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This probably will not help the AUD to rise. http://noir.bloomberg.com/apps/news?pid=20601087&sid=aIm2G9rZzqhI&pos=1

Currencies are notably sentiment driven, so getting as many opinions can give an edge. Any way, echoing the chart you posted earlier, I see pretty much the same thing. Its funny how the price action at the 200dma is almost identical to a year ago from today on the eurusd. The key here is...

A seach on google will give a ton of stuff. It all may seem really complicated but it's not it's actually quite simple. A PSO can programmed in less than 50 lines of code. This is essentially how it works. You create a population of particles whose position represent a variable you want to...

GA's and PSO's are very fast and efficient methods of optimization however converging on a solution will depend on the size and complexity of the objective/fitness function and the number of variables. With four variables, it should be no problem. I code in c++ and have an app that can...

It sounds to me you need to look into a Genetic Algorithm (GA's) and not NN's. If you can come up with an objective/fitness function with your variables, the variables can be solved very easily. Another method and my personal favorite method is the use of Particle Swarms (PSO's). They are...

fixed

This is funny until you realize how true it is. And then it's just sad. Barstool Economics

Thank you for the interesting thread. I also am impressed by your blog. I hope you don't mind a question.. Can you explain how you identify when the market is "balanced" versus "imbalanced" using market profile. Thanks

Not sure if you're aware but MT5 has a DOM feature. But as Wallace points out it most likely the brokers orders only.

Each of your strategies is going to made up of a set of rules/parameters. You can score each strategy with something like... Strategy Score = (correct prob.) / (# of rules) Most likely the strategy with the highest score will be the least curve fitted.

I like the comparison between the gold market bubble and the bond market bubble at the very end. Definately worth watching and very compelling. Thanks

If you need to stream MT4 pricing into your app you can do it directly using Dynamic Data Exchange (DDE) functionality. I have the code in c++ but not java. If java allows DDE the code should be similar.

It appears to me that you need to read the title of the post to understand the OP's question before submitting a worthless post.:D IB has information about there commissions and how they handle cancelled orders. For the CME look under the futures tab...

I think the real question is how much of the expected QE2 is priced into the current run up in the market. I mean how much should the market rise with $1trillion of purchase? How much should the market rise with $250billion?

For me trading is a full time business. If you are trading full time in lieu of a career; you may be risking losing a career or the professional development that comes from one. Sitting in front of a computer 12hrs a day staring at charts for a couple of years is not exactly something you...

Check this out as an opensource solution. http://www.gnuplot.info/

For the simulation I showed, I requested a maximum win rate of 55%. The actual simulation used a 51% win rate which resulted in the graph. My apologies for not clarifying that better.

I believe the OP may have to consider the percentage of his account he plans to risk. With such a low W/L ratio, a large percentage of the losses up front will wipe out his account. Here's a screenshot of a Monte Carlo study that may demonstrate the importance of the Risk/Reward ratio and...

What exactly do you mean by technical analysis? That could encompass alot of methods. If your talking about stochs and MACD's - yeah throw that crap away. However price action clearly shows you wanted to be short into and thru the U.S. session. The fundamentals also were bearish. I've...

It depends on your situation. If you're divested from the equities market, do not own a home, and are sitting on a pile of cash from successfuly trading the short side of everything; you are probably hoping and praying deflation kicks in and the floor drops out on the price of everything...