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RaidenWorks | Algorithmic Trading

Algorithmic Trading (by Michael)

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RaidenWorks | Algorithmic Trading | raidenworks.com Reviews

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Algorithmic Trading (by Michael)

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1

MetaTrader 4 Client Terminal Build 507 (MetaEditor compile error) | RaidenWorks

http://raidenworks.com/2013/06/24/metatrader-4-client-terminal-build-507-metaeditor-compile-error

MetaTrader 4 Client Terminal Build 507 (MetaEditor compile error). New build. Features and updates as announced here. http:/ forum.mql4.com/56286. With the release of build 500 and its forcing of update for existing builds above 482, there’s been quite a bit of ire from developers. Justly so because newer builds tend to break some functionality, see https:/ raidenworks.com/2012/08/11/metaeditor-corrupt-compile/. And build 417 errorneous return of double from the DLL functions. Leave a Reply Cancel reply.

2

Error 4106 ERR_UNKNOWN_SYMBOL on EA compiled by older MetaEditor running on latest MetaTrader4 Build 610 | RaidenWorks

http://raidenworks.com/2014/02/27/error-4106-err_unknown_symbol-on-ea-compiled-in-older-metaeditor-running-on-latest-metatrader4-build-610

Error 4106 ERR UNKNOWN SYMBOL on EA compiled by older MetaEditor running on latest MetaTrader4 Build 610. This error, 4106 ERR UNKNOWN SYMBOL. Occurred when the chart, where an EA compiled on MetaEditor 4.00 Build 409 (25 Oct 2011) running on the latest MetaTrader 4.00 Build 610 (14 Feb 2014), had its timeframe manually changed from one to another, e.g. H1 to H4. Reverting back to the launch timeframe did not resolve the issue. No dll’s were involved. I can’t stop laughing ». Leave a Reply Cancel reply.

3

News | RaidenWorks

http://raidenworks.com/category/news

RSS feed for this section. This category contains 1 post. GBPUSD spreads on 3 different profile brokers during Brexit day 2016-06-24. Quite a phenomenal past Friday (24th June 2016)… Below are charted spreads on 3 brokers with different profiles. 1. Saxo (institutional) 2. Alpari 3. ThinkForex Will add comments and labels to the post shortly. Saxo (institutional) Alpari ThinkForex. Security and Due Diligence. Create a free website or blog at WordPress.com. Follow “RaidenWorks”.

4

Do mql4 AND and OR operators have short circuit evaluation? | RaidenWorks

http://raidenworks.com/2013/04/01/do-mql4-and-and-or-operators-have-short-circuit-evaluation

Do mql4 AND and OR operators have short circuit evaluation? Some background on short circuit evaluation (skip this if you already know what it is):. Examine this if statement with a logical OR operator:. Int A=1; int B=2; if(A=1 B=6){ do stuff; }. If there is short circuit evaluation(“SCE”), as long as the leftmost condition fulfills, the entire if OR statement fulfills and passes control to the next line. If there is no SCE, even though A may be true, the code will still check what B is. With SCE, A!

5

MetaTrader 4 Client Terminal Build 500 | RaidenWorks

http://raidenworks.com/2013/05/10/metatrader-4-client-terminal-build-500

MetaTrader 4 Client Terminal Build 500. Quick post, Metaquotes has rolled out their latest MT4 build 500. Significant thing to note is that it appears to be a mandatory update the moment your selected broker decides to roll it out to clients, i.e. completely bypassing the liveupdate.exe in the root folder. Regarding this, I tried the “Run this program with restricted access” and it would not launch. Appears the only way is to run it with Administrator access. That’s just great. Leave a Reply Cancel reply.

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returnandrisk.com returnandrisk.com

Return and Risk: January 2015

http://www.returnandrisk.com/2015_01_01_archive.html

Quantitative Finance. Analysis and Applications. Wednesday, 21 January 2015. FOMC Dates - Full History Web Scrape. As I delve into the existing academic research regarding price patterns around US Federal Open Market Committee (FOMC) meetings, it’s clear that I will need more data than I collected in the previous post FOMC Dates - Scraping Data From Web Pages. Which reminds me of the quote by Google’s Research Director Peter Norvig:. We don’t have better algorithms. We just have more data. This will scra...

returnandrisk.com returnandrisk.com

Return and Risk: FOMC Dates - Full History Web Scrape

http://www.returnandrisk.com/2015/01/fomc-dates-full-history-web-scrape.html

Quantitative Finance. Analysis and Applications. Wednesday, 21 January 2015. FOMC Dates - Full History Web Scrape. As I delve into the existing academic research regarding price patterns around US Federal Open Market Committee (FOMC) meetings, it’s clear that I will need more data than I collected in the previous post FOMC Dates - Scraping Data From Web Pages. Which reminds me of the quote by Google’s Research Director Peter Norvig:. We don’t have better algorithms. We just have more data. This will scra...

