Recent content by techtra

To calculate the hourly bar each minute you need to save the one minute data and re-compute the one hour bar each minute. You can do this by saving the one minute values in a wrap around buffer. To show a chart for a 24 hour period you would need a buffer of size 1440. Values for time t would be...

You could try www.truefx.com, they have tick-by-tick data going back to last year. But you'd have to do your own calculations. The files are large, 2 -3 million lines per month for one currency pair.

I have set up a trading platform to trade on a forex ECN using their market datafeed and order submission capabilities. This is presently running against a test system, with real but delayed prices, and I expect to go into production soon. I can calculate any technical indicators required, run...

I'm interested in setting up a trading platform to connect to the MTFs and other exchanges. The idea would be to receive a full market data feed, maintain a 'book' of the current state of the market and to submit trades automatically when certain conditions are met. A trader would be able to...