That won't work if there are multiple EA's on the account or manual trades, and it won't necessarily get the last order for the currency. I think you have to do the loop above starting from OrdersHistoryTotal()-1 down, looking for symbol & magic ...

scooby-doo BOJ JPY pairs trading robot

Yes, shite happens. I noticed on the report that there were numerous profitable trades which nevertheless didn't close at the TP. And some others had profits exiting on SL price--are you using trailing stops now? What happened to les oeufs d'acier? ...

scooby-doo BOJ JPY pairs trading robot

The AUD/NZD losses could have been avoided with a news filter, right?

scooby-doo BOJ JPY pairs trading robot

Grails are very hard to backtest, even visually. The numbers that you see in the RSI are the single point of the close, not all the values taken during that bar. You're more likely to get an extreme value in real time than it seems from the plot.

scooby-doo BOJ JPY pairs trading robot

holy mackerel! — same trade criteria as 1.6 / charvo, with one minor tweak. With programming & reliability improvements, and bug fixes. Notes to programmers: * If you do a loop with OrdersTotal(), do < OrdersTotal(), not <= OrdersTotal() * ...

scooby-doo BOJ JPY pairs trading robot

You need to reverse the EMA direction for sell trades. Now you have same as buy. I prefer a separate function for trend so it can be easily isolated from trading logic.

scooby-doo BOJ JPY pairs trading robot

Suspected traitor: excuse me Sir PowerCrazedDicator, what time is it, I need to set my watch. Hopwood: OFF WITH HIS HEAD!!

scooby-doo BOJ JPY pairs trading robot

Well, before that time it will trade like an "emerging market" ("demerging market"), where news on sovereign risk & capital controls matters as much as rates. GBP/ARS, turds of a feather. The majors will be Chinese Yuan, Deutschemark and Arab Light.

scooby-doo BOJ JPY pairs trading robot

In my non-expert opinion, this will change with the economic cycle, when more CB's start getting itchy on raising rates. Right now, except for China, economies are so bad that there will be little movement for a long time. When somebody breaks first ...

scooby-doo BOJ JPY pairs trading robot

I was hoping that a news filter improves Sharpe ratio. That's my concern, increase in volatility of returns but zero expectation => lower Sharpe. There's obviously a compromise, run half size with news filter. In serious news against your position, ...

scooby-doo BOJ JPY pairs trading robot

I believe it works by assuming future price for N bars is equal to current price and computes indicators on that assumptions.

the indic tells future?!

No. You ought to use a professionally managed VPS.

new library: LibGMT.mqh

I'm going to write LibEconomicNews.mqh which ought to fix the programming problems like #4, #5 and #6, assuming they are programming problems. If they are data feed problems then code can't fix them. So far it appears that the time in the FFCal ...

scooby-doo BOJ JPY pairs trading robot

I wrote a new library: libGMT.mqh — This should help simplify EA's and get rid of those incessant time zone issues. url

scooby-doo BOJ JPY pairs trading robot

Fix for time checking code in various THG robots — Hi, I noticed there is a bug in many offshoots of the scooby robots which have GMT adjustments. (Scooby's original is OK since he assumes localtime is GMT!) I use GMTShift in the standard way, ...

scooby-doo BOJ JPY pairs trading robot

Let me tell you how it will be That's one for you fourty nine for me, cause i'm the tax man, yeah I'm the taxman should two percent appear too small spanish geeks will filch it all if you talk your book, i'll tax the shop if you carry trade, i'll ...

scooby-doo BOJ JPY pairs trading robot

Improvement to NewsExist() function — I have another improvement to the NewsExist() function. As it stands, the EA is hammering the Forex Factory web server for EACH TICK times EACH SYMBOL pair for EA's such as the recently posted modified THG ...

scooby-doo BOJ JPY pairs trading robot

I'm a little concerned about using the M1. If you're looking for short term OB/OS, then won't the M1 trend (EMA 20 / EMA 200) often be opposite the others? It seems as if it could eliminate nearly all trades if you insist that the M1 be in trend ...

scooby-doo BOJ JPY pairs trading robot

You mean there is mercantalist competition between Taiwan and Japan, i.e. both are trying to devalue their currency to benefit their domestic exporters, and a win for Japan is a loss for Taiwan and vice versa?

scooby-doo BOJ JPY pairs trading robot