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Fx pros, please chime in. How many 20% +- GAP moves happen in the Fx space on currencies that trade w/o artificial pegs? Thanks.

For a while I thought having a ticker trade 24hour per day eliminates gap risk. I guess I was dead wrong. I still think if there are fx pairs that don't have artificial pegs, you eliminate a big cause of extreme gap event.

jaygould. I was weeks away from firing off my autotrading from ib demo to real account and at first I did not believe your orig post. I then went back and calculated if I had been long a measly 1 lot - 100k usd/chf trade on . I now agree with you. It would've wiped out trader's capital if he...

ab is strictly sofware for bt and autotrading and charting / data is external

if( NOT( tn[y] > 80000 AND tn[y] < 90000) AND NOT( tn[y] > 200000 AND tn[y] < 210000) ) This does not enter trades from 8--9est AM and Pm. with Tn=TimeNum(); you work on the rest.

Hi ET. I have an IB account and a simulated account. The quotes for spot Fx pairs seem really, really close to each other. Given an auto system that trades about 10-15 times per day on a 5m timeframe and submitting a trade with 2 closing bracket orders (stop and target) with the opening trades...

Hi Et. Was wondering if anyone here can shed light on entering orders on IB without subscribing to RT data with IB. I would like to trade ICE USA futures @ $91/mo. I am thinking of subscribing to IQFeed to get rT data into Amibroker which I use for submitting IB API orders. I will get charged...

Thanks for you reply adrian. I am not familiar with walk forward yet although my system-Amibroker has a button for it. I have a lookback of 2 months worth of data and use 5m at entry time frame with 30m as my longest time frame for long term trend analysis.

I have an auto system that trades about 30 Round trips in the Fx market 24/7 .Currently, in the final step before live trading which means moving from bar-by-bar backtesting to firing real orders to the IB simulated TWS. I find that my pnl jumps form 0 to about +$300-$500 using on average...

I've been using AFL for some years now and it is a pretty good system. The array processing takes some getting used to BUT once you get to mid level status, you'd be hard pressed to find something that comes close to speed and robustness. I tried it, left it, tried out ninja/then C++ in...

Thanks for the link Ron, I wonder what returns would be for the same random system if system buys on bid/sells on ask instead of taking the price . It might result is less executions but might improve distribution somewhat. Could loss be further lessened thru the use on an ECN broker vs. old...

Thanks for the ideas- maybe something like don't start any fades unless previous x bars had a 3 sigma move followed by some period of stability afterwards.. ..interesting.

Mav, you think opening range vs. avg of OR in a specific market center has some predictive value on likelihood of a mean reverting vs. trending day? ex. last 5 opening ranges of NY (8-9am EST) averaged 40 pips, today is 80 pips. price approaches open low , would you fade it and buy or...

hi. I am running volatility indicators on 20 fx pairs and it seems like certain fx pairs are more volatile at certain times than others- EURUSD would be busy 1am to 11am EST while jpy based ones seem busier later on. If one were trading fx pairs on a 1-4 hour timeframe, do you think it...

Brian, there are issues with ActiveX and 64 bit pc's It is well documented and IB recomended downloading 2 Microsoft distributables-1 c++ and 1 J++ package.I had the same issue with my win8 box 2 days ago and it works now. Good luck w IB. If you get Angel P from Live chat he knows how to...

Too bad, I don't measure up to what YOU think a super user of Ab should behave. Yes, I do consult with TJ and Marcin so it is not a licensing issue. But their support is limited at best. In addition to writing thousands of code a month, I also pay someone $50 /hr in India to help me. You know...

Hi . Have a question for experienced Amibroker auto traders using IB Controller . I have an AFL scan running every 1 min to look for buy triggers then if true , fires off an "order set" to IB . ex If mvgavg>10 then ibc.placeorder. The set consists of 3 orders --- a limit buy / a stop...

oop you are correct boredyet. I forget about ref in my corrected post. That being said, I had an extended discussion on trade delays w AB as well as my AFL "guru". In live autotrading, I sometime want to get in on the current bar w/o setting trade delays. for instance, if I use some backbars to...

Sergio, I just threw out that number there as pseudocode. the HHV(9) will give you nine bars regardless of where it starts out in the array. Lastly, some traders pick up the price for pivots differently. ie where to start the offset,etc.

try this. pivothi= hhv(close,10); //highest close 10 bars past buy= close >pivothi i'd be very careful of using current close for once you transition into live trading, that close is still not finished and you might be looking into future better doing something like...