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This category contains 10 posts

Spread widening during news and low-liquidity periods

Here’s some simple plots of the EURGBP spread during the course of a day. Initially tried to use Excel but R handles it much faster and leaner. You can evidently see the spikes during news releases and a general increase as the liquidity drops during the Asian hours. 2012-10-07, 2012-10-14, 2012-10-21 are Sundays. Green line … Continue reading

myfxbook

myfxbook is one of the most aesthetically pleasing and versatile MT4 statement reporting sites. Its ease of adding an account surpasses many others, where it uses the investor password to gain access to your statement and uploads it automatically and periodically. No requirement for a separate broadcasting EA to be attached to a chart, neither … Continue reading

Broker-side feed disconnection

Occasionally, your connection to your broker’s price feed is disconnected, either because of your own terminal/router/modem issues, or issues arising from your internet provider/VPS service. This happens often enough that most programmers will consider how their EA’s will pick up and manage open positions when the connection returns. However, as with what I experienced today, … Continue reading

Issues when determining GMT Offset using Windows system time

A quick post 2012-02-07: I use the GetTimeZoneInformation function in the Kernel32.dll library to pull my system’s time, and hence calculate the broker time and consequently control my trading time window. Earlier today, I entered one of my VPS’s that I use for testing and discovered the GMT offset was off by an hour. I was … Continue reading

Latency to your broker

Connection speed is important when it comes to trade execution. To check your latency to your broker’s trade server, you need to determine the server’s IP, then ping it There is a good way to combine these actions by using a free program, WinMTR, by Vasile Laurentiu Stanimir (now hosted at http://winmtr.net/), which combines the tracert and … Continue reading

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