It appears that the poster means SMA of (Close(t)-Open(t)), i.e. a SMA of the difference. Since SMA is linear it is SMA(Close) - SMA(Open). Then it's dividing by a measure of intra-bar volatility. Overall it's a crude Sharpe ratio, some measure of ...

Using Price Action for Underlying Trend

It's some weirdity with finding the labels inside the MT program. Maybe there is some overlap when you use just numbers. This seems to fix it for unknown reasons: Label_Name = "mylabel"+DoubleToStr(row_counter,0) +"X"+ DoubleToStr(d,0);

scooby-doo BOJ JPY pairs trading robot

I know you don't want to talk about it, but to the others: I conjecture the reason for the two-stage order is technical on their end, in that one can get a multi-part fill at various prices with an ECN and dealing with a partially hit stop which ...

Steve Hopwood's Boris Schlossberg-inspired trading robots

Can you be more specific about "lower time frames"? Do you mean H1 and M15?

scooby-doo BOJ JPY pairs trading robot

occasionally need to concern oneself about demoversus live .

scooby-doo BOJ JPY pairs trading robot

The same thing is standard operating procedure even on regulated equity markets. Happened to me on NYSE. Specialist crim opened market at ridiculously low price (in fx terms, maybe 2000 pips), filled stops at far below their trigger,and the price ...

Steve Hopwood's Boris Schlossberg-inspired trading robots

One possibility: you have an ECN and the EA isn't set up for ECN two-stage orders. The Right Thing To Do is to adapt it to LibOrderReliable.mqh calls which will take care of this and other potential operational glitches. I'll work on it soon.

scooby-doo BOJ JPY pairs trading robot

In zero order stochastic approximation prices behave like Gaussian random walk. In a GWR, a 1H standard deviation will be about double typical 15 minute standard deviation. And roughly ATR behaves like standard deviation. So the stop is roughly cut ...

scooby-doo BOJ JPY pairs trading robot

Don't modify the Pairs[] array to include the suffix. Put the EA on a chart that has the suffix, e.g. GBPJPYm

scooby-doo BOJ JPY pairs trading robot

bug in send order: int take = iATR(symbol,PERIOD_H1,20,0)/MarketInfo(symbol,MODE_POINT); int stop = iATR(symbol,PERIOD_H1,20,0)/MarketInfo(symbol,MODE_POINT); if(MarketInfo(symbol,MODE_DIGITS) == 3 || MarketInfo(symbol,MODE_DIGITS) == 5) { spread *= ...

scooby-doo BOJ JPY pairs trading robot

a) I had some plan of a rewrite of the news filter which now is complex & heavy inside an external custom indicator. And i'm not sure that other thing even works right. b) at some point scoobs took off news filter in his secret workshop robots

scooby-doo BOJ JPY pairs trading robot

If you use mptm for exits does this mean you do not use the usual Take profit figures?

scooby-doo BOJ JPY pairs trading robot

Just so people remember: THM 1.6x does NOT include any news filter.

scooby-doo BOJ JPY pairs trading robot

No, only here. How to learn? Like Fox Mulder says: trust no one. "Assume" is to make an "ass" of "u" and "me". Paranoid programming. Remember, the brokers really ARE out to get you. Read the Experts log & Journal very carefully. If you see something ...

scooby-doo BOJ JPY pairs trading robot

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scooby-doo BOJ JPY pairs trading robot

RSI accounting for intrabar high and low — Want to see visually backtesting where the RSI may have triggered INSIDE a bar? Here ya go.

scooby-doo BOJ JPY pairs trading robot

The Mackerel is virtually the same as THG 1.6, but with a stab at reliability improvements. I think people underestimate the things which can go wrong in real-time trading versus backtesting and fail to program the EA's accordingly. Some losses come ...

scooby-doo BOJ JPY pairs trading robot

This is a good candidate for LibGMT.mqh Because some people's hours will go through the 0/24 mark, and some people's will not. Hence sometimes you need || (there is a break) and othertimes you need a &&. Just get the time in Tokyo hours, independent ...

Steve Hopwood's Boris Schlossberg-inspired trading robots

I agree. THG 1.6 makes excellent entries. SL and exit may need some attention, and also trade lockouts. One loss may not be bad because often a good trade comes right after the SL. But two losses in a row within a short time probably mean 'trend ...

scooby-doo BOJ JPY pairs trading robot

Do they have different magic numbers for their trades?

Steve Hopwood's Boris Schlossberg-inspired trading robots