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6 Followers
Write a Squawk to Emil Filip
  • Squawk / 11 April 2018 at 20:25 GMT
    -
    United Kingdom
    Hi,
    Fxtime recommended you for creating MT4 algos based on his strategies, as you already know them. Would you be able to help? Thanks
    Read the Squawk
    1y
    kom75 kom75
    Hi Emil, if you don't have too complicated ideas I will be happy to help. You can email me on kom75@wp.pl
  • Squawk / 07 March 2018 at 14:34 GMT
    Here are my model's thoughts for YM futures (CFD US30
    Read the Squawk
    2y
    Crispee Crispee
    Hi Qi2! Glad to see you back here. Can you please share the strategy spreadsheets for the above. I am particularly keen to look...
    2y
    Qi2 Qi2
    Hi Crispee, emails have been sent :)
    2y
    Qi2 Qi2
    Technical Theory Hypothetical Tests
  • Squawk / 07 June 2017 at 9:13 GMT
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    Poland
    Some time ago Qi2 posted backtest of breakdown algo based on one of fxtime article. Since it was backtest only and some of you are in doubt fxtime ideas works I decided to show you results of algo based on this article https://www.tradingfloor.com/posts/high-frequency-trading-to-be-or-not-to-be-an-algo-8380823
    Algo trades GBPUSD only on live acc from April and you can check results in table below. If you want to see more stats you can check them here: https://www.myfxbook.com/portfolio/cablebull/2104259
    April results are on different acc with more algos running in same time, so myfxbook shows May and June only
    Read the Squawk
    2y
    kom75 kom75
    Hi Rogan, it's 15 min
    2y
    Rogan Rogan
    Thanks mate
    2y
    kom75 kom75
    No problem;)
  • Squawk / 25 May 2017 at 8:09 GMT
    Software systems and algorithms
    Finland
    Starting programming topics by showing a simple time trigger strategy to illustrate how same trading system code can be used in backtesting and real broker trading.

    In backtesting mode our system communicates with database and simulator. Database is giving us price information and simulator is executing our orders against price data in database.

    In real trading mode our system communicates with broker API to get real time price data and send orders and receive order confirmations.

    This communication is illustrated as message sequence chart in attached image.

    Then I have attached two code samples. We are receiving ticks in NewTick function and when time condition (1800 GMT) is true we send order to open the position. Eventually our order is filled and in OrderFilled function we set our profit target for 6 pips and stop loss for 45 pips.

    My code samples are standard C language and do not have any platform dependencies. I can make code available for download on my website if needed.
    Read the Squawk
    2y
    zefy zefy
    And link also added to my TF profile.
    2y
    Emil Filip Emil Filip
    Hi defy. Would be possible to have the this code formatted for mt4, please? Thanks
    2y
    zefy zefy
    I plan to write only samples which do not have any platform dependencies.
  • Article / 11 January 2017 at 14:00 GMT

    High frequency trading: To be or not to be an algo

    Hypothesis Testing
    United Kingdom
    High frequency trading: To be or not to be an algo
    High frequency trading relies on real time data and frequency data from the past plus a smattering of mathematical trickery. But what are the core basics required and can we collate real time data to form a manually operated ''algo'' for our own benefit? Can we latterly automate the trade we devise? And how should it be optimised to keep the trade set up real time and relevant ?
    Read the article
    1y
    fxtime fxtime
    Wow well done at working through all the old articles mate as there are an awful lot of them. From what I gather the new T/Floor site...
    1y
    Khris92 Khris92
    Thank you for the response. I hope T/Floor doesn't delete them too soon as I still have quite a few to get through. The above...
    1y
    fxtime fxtime
    Details enroute.
    I have a library of all the articles mate and can forward what ever details you want.
  • Squawk / 04 January 2017 at 13:52 GMT
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    United Kingdom
    Hi. Happy new year! You mentioned in a post couple of weeks ago that you will do a group meeting in January. Did you have an idea when could be? If is not in weekend, i need to take a day off so would be nice to know. Thanks
    Read the Squawk
    3y
    Emil Filip Emil Filip
    thanks
    3y
    fxtime fxtime
    Emil can you let me have your email address?
    3y
    Emil Filip Emil Filip
    Hi. Is tradefx23@gmail.com
  • Squawk / 22 December 2016 at 17:16 GMT
    Hypothesis Testing
    United Kingdom
    Have a good festive break to all on the TradingFloor and lets make 2017 another prosperous year :-)
    Read the Squawk
    3y
    Rogan Rogan
    Merry xmas and a happy new year and thank you for sharing your knowledge and unique market insight with us
    3y
    Trader Mick 2 Trader Mick 2
    Thanks fxtime. All the best to you too.
    3y
    fxtime fxtime
    Qi2...love your holiday destination. Enjoy :-)
  • Squawk / 13 December 2016 at 15:27 GMT
    Reversion algo at work, testing for tomorrows FOMC meeting
    Read the Squawk
    3y
    Emil Filip Emil Filip
    Sell yours :-)
    3y
    Qi2 Qi2
    I haven't tried Pro Real Time, looks good though. I'm would imagine one can use almost any platform, assuming they can run the algo. My platform is...
    3y
    Emil Filip Emil Filip
    yeah i believe a strategy could be run on most of the platforms as long as you have good programming skills or know someone good. Are you...
  • Article / 23 November 2016 at 14:00 GMT

    Walking our way into an average strategy

    Hypothesis Testing
    United Kingdom
    Walking our way into an average strategy
    Markets act and react to various events. Order flow and size have a major impact, too. But do markets move in an efficient way and can we benefit from a random walk? Can we look at the average flow of a market in a profitable manner?
    Read the article
    3y
    trendy trendy
    Please give me a hint...
    3y
    fxtime fxtime
    You are correct about the long candle on the 21st but look at what happened the next day...you got a mean reversion. In the blurb within the...
    3y
    trendy trendy
    "Three subsequent candles seems very high but the data reflects the maximum period and it is common to see a move complete in four hours."
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