FX Links

Nice pairs trading blog

2009-09-10T02:49:00.001-07:00

Though a bit old:
http://forex.thedaintyarchstudio.com/2007/06/07/pairs-trading/

More pair trading

2009-09-08T06:55:00.001-07:00

with wealthlab http://wl4.wealth-lab.com/cgi-bin/WealthLab.DLL/kbase?id=95

Statistical trading

2009-08-14T02:19:00.000-07:00

VPS

2009-08-13T09:19:00.000-07:00

from elite trader member, in USA http://netrackservers.com/hostingsolutions-vps-servers.html

VPS land seems a bit better http://vpsland.com/

Interesting links for ATS etc

2009-08-13T08:53:00.000-07:00

Interesting open source ATS, though hasn't released any files yet.
http://opentrader.codeplex.com/

Nice blog http://www.maxdama.com/

The tech area at elite trader http://www.elitetrader.com/vb/forumdisplay.php?s=&forumid=32

Simple martingale BO

2009-08-12T06:06:00.000-07:00

Well known idea, here its explained well

http://www.forex-tsd.com/metatrader-programming/21259-profitable-hedging-lots-strategy.html

Would definitely need to be constrained to volatile times, probably using some form of ATR.

Cointegration related

2009-08-11T09:05:00.001-07:00

http://www.forex-tsd.com/general-discussion/16783-your-market-beliefs-10.html

Analyse trades

2009-08-11T02:42:00.001-07:00

http://www.forexcontrolcenter.com/

Also nice collection of indicators here, related to analysing trades http://www.forex-tsd.com/general-discussion/14138-screen-displays.html

Broker considerations

2009-08-10T06:13:00.001-07:00

http://www.investopedia.com/articles/forex/06/FirstStepsFX.asp

Long term trading from investopedia

2009-08-10T06:10:00.000-07:00

Identifying Trending & Range-Bound Currencies
http://www.investopedia.com/articles/forex/05/062205.asp

Currency crosses
http://www.investopedia.com/articles/forex/05/CurrencyCross.asp

Broker currenex

2009-07-30T09:22:00.000-07:00

http://www.bfl.co.uk/home/index.cfm?page_id=316

correnation trading

2009-07-30T01:23:00.001-07:00

Here is a pdf, requires registration http://forums.babypips.com/free-forex-trading-systems/13647-correlation-trading-no-charts-required-9.html

This one is related, for SnP and EU http://www.forexfactory.com/news.php?do=news&id=184237

Someone finally understood it.. http://www.actionforex.com/articles-library/forex-articles/correlation-in-the-forex-market-2009050586722/

Indicators in tsd http://www.forex-tsd.com/indicators-metatrader-4/177-correlation-indicators.html

The Floor Trader Method

2009-07-28T01:21:00.000-07:00

This looks interesting although it seems to focus on futures:

http://www.trading-naked.com/FloorTraderMethod.htm

trend line trading

2009-07-27T04:11:00.001-07:00

This looks promising:
http://forex-strategies-revealed.com/advanced/trend-line-trading-strategy

Timeseries data mining

2009-07-21T04:08:00.001-07:00

http://books.google.co.uk/books?id=jizrAIWUJ6UC&pg=PA1077&lpg=PA1077&dq=timeseries+data+mining&source=bl&ots=mOiVZCctaE&sig=FNKc2_tPSkb1wC69VSr3UH5jbcI&hl=en

http://books.google.co.uk/books?id=AfL0t-YzOrEC&pg=PA489&lpg=PA489&dq=timeseries+data+mining&source=bl&ots=UuWZqUftB2&sig=Z1ElGfwbdGm6byYmv7Q91I5i8iQ&hl=en

http://books.google.co.uk/books?id=T9TDO9eaG58C&pg=PA253&lpg=PA253&dq=timeseries+data+mining&source=bl&ots=oYlAxxMuxf&sig=NHqvLdWbRf-WQ14L1Ze3O3lpYBs&hl=en

Using chaos...

