Hi daraknor,

You might fly over my reply because it's my first post but I stumbled across this thread and found it really interesting because we have the same goals.

So I'll keep it short and concise.

I developped a system based on woodie's CCI with some other indicators relying on volume.

So I needed to find the best broker with the biggest volume and came across dukascopy. So i started demotrading my system with them.

But as it is based on the metatrader platform, I had bad results depending on which metatrader brokers signals I used. Because as you said some brokers distort their tick data way too much.

So I called dukas which provides a FIX API to trade through and also some agents and wanted to integrate their datafeed into metatrader...and of course I would not get support for that...but they have an agent or dll which allows metatrader to post trades on their system so an expert advisor could do the job.

I began then comparing dukas 1m chart data with that of many metatrader brokers. I wrote some perlscripts to do the job and finally came across a broker whose datafeed is close enough to use and demotested it manually for some time with much better results.

In conclusion for me the best bet is to use a metarader broker demo datafeed to trade live on an ECN without rewriting the whole code in java or whatever. Also there might be pros and contras to dissociate different brokers interest.

I really like your approach going the python way but maybe perl is a simpler option and I don't really see the need of using a database like MySQL to store the tick data because the candles data is just so straightforward and not linked in a way you would need a DB to spare redundant data.

I hope you read on to now and would like to hear from you.

best regards