Well, volatility rule states that the raw percentage differences should be used with Sqrt(Time). So that is what I have suggested

¥ • Power System

Personally looks great to me......Thank you for your great efforts..

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Exactly. Same as MathLog(Bar1Close / Bar2Close).

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The method that I have mentioned will only work for changes in percentages not changes in pips.

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Please do. It is the statistical variance method for time based volatility. Other methods would be just guessing but this would give the correct weights. As for the scalpers, they could use individual columns instead of the "ALL" column. Even for ...

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I think best way to weigh them would be based on respective time frames using following formula: 1/Sqrt( DayMinutes / timeframe) This could also be used on ranks (which might be better) example: 1 minute weight= 1/Sqrt(1440/1) 5 minute = ...

¥ • Power System

Exactly. Thats why an EA should be tested in live market conditions for at least 2 weeks, than backtested on the same 2 weeks to check the results. The results of live tests and backtest must be identical, otherwise the EA simulation is not valid.

what can we do with 90% winrate?

In my experience, any EA which has low SL (2-4 pips, or 20-40 points), and identically low TP values will give artificial results, since the ticks are simulated. It is even worst for trailing stops, especially if the distance is low. In my opinion ...

what can we do with 90% winrate?

What I meant was using the daily High, Low, Close for retracement calculations but backtesting it on 1 hourly data. That might give finer results.

what can we do with 90% winrate?

I think it would be better to backtest using the hourly data for daily trading. It would give much more error free simulation, and more accurate I think.

what can we do with 90% winrate?

It works on my platform. You have to allow dll imports and check the "allow live trading" in properties. Make sure you attach it on 1 minute chart..

Searching for a bar type that is not Renko or Range bars

Great.. Good luck...

Searching for a bar type that is not Renko or Range bars

I hope this is what you are looking for.... It is an EA, not indicator file

Searching for a bar type that is not Renko or Range bars

That would be worst than 2x martingale. The other alternative would be to let the trade run for few bars in same direction. I didn't do the actual calculation but this could be a solution to keep the sequence of 1, 3, 5, 7 of lots.

Lets Automate a Simple Renko Strategy!

I think the idea is flawed. Here is an example, with entry prices Trade 1= 1.1000 UpBar Enter long, 1 lot Trade 2= 1.0980 DnBar Enter Short 3 lots Trade 3= 1.1000 UpBar Enter Long 5 lots Trade 4= 1.0980 DnBar Enter Short 7 lots Trade 5= 1.1000 UpBar ...

Lets Automate a Simple Renko Strategy!

Well, I don't think this shows the true simulation results, because you give %65 win ratio over a 1:1 RR, and you give win ratio of %30 for a 3:1 RR. This is very hard to achieve. The realistic scenario for a win ratio would be SL pips / (TP pips + ...

High hit rate vs big R:R - Which one do you prefer and why?

Exactly, thank you for your comments. These are some of combos of circular 3 pairs. Behavior of first 2 pairs, end result of the 3rd pair. (+Pair up, - pair down) EURUSD+, AUDUSD-, EURAUD+ EURUSD+, USDCAD+, EURCAD+ EURUSD+, USDJPY+, EURJPY+ EURUSD+, ...

Telescopic effect of Currency Pairs

I see. I am trying the square root time method, and comparing the projection to ADR(30). If the projection for the day (live updates every minute) is far lower than the ADR, I can conclude that the day has a long way to go. If the projection exceeds ...

Quant basket trader? I need your help!

Yes, very true. I just did the long way of calculation to show the details. Thanks

Telescopic effect of Currency Pairs

Ideas, ideas, ideas

Telescopic effect of Currency Pairs