Trading Forex and CFDs using computational techniques, including indicators, strategies and coding. It is not running anymore at my site - can anyone confirm this?
It looks like FXCM changed what they do with the price data. It looks like they are sending a dummy "tick" at the previous bar's close price. This totally defeats the way GapFix was working. I have not idea why they would do this. I added a work-around for the "fake tick" issue. The indicator now throws away the 1st tick which appears to be indicator re-send of the previous day's closing price.
Thank you very much - this helps a lot! You mentioned you don't use the Indicator anymore - don't you need it anymore, any alternatives? I'm using London open mainly 8: As such the gap is now outside my "window of interest". So, I just got used to not forex the GapFix.
Wednesday, April 9, Gap Fix Indicator. I use an indicator that I developed called "Gap Fix". It was developed to fix gap very simple problem with the FXCM data feed on the MarketScope platform.
The problem is that FXCM does not show the proper gap on session breaks, such as stock indices CFDs like DAX GER30FTSE UKetc. The indicator is quite simple. It loads the tick data stream on session break bars, to determine the actual starting tick price. Loading the tick data takes time, and so I would only normally recommend using this on a small timeframe chart like 5min, 15min, 30min, etc.
There is no need to use it on 24 hour markets like forex, since there is no session break as such. Here's a comparison of today's FTSE UK On the left it used the "Gap Indicator. Hopefully, the benefit is obvious. Posted by Robocod at 9: Share to Twitter Share to Facebook Share to Pinterest. Anonymous November 12, at 8: Thierry BLANCHARD Forex 30, at Unknown November 3, at Robocod November 3, at 1: Robocod November indicator, at 7: Robocod November 4, at Stefan Preisinger January 13, at 7: Robocod January 13, at 7: Anonymous January 30, at 9: Newer Post Older Post Home.
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