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- eremix replied May 25, 2012
I dont know.It doesnt make sense to me.How is it possible to see 5500 15min bars and only 2500 5min bars? Has anyone else tried this?
System to hedge every major dollar pair for profit / low DD
- eremix replied May 25, 2012
Does anyone know what's going on with the bars that R analyzes?For example,when i use 8000 bars it analyzes something like 2000 bars in 1min TF,2500 in 5min,5500 in 15min,2500 in 1H etc. The most bars are analyzed in 15min TF.
System to hedge every major dollar pair for profit / low DD
- eremix replied May 25, 2012
The Johansen test is generally preffered to the Engle-Granger test for testing cointegration.It is more a framework rather than a test and it uses five types of regressions to test cointegration (you just need to choose the right one

). ...System to hedge every major dollar pair for profit / low DD
- eremix replied May 24, 2012
Ok here it is in every single step: url What we have to do is program it in Matlab and start making some tests on what timeframes to use, etc.They used D1.I think it can be done on lower timeframes with some optimizations.Unfortunately, i know ...
System to hedge every major dollar pair for profit / low DD
- eremix replied May 24, 2012
If you want to test for multiple cointegration you need to use the Johansen test.Here is a couple of examples: url url I have installed Matlab and i ll try to import some data about currencies later and i ll try to run this tests.I hope i can ...
System to hedge every major dollar pair for profit / low DD
- eremix replied May 24, 2012
As you may have read in the links i posted,this method of trading is widely used by hedge funds,large banks etc.So if we are going to do this, we need to compete with the best.I think Matlab is essential for three reasons: First, we can run ...
System to hedge every major dollar pair for profit / low DD
- eremix replied May 23, 2012
had the same problem.You havent given the right Rpath.And by the way,R doesnt have to be open....
System to hedge every major dollar pair for profit / low DD
- eremix replied May 23, 2012
Thx that's great.I have never used R before.To be honest though, i think that if we need to use econometric tests,Matlab would be better.There is also a dll here in forexfactory that connects MT4 with Matlab.
System to hedge every major dollar pair for profit / low DD
- eremix replied May 23, 2012
Here are the most interesting readings i have found on this subject.I thinks it is essential to read them if you consider trading with this method. url url url
System to hedge every major dollar pair for profit / low DD
- eremix replied May 22, 2012
I finally made it work(it was a problem with the rpath afterall).I also noticed that the maximum bars arbomat can analyze is 2500. I am like a kid playing with its new toy here but i dont know how exactly this toy should be used.I dont fully agree ...
System to hedge every major dollar pair for profit / low DD
- eremix replied May 21, 2012
Is this an answer to my question?If yes,how do i use it?
System to hedge every major dollar pair for profit / low DD
- eremix replied May 21, 2012
Thanks for all your help.I am now able to start arbomat in metatrader. I am not exactly sure though that everything is in place.This is what it shows me: image
System to hedge every major dollar pair for profit / low DD
- eremix replied May 21, 2012
I am having a bit of trouble with this step of the installation: "change the path in RPATH in the files trendomat.mq4 and arbomat.mq4 to point to your installation of R" . I am not exactly sure how to do this.I would appreciate some help. Also it ...
System to hedge every major dollar pair for profit / low DD
- eremix replied May 17, 2012
Just my opinion but you are coming up with a system,it is being tested for a month or so,the results are good and yet you are already considering some changes.I dont mean to be negative but i dont think it is going to work this way.The combinations ...
1minute 1 trade
- eremix replied Apr 2, 2012
Al would you mind updating the post on first page when you get the chance?It's hard to find and follow the rules in such a fast-moving thread.Thanks in advance.
Extreme TMA System
- eremix replied Mar 19, 2012
This system is changing soooo fast that we are getting lost in the rules i think.Al since you had a record like 33-0 if i remeber well with the old system why did you insert H1+H4 TMAs and thv4 trix indicators?I definetely agree with you that higher ...
Extreme TMA System
- eremix replied Mar 13, 2012
I have found that if you want to have tight stop losses it's better to enter when prices crosses MA(5),not when HA turns blue or red after bouncing off the res/sup lvl.I dont disagree that the way you enter Al is better because,if it goes the way ...
Extreme TMA System
- eremix replied Mar 12, 2012
yeah i tested it and it seems that it can work.and it can become very easily automated.Isn't it too easy and too good to be true?What are its disadvantages and its traps?I mean why should we even bother looking at the price if we can just look at ...
Extreme TMA System
- eremix replied Mar 12, 2012
Al, if i read the posted pdf right,you scalp 5 min based on the tma slope?Why cant this work on bigger timeframes?
Extreme TMA System
- eremix replied Mar 7, 2012
Great job!! I wish i knew who to thank first.You are all doing such a nice job with the indicators and dashboards etc. I guess the next step is an EA?
Extreme TMA System