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Newbish question: Suppose I trade some pair that doesn't have a USD in it, like say EUR/CHF. How does my account purchasing power work? Do they internally convert how many dollars I have to the currency of the pair, or am I "borrowing" from their stockpile of currency? How does that change...

MBTrading is saying the commission is 50 cents per trade. Round trip becomes one dollar. So to break even, you are looking at 1pip to overcome on a mini-lot at $10,000 per lot. Am I missing something here? A $1 round trip isn't terrible, is it? Sorry, the FX world is still somewhat new to...

Why don't you ask your programmer friend?

5 pips slippage, I guess will work; however, let me ask you this: How do I model passive strategies where I don't remove liquidity? Supposedly there are new brokers offering straight up commissions and allow you to throw orders out into the ECNs. Do I get the bid/ask on the tick chart? The...

It sounds like, from MBTrading's description, that their platform lets you do this. Can someone who has a clue please confirm?

If I look at the spreads in some currency pairs, I never want to remove liquidity -- I simply want to post an offer and wait to get hit. My understanding is that most retail FX brokers take the other side, and you can never really truly add liquidity and get hit unless, for example, the bid...

I'm using EL to test some theories. For FX, Tradestation is basically printing off the bids and asks that are quoted from GAIN Capital, the owner of forex.com. However, if you run a sub-10 minute strategy, there's a serious problem with backtesting because the bids and ask charts are...

Sell your kids. I saw some Romanians sell their kids for a VCR on some 20/20 episode back in the 90s. If your kids aren't spoiled and show great delight upon seeing groceries in a grocery store within a capitalist (or what's left of capitalism, anyway) country, I am sure some rich person will...

There's no such thing as a good paycheck, in my opinion. I know I started posting on ET asking about how I could live out of an RV, but I am fairly serious about not working for the man forever. That having been said, I have been working for the man. Sadly. Perhaps the wrong man, too. I...

I have used assembly, c, c++, c#, java, python, perl, R, ... and so on and so forth -and- EL in commercial environments. My advice to you is this: If you want to be some kind of gunslinging MM, you have no choice but to learn assembly, C, and C++. And then you need to learn how to write...

If I weren't developing such thing on someone else's dime, I'd give them away.

This product is fantastic. Highly recommend this one.

rosy, every question I have ever asked you have answered perfectly. :-) Thanks.

I don't care about latency of drawing in data analysis. I just care about attractive presentation. If it takes 50ms or even 500ms to draw a picture, I do not care. My trading applications don't have a GUI. They are just command line applications that only spew information depending on some...

I use Python and R for data analysis. I was hoping someone out there had written something for Python, but there doesn't appear to be much. If that Dundas object can be used with COM or something, then maybe I can write a Python script to bind to those objects and render some things for me...

I don't consider OHLC converters and charting technology that gives anyone a real edge, so I don't understand why people don't share them. We're all constantly rolling our own with these things. I ended up writing a Python script to get a hackish implementation going. I am probably going to...

Do any of you know of any open source utilities or conversion utilities that take a stream of time-stamped ticks and convert it to OHLC data for arbitrarily wide time intervals? I'm about to roll my own and do it cleanly, but then it would be nice if I could do it in such a format that I...

We've got a TIBCO setup in our framework and it's contributing a 2 millisecond lag that we need to kill. It's awful and we want to get rid of it so bad, but the reason we have it is because of some vendor product that uses it. But yes, stay away from this garbage. Roll your own.

Yeah, but all of that work is done by mostly foreigners who come here to grad school. American kids do not want to do real work, period. Whites are arguably the dominant ethnic/racial group in the US, but white college kids are a minority in math, science, and engineering. Furthermore, most...

Haven't been posting to the thread because I actually have been working 12-15 hours a day at the new place. That having been said, I did a few things. I decided against NinjaTrader and went ahead and just signed up for TradeStation. It's not ideal, but I needed a personal brokerage for my...