don't trade forex through Interactive Brokers, however, my understanding is that IAB is acting as a broker, not a dealer. Can IAB also reject a forex market order? More detail: BTW, I understand that Gain and forex...