returnandrisk.com returnandrisk.com

Return and Risk: About

http://www.returnandrisk.com/p/about.html

Quantitative Finance. Analysis and Applications. Hi there, this is Peter Chan. I have a keen interest in financial markets and in applying the theory to improve investment returns and reduce risk. I run my own training and consulting business, Return and Risk Consulting Pte Ltd in Singapore, and am a private trader and investor. I have a MSc in Financial Engineering, am a CFA charterholder and certified FRM. I live in Singapore and can be contacted at peter at returnandrisk dot com.

returnandrisk.com returnandrisk.com

Return and Risk: Modeling Interest Rates Meucci Style

http://www.returnandrisk.com/2015/06/modeling-interest-rates-meucci-style.html

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (13-18 July 2015) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construc...

returnandrisk.com returnandrisk.com

Return and Risk: March 2015

http://www.returnandrisk.com/2015_03_01_archive.html

Quantitative Finance. Analysis and Applications. Saturday, 14 March 2015. FOMC Cycle Trading Strategy in Quantstrat. Another hotly anticipated FOMC meeting kicks off next week, so I thought it would be timely to highlight a less well-known working paper, “Stock Returns over the FOMC Cycle”, by Cieslak, Morse and Vissing-Jorgensen (current draft June 2014). Its main result is:. The paper can be downloaded from here http:/ faculty.haas.berkeley.edu/vissing/CieslakMorseVissing.pdf. Although the authors used...

returnandrisk.com returnandrisk.com

Return and Risk: November 2014

http://www.returnandrisk.com/2014_11_01_archive.html

Quantitative Finance. Analysis and Applications. Sunday, 30 November 2014. FOMC Dates - Scraping Data From Web Pages. Before we can do some quant analysis, we need to get some relevant data - and the web is a good place to start. Sometimes the data can be downloaded in a standard format like .csv files or available via an API e.g. http:/ www.quandl.com. But often you’ll need to scrape data directly from web pages. At the time of writing, this web page had dates from 2009 onward. Chr [1:49] /newsevents/pr...

returnandrisk.com returnandrisk.com

Return and Risk: FOMC Dates - Price Data Exploration

http://www.returnandrisk.com/2014/12/fomc-dates-price-data-exploration.html

Quantitative Finance. Analysis and Applications. Sunday, 14 December 2014. FOMC Dates - Price Data Exploration. As a first step in visualizing/exploring the data from my last post, FOMC Dates - Scraping Data From Web Pages. I’ll plot the FOMC announcement dates along with the following price series: 2-Year and 10-Year US Treasury yields, S&P500 ETF (SPY) and USD Index ETF (UUP). I’ll use the quantmod. R package to download the price data from the US Federal Reserve Economic Data. Reshape the yield data i...

returnandrisk.com returnandrisk.com

Return and Risk: June 2015

http://www.returnandrisk.com/2015_06_01_archive.html

Quantitative Finance. Analysis and Applications. Wednesday, 24 June 2015. Modeling Interest Rates Meucci Style. I have signed up for Attilio Meucci’s ARPM Bootcamp next month (13-18 July 2015) in NYC http:/ www.symmys.com/arpm-bootcamp. And need to do quite a bit of prep as it’s going to be a deep-dive…. Market modeling: random walk, ARMA, GARCH, Levy, long memory, stochastic volatility. Pricing: full evaluation, Greeks, stress-matrix interpolation; analytical, Monte Carlo, historical. Portfolio construc...

returnandrisk.com returnandrisk.com

Return and Risk: FOMC Dates - Scraping Data From Web Pages

http://www.returnandrisk.com/2014/11/scraping-data-from-web-pages-fomc-dates.html

Quantitative Finance. Analysis and Applications. Sunday, 30 November 2014. FOMC Dates - Scraping Data From Web Pages. Before we can do some quant analysis, we need to get some relevant data - and the web is a good place to start. Sometimes the data can be downloaded in a standard format like .csv files or available via an API e.g. http:/ www.quandl.com. But often you’ll need to scrape data directly from web pages. At the time of writing, this web page had dates from 2009 onward. Chr [1:49] /newsevents/pr...

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RaidenWorks | Algorithmic Trading

Alpari UK enters insolvency. This just in. By Tommy Stubbington U.K. retail broker Alpari Ltd. said Friday it has entered insolvency after racking up losses amid the currency turmoil following the Swiss National Bank’s shock decision to remove the cap on its currency. Alpari said in a statement on its website that a majority of its clients sustained … Continue reading →. Swiss National Bank introduces negative interest rates. Unified mql4 and mql5 MetaEditor. It’s gratifying to see Metaquotes conti...

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