How SharpTrader’s built-in MCP server lets Claude manage a strategy by voice from a phone, run eleven read-only monitoring tasks and build a trading control center from live data. Four videos and the full prompt to repeat it.
Continue readingIOC vs FOK and the other order types an algorithm must choose between: how market, limit and stop orders combine with time in force, one order book with three results, FIX tags and execution reports, last look, where to place the limit, partial-fill handling and a strategy matrix.
Continue readingWhere forex tick data comes from, why two datasets for the same pair never match, and how to check and clean ticks before trusting a backtest: interpolated bars vs recorded ticks, broker vs reference feeds, time zones and daylight saving, quality checks, variable spread, execution time and storage.
Continue readingLockCL2 with and without the new impulse entry and adaptive exit parameters, side by side on live accounts, plus Phantom Drift with the new parameters: settings, first-week results from public monitoring, charts and what one week can and cannot prove.
Continue readingWhy forex spreads widen at the 17:00 New York rollover, around news releases and in thin sessions, what spread widening costs swing, scalping and arbitrage strategies, how it can trigger stops, how to measure your broker’s spread profile and how trading algorithms filter it.
Continue readingWhat forex slippage is, where it comes from, how to measure it from your own trade log, how to spot one-sided execution and which changes really reduce it.
Continue readingSharpTrader Optimizer now tests your own forex and crypto bots, not only BJF strategies: real ticks, your broker’s execution time in ms, per-tick spread, multi-core grids and built-in WebSocket connectors to crypto exchanges.
Continue readingWhat free arbitrage software really exists, 30 days of real data from the free BJF scanner (149,309 events, 5 brokers) and a five-step workflow from scanner to trading plan.
Continue readingHeikin Ashi formula, how to read the candles, a trend-following template and why backtests on Heikin Ashi prices mislead. Tested on real BTCUSDT data, with a free PDF cheat sheet.
Continue readingDisclaimer: This material is educational. Arbitrage and quasi-arbitrage strategies can be profitable, but for a retail trader, they are almost never 100% “risk-free” due to costs, slippage, latency, short-selling restrictions, margin requirements, and the specific rules of brokers, exchanges, or prop firms. Important note on “masking”: I can discuss the concepts of multi-leg lock structures and how “masking/stealth” approaches are described from a marketing perspective, but I will not provide instructions on “how to bypass…
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