Price Data Exporter

Price Data Exporter Application Update

As of recent, it has come to MMFX’s attention that the PriceDataExporter application is no longer working in the new version of Trading Station 2 or SDK3. This is currently being investigated incoordination with the respective application develop support teams to determine a solution we can implement. At this moment, the application in question writes […]

Ticks

Weekend Maintenance and Tick Data: Just how much can we really get?

Recently, I have been receiving a lot of customization/development requests for tools that use tick data, and I think that’s great. It is great that people realize that tick data can be useful, and try to integrate it into their trading. However, sadly, tick data is very difficult to work, often crashing Trading Station if we have […]

Stopped Out

Real or Live trading compared to Demo trading

I have now been automated trading using strategies on the real or live environment with FXCM for 20 months. During this time, I have run multiple different types of strategies in parallel between the real and demo environments. Demo when compared to Live trading actually compares pretty well, as you would expect. During normal market volatility, I find there […]

USDCHF Unpegged

A different kind of intervention…

Yesterday there was an extraordinary event when the Swiss National Bank decided to remove the Swiss Franc peg to the Euro. This was vastly different from your standard government intervention and took the market completely by surprise. Previously I have only seen extreme price moves like this in the back-tester and never had the opportunity to witness it first hand. There was […]

Scaling in, scaling down, averaging down…..Losers average losers?

It is said that the market spends most of the time reverting. If this is true, then why is there so much focus on trend strategies? By focusing on Trend strategies we miss out on most of the opportunities the market presents us.Because of this, I recently have come to decision that reversion strategies are the way to […]

Ticks

A possible issue with FXCM and Tick Data

A reader contact me after my post last week and told me two interesting pieces of information. One was that the blog comments weren’t working (so that’s why you were all so quiet! Thanks for the heads up), and the other was that they believed that FXCM deliberately throttles tick data in Trading Station when compared to MT4. The […]

Ticks

Ticks, Spreads, and Trading the News.

Trading the news in Forex can present real opportunities to make some cash. There are many different strategies to trade the news, such as Gap, Momentum, Straddles, or simply understanding the Fundamentals. However, trading the news is also risky and comes with unique challenges. When the news comes out the price goes all over the place. It […]

Margin Call Mistakes

As most of you know, I spent about half this year travelling the world. During this time I was fairly disconnected from the Internet, but that didn’t stop me from leaving an experimental strategy trading. This experimental strategy was higher risk – a high leverage reversion strategy – an offshoot from my grid work done earlier but not a […]

ResettingBB EURUSD.m5 October 2014

Resetting Average and Bollinger Bands

Recently I have been experimenting with a new concept I came up with. One thing that really bugged me about moving averages, and all indicators that used moving averages internally (which is a lot, like Bollinger Bands etc), is that often the data is thrown off because of a spike in the market. The classic case is […]

Forex Trading FXCM MarketScope

Markets Change – accept it

One of the biggest challenges to automated trading is that, over time, strategies seem to lose their edge. This effect is often referred to as the the Alpha Decay. But, why would a strategy that has been working for months or years suddenly stop working? Well, the answer is simply that the market changes. I am not talking about […]