Nicotina trader with auto time-zone thingy — Steve was not keen on the notion of working to satisfy lifeforms who were unable to do the hour computations themeslves (PS it works on your computer's local time, not the criminals!). Me being an ...

Nicotina GJ Breakout strategy: an auto-trader by SteveHopwood

Steve, you may want to consider using my LibGMT.h for this. It will automatically find UK time, does not require any user-setting (it looks at computer local and knows its time zone) and adjusts for London daylightsaving for the next 10 years or so.

Nicotina GJ Breakout strategy: an auto-trader by SteveHopwood

90%: expectations of changes in interest rates 10%: noise & fear

What is the market to you?

Only if you are doing a haram (forbidden) interest-bearing strategy like carry trade.

Aren't the banks interested in hunting our stops?

This is not quite true. It may mean that trades from trend-reversal strategies tend to stay open longer than ones from trend following strategies, but the net profitability on random data will be the same.

Aren't the banks interested in hunting our stops?

Isn't LookForTradeClosure() intended to close just-plain regular trades? Why is it restricted to Hedging?

Sixths trading - an EA by macman, Bob and Steve mk 2

Translation: We regularly don't offset positions and trade against our clients because we can screw them better one transaction at at time. That's what "substantial risks and possible loss of funds by the company clients means", i.e. "we were ...

Sixths trading - an EA by macman, Bob and Steve mk 2

charvo: I'm not sure of that. I think of it this way. The EA works by short term momentum from a given set point, on the assumption that the markets do have some short-term trends, but not in all pairs at once. If the set point is far enough back in ...

Phantom 6 System

I agree with charvo. I saw the same. What really matters I believe is whether the underlying currencies (not pairs, currencies!) have some trend in them. If they do, it wins, if they reverse too quickly, it loses. That's it. Last couple of days, ...

Phantom 6 System

There can be an asymmetry because currencies reflect different economic realities. Typically "risk on" movements usually go up more slowly (rising stock markets) than "risk off". That is, people panic faster than they get greedy; a bubble is a time ...

Are your rules symmetrical?

If there's a country which ought to monetize their debt, Japan is it. They have a deflationist mentality which they need to stop now.

Japan Earthquake good for JPY?

Yes I posted a version a few weeks ago. On the original pairs it works OK, but on other pairs, I'm not sure. I'm now getting many "Off Quotes" errors so I don't know if recent results are reliable. I wonder if it may be the "Slippage" parameter ...

Phantom 6 System

Yes, of course real trades need to be lotsize tuned, because otherwise you are accidentally making biggest bets on GBPxxx pairs.

Phantom 6 System

I hate to pound it in over and over, but it really matters if you are running a fully balanced basket, meaning that you adjust the lotsize to account for the different values in the first currency of a pair. Without "fully balanced lotsizes": ...

Phantom 6 System

Thanks. It appears to be what close to what I thought. I want to know more about the algorithm of #4. It's not something I've ever seen before---seems quite intriguing. Do you know of any more references (e.g. mathematical papers/web sites?) In the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Yes if that is the case, then yes they are different. What exactly are the optimzation problems? What are the inputs and what is being optimized. In traditional linear regression they are definitely different minimize sum_j (y_j-z_j)^2 with y_j = a ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Sorry for the naive question. Is the "recycle2" code freely available somehwere, and if so, where? At a minimum I saw that the video had some automatic data downloader, just that alone would be useful. Regarding the normalization, it only changes ...

Synthetic hedges, cointegration, mean reversion and similar stuff

The "Invalid Stops" error in MT4 actually covers a larger number of error conditions than just literally stops. I think you can look up the documentation (or maybe on a mq4 web page?). I once saw and posted the list but can't find it now.

Sixths trading - an EA by macman, Bob and Steve mk 2

The paper you linked on method of moments is not really relevant. The "phase" being discussed in that paper refer to phase of matter (solid,liquid,colloid,gas,suspended particles) in a fluid-dynamical simulation of complex material reactions. This ...

Optimized Trend Trading

It's not impossible at all; in fact it's elementary finance 101. You want the one with the best Sharpe or Sortino ratio or some statistic like that. If you were managing Other People's Money then #2 is universally preferred. Now the actual choice of ...

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