Tag Archives: spread.

Low spread saves the day for algo forex trading positions

I talk about lessons learned in the live webinar last. It seems to help immensely with a 77% win ratio of 9 positions over the last 12 hours.

Major global Market market opening hours generate these positions

Some pairs are taken due to credit worthiness of certain currencies

You need volume and momentum to trigger the positions

Tight spread cost window of opportunity does exist based on high momentum opportunity

Woot Woot.

Get all the cruclal skills learning this stuff

Python Algo Trading Infrastructure with Crypto Currency

I may start generating signal for this service

Quant Analytics

 

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Analysis of impact on exotic forex pair trading with wider bid ask spread

Hi there

Here is the second new videos to showcase the power of my new charts with exotic forex pairs.
I keep hearing about the concern of the spread between exotic forex pairs. I can definitely see this in exotic forex pairs which can impact your profit. We also need to understand the nuances of what impacts increase of the spread

Here is that Oanda live spread tool and video:

 

https://quantlabs.net/blog/2018/11/new-analysis-impact-forex-trading-wider-bid-ask-spread/

Online charting Sucks

I have also set this Monday on a topic that maybe of interest to a few select number of people.

My experience with many online charting packages was not good. Find out why. One hint is that Javascript is a a pure pain to work with. This will be streamed live on my Youtube channel atYoutube.com/quantlabs

I have scheduled this to be live on Monday Nov 12 at 7 PM EDT. There will be no video playback of this since I will make it part of my Python Algo Trading course which will help for potential algo traders.

https://quantlabs.net/academy/python-algo-trading-infrastructure-with-crypto-currency/

IMPORTANT! This list will shut down in coming days!

I will be closing down my MailChimp account this Tuesday. This means it will no longer be valid as I am porting only the active folks to my new Infusionsoft account. If you want to carry on with my learning of development in algo trading, please visit one of these two links to get signed up to my Infusionsoft CRM list.

https://quantlabs.net/mkt/free-trade-like-a-boss-pdf-report/

or

https://quantlabs.net/mkt/7-sure-shot-way-to-consistently-profit-thanks-to-automated-trading/

Thanks!
Bryan

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

New analysis of impact on exotic forex pair trading with wider bid ask spread

I keep hearing about the concern of the spread between exotic forex pairs. I can definitely see this in exotic forex pairs which can impact your profit. We also need to understand the nuances of what impacts increase of the spread

Here is that Oanda live spread tool

https://web-services.oanda.com/forex-trading/markets/live

 

This is all part of my Analytics service

Quant Analytics

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Spread for dynamic bid ask spread video is negative for forex trading

 

Thanks to this person for sending on this topic of unknown dynamic bid ask spread which works against you for forex trading thanks to your broker

These are wise words from a very experienced trader in my community. This was sent out with the original email sent out yesterday so see below:

A couple of tips with MT4

 

  1. Not commonly known is that you can show both Bid and Ask lines on the MT4 platform chart. This way you can observe how you broker widens the spread often before the next candle is printed

Uncheck your grid lines  – i.e. show grid,

 

Select the colour for the Bid line – ie select “Grid” in this case it is Aqua, and the ask line is Magenta

You can see the Bid (Aqua)/Ask (Magenta) spread on the chart below.

 

 

  1. Be aware that some brokers such as OANDA have a dynamic bid ask spread – which can also trigger you exits prematurely or miss your targets. There is also the issue of delayed orders. See attached file.
  2. Finally your readers should be aware of the different types of brokers ECN, STP, market makers (MM) and hybrids. This affects your execution as well – they MM and hybrid have two types of clients A=Book and B-Book – but that is for another time.
  3. Oanda_Issues2  

 

these are my results from testing and observation, there are nothing contrived here.

Just a heads up for those traders starting out should know that the odds stacked against them in this casino.

 

Here is another link that I encourage novice traders to view.

 

What Are Transaction Costs and How Do They Impact Your Algorithm’s Performance” Webinar

Original email:

Understand bid ask spread price for forex trading success

Very important to under get the fundamentals of this otherwise you will be whining about your losses you cannot figure out,. Watch the video in this link as well

 

Real time P&L algo automated forex trading lesson

Crypto trading vs forex webinar playback

 

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Understand bid ask spread pricing for algo forex trading success

Bryan,

Understand bid ask spread price for algo forex trading success

Very important to under get the fundamentals of this otherwise you will be whining about your losses you cannot figure out,. Watch the video in this link as well

https://quantlabs.net/blog/2018/01/understand-bid-ask-spread-price-forex-trading-success/

 

Very important to under get the fundamentals of this otherwise you will be whining about your losses you cannot figure out,.
Dukascopy Tools and API development for Algo forex trading
Dukascopy Tools and API development for Algo forex trading
$47.00
View
Dukascopy Visual JForex for NON programming to do algo forex trading
Dukascopy Visual JForex for NON programming to do algo forex trading
$47.00
View

Crypto trading vs forex webinar playback

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Understand bid ask spread price for forex trading success

Understand bid ask spread price for forex trading success

Very important to under get the fundamentals of this otherwise you will be whining about your losses you cannot figure out,. Watch the video in this link as well

https://www.theforexguy.com/calculate-forex-spread-bid-ask-price/

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Arbitrage pair stock position watchlist with charts of technical analysis with spread

Arbitrage pair stock position watchlist with charts of technical analysis with spread

These charts will be useful for those watching this new Analytics service as the trading pairs open for market opportunity

Join my FREE newsletter for pair trading strategy with new Analytics service

 

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Spread volatility volume relationship with market making

Spread volatility volume relationship with market making

This is one of the best research papers I have seen in a while. So many such little to implement.
Big thanks to Sholom B for sending

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

C++ Demo of spot future differential and future pricing spread

C++ Demo of spot future differential and future pricing spread

Here is a video to show the difference of these too simple forumulas

Source code available for my Quant Elite members in the “Indie Python Algo Trading Course” dashboard under “Python Algo Indie Trading Business Course Phase 2 Options/Futures for Commodities” module with Unit 6 called “Demand for Storage”

Join my FREE newsletter to learn more about C++ for automated futures trading

 

 

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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!

Lee and Ready algo for HFT bid ask spread ?

Lee and Ready algo for HFT bid ask spread ?

I don’t know this algo someone asked me via Facebook

Hi Bryan
How are you doing?
I was wondering if you had information about the Lee and Ready algorithm
ant librery?
any library in R or Java
Regards
Sound like it can be used for bid ask spread in HFT uses
http://www.acsu.buffalo.edu/~keechung/MGF743/Readings/Inferring%20trade%20direction%20from%20intraday%20data.pdf
http://www.mathworks.com/matlabcentral/fileexchange/34376-a-trade-classification-algorithm-from-market-quotes
Python? And other HFT related algos.
http://www.quantresearch.info/Panayides_Shohfi_Smith.pdf
OneTick analytics with commercial CEP database
https://www.onetick.com/frequently-asked-questions/14-faq-s/178-what-analytics-tools-are-available-with-onetick
R package:
The FinAsym package implements the Lee and Ready (1991) and Easley and O’Hara (1987) tests for, respectively, trade direction, and probability of informed trading.
https://cran.r-project.org/web/views/Finance.html

HOW DO YOU START A PROFITABLE TRADING BUSINESS? Read more NOW >>>

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!