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Hi, Where can I get free Forex daily historical data at least for 2 years? I'd like to get it as table(ex. excel) not as chart. Yahoo has it only for stock not for forex like eur/usd. Thanks.

Agree. C# is much easier than C++ and there are a bunch of libraries(mostly Microsoft provides) called .Net. IBS APIs also have C# wrapper. But you still need to learn about basic programming skill regardless of languages.

I created CL intraday ACD method auto trading tool and put at http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=458&curent_dir=19 To use this, you need IBS TWS. This is testing purpose only. You may use this with your IBS virtual account. I selected ACD method...

About $100/month. iQuant supports C# APIs?

I didn't mean to discuss about my test results. What I thought was there was no more edge for individual traders since all big guys are doing all typical pairs especially in future. But my result was surprisingly good. So I did some forward testing with my IB virtual account and it is still...

I'm using IB data feed since it is free. But I heard it is not really tick data. So I'd like use real tick data. Can anyone recommend best future tick data feed?

I'm using tick data. And I also count how long it stays over ORB.

Does anyone do intraday future pair trading successfully? I did some back testing and the results were good. So i am curious if there is still edge in this area. I used one min data and my algo traded 1 to 8 times per day.

I don't think ib has that kind of apis.

I use c# on visual studio to get data from ib and program algorithm for back testing myself

I created ACDMethod auto trading program and uploaded at http://www.quantcode.com/modules/docmanager/view_file.php?curent_file=457&curent_dir=19 This is test purpose only and works with IBS account.

First of all, please let me know if this is not the right place to ask this kind of questions. I'm trying to get all transaction ticks using IB API. For example, for jpy future(201309) my program called RequestMarketData() and set up event handler for tickprice/size/string/generic. And I...

Haha, did you really make money by buying options for several years trading? Eventually buying options is the way to lose money. You will know that.

Do you think you can make money by buying options? I don' think so. But you can make money by selling options.

My choice is 30 yrs T bond too. But not full speed for now yet. This time period I'm full betting on shorting Yen. And I wait for unemployment rate and/or CPI moving to my way. When it happens I will go full speed with zb.

I just finished back testing about this pair. The result is amazing. I really appreciate.

This is very interesting. Which one should be better to long both QID/QLD or short both? Thanks.

a lot more? No I don't think so. It's not that complicated.

You're right. I back-tested it and found it's not good strategy.

Does anybody long both es and vix future at the same time to hedge each other? Any possible risk for this strategy?