2009-07-21T02:27:00.000-07:00

http://povinelli.eece.mu.edu/publications/index.html

SVM software

2009-07-16T08:15:00.001-07:00

Looks interesting, they have 30 day trial.

http://www.peltarion.com/products/synapse/

Ease of movement indicator.. interesting

2009-07-16T06:35:00.001-07:00

http://forum.mql4.com/24135

Euclidean metric EAs

2009-07-16T01:37:00.000-07:00

Original from paco http://www.hernandezgomez.com/

Improved for self learning http://forum.mql4.com/19239/page1

And the original mod by funyoo http://www.tradingsystemforex.com/expert-advisors-backtesting/527-stat_euclidean_metric.html

Nice thread on NN on FF

2009-07-15T04:12:00.001-07:00

http://www.forexfactory.com/showthread.php?t=71007&page=2

Also nice Lib on NN in C++, it is simple but to the point.
http://lwneuralnetplus.sourceforge.net/

Cortex NN on trading http://cortex.snowcron.com/forex_nn.htm

comp.ai.neural-nets FAQ http://www.faqs.org/faqs/ai-faq/neural-nets/part1/

java NN http://www.jooneworld.com/docs/engine.html

And another NN http://www.forexfactory.com/showthread.php?t=88170

And another http://www.forexfactory.com/showthread.php?t=129826

This software seems very powerful : http://www.tradecision.com/product/videos.htm

Nice link for portfolio allocation http://www.breakoutfutures.com/Newsletters/Newsletter0606.htm

Nice MOMO system 5M

2009-07-14T04:17:00.000-07:00

http://www.forexfactory.com/showthread.php?t=182303

Original is here: http://www.investopedia.com/articles/forex/08/five-minute-momo.asp

Stradlle EA

2009-07-14T03:07:00.000-07:00

http://codebase.mql4.com/4246

Has good code with error catching, takes care of various possibilities, and it is well commented. Parts of it would be used as a base for robust EA. Need to convert to 5 digit broker thought I think.

Summary for currency pairs and majors / crosses

2009-07-14T01:24:00.001-07:00

http://www.aboutcurrency.com/university/fxcourse/major_currency_pairs_personalities.shtml

Forex Online simulator - inlcudes Kelly criterion

2009-07-13T07:27:00.000-07:00

http://www.lutanho.net/trading/compare_strategies.html

example:

http://www.lutanho.net/trading/compare_strategies.html?t=2000&p1=70&n1=80&w1=35.118&l1=-37.426&kf1=0.25&ap1=0&pt1=0&p2=60.92&n2=87&w2=33.331&l2=-37.399&kf2=0.25&ap2=0&pt2=0&seed=95428

Simple system from kreslik forum

2009-07-11T02:06:00.000-07:00

http://kreslik.com/forums/viewtopic.php?t=1954&postdays=0&postorder=asc&start=0

(requires registration)

Based on linear regression http://codebase.mql4.com/4332 and zero lag stochastics http://codebase.mql4.com/629

The idea is to enter at extremes of linear regression lines when price starts to move to the middle again, with confirmation from the zero lag stoch. Exit is not very clear, probably needs some work. According to the author this is high win probability system (around 90%).

Author suggests settings for regression indicator
Degree= 1
kstd= 1.8
bars= 200
shift= 0

for the 4H TF or 1H TF.

Nice news reader indicator

2009-07-11T02:02:00.003-07:00

http://www.forex-tsd.com/news-signal-trading/14459-in10tion-newsreader.html

Nice news reader indicator

2009-07-11T02:02:00.001-07:00

http://www.forex-tsd.com/news-signal-trading/14459-in10tion-newsreader.html

Book on system optimization and testing

2009-07-10T08:23:00.000-07:00

http://www.amazon.com/Design-Testing-Optimization-Trading-Systems/dp/0471554464/sr=8-1/qid=1162750416/ref=pd_bbs_sr_1/104-2690118-0786340?ie=UTF8&s=books

How to work with number of buffers greater than the olny 8 buffers that the MQL4 supports

2009-07-10T02:57:00.001-07:00

http://www.xpworx.com/DECEMA.htm

Also volume based trend-range indi: http://www.xpworx.com/XP%20Volume.htm

Nice multicurrency idea with C# code for neoticker http://kreslik.com/forums/viewtopic.php?t=307

ralph vince holding period return

2009-07-09T07:04:00.000-07:00

http://www.google.co.uk/search?hl=en&q=ralph+vince+holding+period+return&meta=&aq=f&oq=

