Use as much data as possible, you really can't have too many trades in a sample.

MA Cross Optimization EA (very cool)

Just use a filename based on symbol(). That'd create one for every pair you monitor, but not each timeframe. If that doesn't work you could read/write to a single csv file and just put the symbol() as a data field. As long as you open, write/read, ...

How can I detect a specific TF to diff-TF change? Static doesn't work.

You'll need to either use a global variable or write the data to a file. Since the variable you used to store period() would also be reset, you'll have to escape the scope of init() and deinit() w/ something more universal... ie: a file or global ...

How can I detect a specific TF to diff-TF change? Static doesn't work.

Not sure if this'll help, but it's the way I update indicators only once per bar... // Inits datetime last_bar = 0; int TimeFrame = 60; At the top. if (iTime(Symbol(), TimeFrame, 0) == last_bar) { // No new bars. return(0); } else { // Update the ...

static variable accumulation on open

Yes, and more. Return % is obvious. Drawdown is obvious. Google "Sharpe Ratio" when you have time. Distribution of profits over time is less obvious, but more important. Are all of your profits happening because of 1 or 2 trades? Or is it a lot of ...

Optimization results question

Return %, drawdown, the distribution of the profits over time, "smoothness" of the equity curve, number of trades, estimated transaction costs (average spread * number of trades), averaged profit per trade, averaged profit per successful trade, ...

Optimization results question

Called "carry trades" and yes, it's very common. But it's not nearly as straight-forward as you might think.

Is it possible to use interest earned on a position to make real money?

IMO it's probably a retrace of the downtrend. I've been watching for it for the last few weeks. The support bounce is not strong enough to completely alter the trend, but it's enough to give us a week or 2 of retracement. Won't know tho until we see ...

new trend in EUR/USD<<<<<

Was nasty earlier, wouldn't load or anything, then it got better. Now the site won't recognize my login, but the desktop fx app works fine as a bypass.

Oanda - Are you Having Problems Logging In?

Because past performance is not always indicative of future results? Ie: Things change. Especially trending behaviors. Actually tho, I wouldn't conclude this is a viable strategy on that timeframe. You don't really have enough data from just 8 ...

Statistical analysis fallacy

Well, it's a GSE... gov't sponsored (supported, whatever) entity. The promise is that the fed gov't will cover some of the risks of the mortgages they underwrite. Been that way since they were created, the intent was to provide a way to help cover ...

Fannie and Freddie Mac deal --> Treasury printing

LOL. How weird. Will there ever be total parity? 100 yen = 1 euro = 1 dollar = 1 pound? Hehe, wouldn't that be something. Maybe right before we see a global currency. Until then? No. Too much money to be made forcing it elsewhere.

1 euro = 1 dollar = 1 cable

Gaps usually close... so, we'll see. But yeah, the way they handled the takeover is sloppy. They should've used a better approach. I wouldn't equate it to treasury printing, and I think the amount of loss was closer to 12 bil than 100 bil, but it's ...

Fannie and Freddie Mac deal --> Treasury printing

Volatility adjusted rate-of-return. Google "Sharpe Ratio" for more info.

Measuring Trading Performance

It varies on the liquidity too. Take a quiet time, send an order for 100m, you could probably move the markets considerably. Of course it'd be against you, which means you wouldn't have that 100m very long... but hey, all's fair in love and forex.

1 pip = ? lots

Well, I'm just saying that if things go outside of your set bounds you could alert yourself to perform other tests.

MA Cross Optimization EA (very cool)

Hrm, that's a good question. If you're using the same settings for all pairs then it probably wouldn't matter, but if you're optimizing for each pair specifically... Still, 500 trades in isolation can give you a confidence level and a margin of ...

MA Cross Optimization EA (very cool)

Are you familiar with the math for "margin of error" ? Since you're dealing with return series data it should be close to a normal distribution. Linky: url So lets say you want a 99% confidence you'd have: margin of error = 1.29/sqrt(n) So let's ...

MA Cross Optimization EA (very cool)

While you can't eliminate all of it, you can eliminate quite a bit of it.

What's a good moving ave to avoid whipsaw?

Laff. I'm not criticizing, merely clarifying. It's good to know our assumptions, and even better to know that we are assuming them... in case there's a way to fix them. Yea, but you didn't specify how they're coming into play. For instance, fixed ...

My money management (advanced)