- Search Energy EXCH
- 3,858 Results (90 Threads, 3,768 Replies)
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Ronald Raygun replied Aug 22, 2010Try using steve's version. His code handles ECN brokers better than mine.
Old Dog with New Tricks
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Ronald Raygun replied Aug 22, 2010Even with the rebates, it won't work. Brokers are privy to this information and may possibly be doing it themselves. If you really want to to triangular arb, you need direct interbank access.
Need Triangle Arbitrage Calculator & indicator for MT4
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Ronald Raygun replied Aug 21, 2010I will tell you now that it won't work. Lag, slippage, and spread will eat you alive.
Need Triangle Arbitrage Calculator & indicator for MT4
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Ronald Raygun replied Aug 20, 2010What do you mean by 'practice'? Qu'entendez-vous par «pratique»?
How do you protect my EA?
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Ronald Raygun replied Aug 17, 2010No, the EA doesn't use spread. No it shouldn't skew the results as long as the sl/TP is greater than the spread.
Old Dog with New Tricks
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Ronald Raygun replied Aug 17, 2010The trade is counted as a win. The way the optimizer works is (assume reverse trades is false)... An entry bar is found in the bar history. The EA counts the number of bars after the entry bar when the stoploss is hit. Or the maximum trade length is ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 17, 2010EA automatically reverses a long trade if there's a short signal and vice versa.
Old Dog with New Tricks
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Ronald Raygun replied Aug 17, 2010No When backtesting, the EA holds trades open the maximum amount of bars, by default, 1440 (one day)
Old Dog with New Tricks
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Ronald Raygun replied Aug 17, 2010The EA doesn't quite do that now. It shows you the highest values that exceed your criteria.
Old Dog with New Tricks
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Ronald Raygun replied Aug 16, 2010Hrmn. I think for the next version of this EA I'll have it post the highest values gained for that permutation so you can manually compare against desired values.
Old Dog with New Tricks
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Ronald Raygun replied Aug 15, 2010If you right click on the chart and click "refresh", what happens?
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010I don't see anything too abnormal... The trades are ending either in 1440 bars, or in < 100 bars
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010Your stoploss value is the gross stoploss and your takeprofit value is the gross takeprofit. The profit column is the net profit. I am curious to know why the gross profit is negative. I think those were the tested trades where the entry bar is the ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010You can if you want. I don't see too many bad strings, but then again, I use super-long optimization periods. You can also consider the possibility of a string of wins. The EA is fairly accurate in predicting its own success. You can also consider ...
Old Dog with New Tricks
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Ronald Raygun replied Aug 14, 2010The issue I'm concerned with is the backtest. 5M bars are generally larger than 1M bars and thus an increased likelihood of unsure trades--trades where any two of the entry price, takeprofit, or stoploss are on the same bar. And RFKing, did you do ...
Old Dog with New Tricks