NN EA and Lib

2009-07-08T03:45:00.000-07:00

Interesting NN lib, follow comments for EA sample in the Russian site. http://codebase.mql4.com/4604

Also example of using FANN with EA, very well written

http://articles.mql4.com/777

Nice Indi Traders Dynamic Index

2009-07-07T03:08:00.000-07:00

http://www.earnforex.com/blog/2008/02/traders-dynamic-index-metatrader-indicator/

Interesting BB BO sys http://www.forexfactory.com/showthread.php?t=6233

Check out the Adaptive MA here http://translate.google.com/translate?hl=en&sl=ru&tl=en&u=http%3A%2F%2Fcodebase.mql4.com%2Fru%2F4602 file djama.mq4

Almost same indi here http://www.earnforex.com/mt4_forex_indicators/Var_Mov_Avg

Funny way to write

2009-07-06T09:21:00.000-07:00

but very wise conclusions... http://articles.mql4.com/163

Low lag MAs

2009-07-06T08:45:00.001-07:00

http://articles.mql4.com/797

MM links

2009-07-06T06:49:00.000-07:00

Fallacies, Part 1: Money Management is Secondary and Not Very Important http://articles.mql4.com/631

Fallacies, Part 2. Statistics Is a Pseudo-Science, or a Chronicle of Nosediving Bread And Butter
http://articles.mql4.com/659

Follow up: On the Long Way to Be a Successful Trader - The Two Very First Steps
http://articles.mql4.com/813

Another very nice article for dynamic MM across various systems
http://championship.mql4.com/2008/news/366

and follow up/related http://forum.mql4.com/14281

Cyclic and other trading...

2009-07-03T03:37:00.001-07:00

http://books.google.com/books?id=GyjQV2KwtjsC&printsec=frontcover&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=gbs_similarbooks_s&cad=1

Matlab code for MESA http://209.85.229.132/search?q=cache:_I-LRwTLz3EJ:en.pudn.com/downloads114/sourcecode/math/detail479684_en.html+maximum+entropy+spectral+estimation+code+matlab&cd=3&hl=en&ct=clnk

Chande trend index

2009-07-03T02:38:00.000-07:00

Book
http://books.google.com/books?id=Qfr_pC_WXDEC&pg=PA66&lpg=PA66&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=bl&ots=2GvNojXiSW&sig=UvcPX9fg8TmQ-_icADX8EMzWTto&hl=en&ei=19VMSuudIYz7tge01aWjBA&sa=X&oi=book_result&ct=result&resnum=5

Index
http://www.wilder-concepts.com/trading-systems/trend-change-index.aspx

System
http://www.wilder-concepts.com/trading-systems/tci-system.aspx

More interesting code

2009-07-01T08:14:00.000-07:00

HP Extrapolator - interesting the modes 1 and 2 http://codebase.mql4.com/source/14342

Various file related functions http://codebase.mql4.com/4888 - hopefully will become obsolete when the new MT5 is out...

RAVI indi for trending http://books.google.com/books?id=Qfr_pC_WXDEC&pg=PA66&lpg=PA66&dq=At+what+TF+does+a+trending+or+ranging+market+makes+a+difference&source=bl&ots=2GvNojXiSW&sig=UvcPX9fg8TmQ-_icADX8EMzWTto&hl=en&ei=19VMSuudIYz7tge01aWjBA&sa=X&oi=book_result&ct=result&resnum=5
Very nice linear regression last value - can be used when crossing middle line in direction of middle line trend, and previous activity was in opposite side, go with the middle line trend - exit when hit opposite band or TSL - also can be used to enter when outside bands by certain % like usual channels, only this one might be more accurate. http://www.forexfactory.com/showpost.php?p=2755978&postcount=14

Nice MTF EA with linear regression but be careful seems to have a problem loading the indicator http://codebase.mql4.com/5161

Other Interesting EAs

2009-06-26T06:55:00.000-07:00

ytg_2MA_4Level This looks like trading at a good frequency of 10 trades per month in 1H TF. http://codebase.mql4.com/5500 - seems curve fitted to 2008, has too aggressive MM.

