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How much do YOU trade? 6E used to be good, but ever since the "crisis" liquidity is crap. Only 10-15 mm on the first 5 lines of the book most of the time, and very often <10 contracts on the best bid/offer. Got a lot of partials, and i'm not a big trader. And that's the EUR, i shudder to think...

If it was a technical issue it would have been reversed, most likely. There were a few situations last year where it was easy to take advantage of Oandas practice to quote fridays close throughout the weekend tho. I did it 2 times (with small size) and those didnt get reversed. (situations...

Bugscoe, i think what he is saying is that he got stop-hunted while he didn't even have a trade on. On a demo account.

What i don't like is that your project still takes a different direction every week. If this continues, how could i invest work either for personal purposes or contributing something if i don't know whats the situation a week/month from now when your next idea comes up that turns things around...

So who is your fcm/fdm for forex transactions - or is this a secret?

They are registered as IB and CTA with the NFA tho.

Since you are not a registered FCM/FDM - who will hold your clients funds? It just sounds like yet another IB of whomever. Also if your futures rates are anything to go by it wont be a cost-effective way to trade ($10 ??)

So he does not mark-up the spread nor charge a commission. Nice bizniz-model.

I don't have a problem with that. If i understand this correctly, should TZ really go closed source, i could still continue using and/or developing the last free version for personal use (or decide to become a customer if it seems favorable). I guess most code contributors will still come out...

Hi, for my personal purposes even daily fixings would be good enough - the results should just not be off by a factor of 1.6 or a similar order of magnitude. Maybe a super high frequency model requires more precise conversions. In my opinion the correct calculation of pnl is a core...

I agree that hedging the currency exposure when trading in assets denominated in a foreign currency is a reasonable thing to do. Yes, i would prefer what you call a 'dynamic' exchange rate. Suppose you trade a portfolio of american and european stocks. On one hand TZ does a very accurate...

Wayne, does TZ 'understand' currencies? This is a topic that most retail-level software does not support at all. Neoticker doesn't do it at all, and OpenQuant does it completely wrong. It effectively means i can't test FX strategies on a portfolio level nor test strategies with securities...

The thing that bugs me about OpenQuant (and other vendors) is when something is not supported or utterly broken there is not a thing you can do about it except bitching on the support forum and wait until it gets fixed, which might not happen at all. A good example are the current broken...

Anton: what do you charge for the OQ source?

Yes i think the basic design is good (splitting the modeling environment, dataserver and execution part). If you compare it to Neoticker, i need a separate license for my desktop for research, one for the machine that runs the systems and one for each optimization node. Plus you need to convince...

Here is the link to MB hosting (cant comment on quality of their service): http://www.mbtrading.com/blackBox.asp

P.S. you mentioned something about $200-300 for hosting on XP - i understand you are a MB client, they rent out XP servers for $100 (pretty much eliminating latency to their FX ecn too).

Hi Wayne, i didn't want to come across negative, it just looks like you change your idea every day (port/don't port to XYZ, open source/not open source, pay/don't pay, etc.). Seeing that, one possibility out of many might just be that you don't do it all, that's why i added the (if) in my...

I don't think the n-th debate of language vs. language is really helpful here, all that has been discussed a million times in as many threads through out the internet. Its a not yet released open source project - and apparently the basic design is not finished yet (wayne added streaming just...

Found within 1 minute of browsing the IB website: http://www.interactivebrokers.co.uk/contract_info/index.php?action=Details&site=GEN&conid=12087792 I guess you can scratch LEH from that list.