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  1. R

    Margin math

    Can I... can I... have the AFL? :D
  2. R

    Margin math

    If I understand that right, then is there an asymmetry in the number of contracts I can open between going long USDEUR and going short EURUSD?
  3. R

    Margin math

    funnyguy_2nd, I assume one of the major things I have wrong is assuming the base currency is USD, not EUR. That should explain why I am fixated on 99 lots instead of 82 lots. I wanted to understand this first. When I was casually browsing around with how currencies generally work, the...
  4. R

    Margin math

    funnyguy, I see you did a lot there. I got the email notice and just kind of assumed somebody just did a one-liner in the thread and that would be it for the night. You kind of caught me by surprise! It's pretty late here so I can't verify everything this evening but I'll be working on it...
  5. R

    Margin math

    I'm adding in the math for margin calls and such so I'm starting to understand the parlance here. Like, what it means when people talk about margin required versus flat out talking about the leverage. And I can appreciate why 100:1, er 1% required is so crazy. I guess you can get a margin...
  6. R

    Margin math

    Guys I'm just trying to figure out how the math here works. What leverage I use to fill in the blanks is not the issue. Fine, make it 50:1 The formula for calculating a profit, without considering commissions, the spread, or what not, appears to be: contacts * (entrance price - exit...
  7. R

    Margin math

    I had hoped using 100:1 would make the numbers a little bit rounder.
  8. R

    Margin math

    I've been trying to hand calculate some backtest results from Amibroker when doing a 100:1 margin spot forex test. This is the best I can come up with for some of the results. I have questions about most of it so I hoped some regulars can help me out. Let's say I'm looking at EURUSD. On...
  9. R

    Abusing MACD parameters (abusing other indicator parameters welcome)

    The parameters I am thinking of for an MACD indicator are the fast average, the slow average, and the smoothing average. I've run into some situations where I screwed up and made the fast average longer than the slow average. What I always see in examples is the smoothing average fitting...
  10. R

    Rocko Bonaparte and the Quest for the Holy Fail

    How do you know that didn't already happen? http://www-ai.ijs.si/eliza-cgi-bin/eliza_script
  11. R

    Rocko Bonaparte and the Quest for the Holy Fail

    I've heard of time to first post, but not time to first pot. However, I think you got it.
  12. R

    Rocko Bonaparte and the Quest for the Holy Fail

    Well I got a little more data and that magic 15 lines of code weren't so magical anymore. ;) Heck, I think Something I fail to do is to look at these failure signatures and do that one last, deep analysis that might expose something more interesting. I am due to type up here something I...
  13. R

    Rocko Bonaparte and the Quest for the Holy Fail

    Well I finally slapped together something real quick and dirty--literally 15 lines of code--with a week of EURUSD and turned $100k of fake money into $165k. I see a few problems, such as the fact I'd actually be trading USDEUR. And then there's the fact it's only a week of data on one symbol...
  14. R

    Trading 24 Hours a Day?

    Well okay but I'm asking for historical data, not strategies. :p
  15. R

    Where can I get 24-hour historical 1m foreign exchange data?

    I keep finding proof the Swiss are cool people. I managed to get their EUR/USD data for a week, which should be plenty to understand superficially how stuff moves. I'll check the other suggestions here too though, one at a time.
  16. R

    Where can I get 24-hour historical 1m foreign exchange data?

    During my adventures trying to understand foreign exchange, I found out eoddata.com only stores 9AM-5PM forex tick data. I was curious if there was a good historical provider that has historical forex data. I was thinking maybe of a way to get them at least in month-long blocks--at least a few...
  17. R

    Trading 24 Hours a Day?

    Well I got the official response back from eoddata: they only have forex data for US daytrading hours, whatever that means. It seems to be 9AM - 5PM, some time zone (EST?). I guess my next question then is who is a good forex historical data provider for 1 minute ticks?
  18. R

    Trading 24 Hours a Day?

    Well... let's say that's correct but I had hoped by now I'd instead be asking about good times to trade. Unfortunately--not yet. I had sent something to eoddata.com during the week about where their 24-hour stuff was hiding. I didn't get anything back. So perhaps to usher in further...
  19. R

    Trading 24 Hours a Day?

    Then I'm trying to figure out what the heck I'm looking at on eoddata.com. I'm definitely trusting the guys here since, you know, you actually trade it. I got an account with them originally to download a bunch of tick data for equities, which seemed to work out all right. But now I'm trying...
  20. R

    Trading 24 Hours a Day?

    Roughly speaking then, I would select the exchange and then the currency pair from there? I assume any arbitrage between exchanged operating simultaneously are corrected lightning fast these days. What happens if I'm hitting the end of one market's hours and I want to keep going? Is there a...
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