The MasterMind 3 - i think this has too aggressive MM - http://codebase.mql4.com/4462

Universum 3.0 - i think this one has martingale elements - http://codebase.mql4.com/3343

Ilan1 martingale family; has some good code inside - check out the code for settings files management http://codebase.mql4.com/source/12546

GLFX is a beast of complexity... given enough time to analyse its usage, it might be successful ... http://codebase.mql4.com/5405 - sold here as S26: forexbarometer.com so there are some support posts in the forum

Gap catcher.. so simple, could it be working? http://codebase.mql4.com/986

Ichimoku + ADX http://codebase.mql4.com/5679

Interesting % candle length indi http://codebase.mql4.com/5518 Try this: when < 10 % and different color than previous candle, then open trade opposite than the small candle, for 1 candle.

iMAX - interesting idea posted by author inteh comments http://codebase.mql4.com/5540

Breakcout indicator http://codebase.mql4.com/5520

Simple on 4 candles http://codebase.mql4.com/4886

Parabolic SAR and Fibo: http://codebase.mql4.com/5175

News trading (fundamentals) EA

2009-06-26T06:46:00.000-07:00

Looks really interesting:

http://codebase.mql4.com/4543

Prototype-IX Multi currency EA

2009-06-26T02:59:00.001-07:00

http://codebase.mql4.com/4368

Very well written EA, certainly worth a look at least for the coding ideas. It has a lot of advanced EA features.

How does NDD work

2009-06-26T02:30:00.003-07:00

http://www.fxfisherman.com/forums/forex-metatrader/general-trading-talk/606-how-does-ndd-actually-work.html

List of MT4 brokers

2009-06-26T02:30:00.001-07:00

http://www.100forexbrokers.com/mt4forexbrokers

And another one.. http://www.activtrades.com/

things to look out for when choosing a broker http://www.goforex.net/forex-broker-guide.htm

Broker discussions http://alansforexblog.com/2008/04/20/proof-that-forex-brokers-cheat-you

http://www.metatrader4.com/forum/11555/page4 : So you need to ask your broker if they are EVER a counterparty to your trades. If they are, then your loss is to their advantage, and there is a motive for hanky-panky.If your ECN is NEVER a counterparty, then there is no motive at all, and you can feel safe.

Margin Calculator

2009-06-26T01:57:00.000-07:00

Margin Calculator

The margin calculations for one contract of currency based Forex pairs are as follows:

EURUSD = 100,000 EUR x Spot Price x .025
GBPUSD = 100,000 GBP x Spot Price x .025
AUDUSD = 100,000 AUD x Spot Price x .025
NZDUSD = 100,000 NZD x Spot Price x .025

USDJPY = $2,500
USDCAD = $2,500
USDCHF = $2,500
USDMXN = $2,500

EUR/CHF = 100,000 EUR x Spot Price of EUR/USD x .025
EUR/GBP = 100,000 EUR x Spot Price of EUR/USD x .025
EUR/JPY = 100,000 EUR x Spot Price of EUR/USD x .025
GBP/CHF = 100,000 GBP x Spot Price of EUR/USD x .025

Nice PnL calculator for pip values

2009-06-26T01:54:00.001-07:00

https://www.pfgforex.com/tools/pnlCalc.aspx

PIP Values
1 pip on 100,000 EUR/USD = $10.00
1 pip on 100,000 GBP/USD = $10.00
1 pip on 100,000 AUD/USD = $10.00
1 pip on 100,000 NZD/USD = $10.00

1 pip on 100,000 USD/CAD = 10 CAD / Spot Price
1 pip on 100,000 USD/CHF = 10 CHF / Spot Price
1 pip on 100,000 USD/JPY = 1000 JPY / Spot Price
1 pip on 100,000 USD/MXN = 10 MXN / Spot Price

1 pip on 100,000 EUR/CHF = 10 CHF / Spot Price (USDCHF)
1 pip on 100,000 EUR/GBP = 10 GBP * Spot Price (GBPUSD)
1 pip on 100,000 EUR/JPY = 1000 JPY / Spot Price (USDJPY)
1 pip on 100,000 GBP/CHF = 10 CHF / Spot Price (USDCHF)