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- mbkennel replied Jan 23, 2011
A truly balanced Phantom6 — Something I noticed with the Phantom series of EA's. They are designed to open the same number of lots in each pair, e.g. 0.25, regardless of the value of each trade. I thought the idea was that if you had exactly ...
Phantom 6 System
- mbkennel replied Dec 21, 2010
I've seen this too. One thing that may (or may not) help is to go to Tools/Options/Expert Advisors, and disable all the "Disable experts when..." checkboxes, and enable the overall "expert advisors".
Steve Hopwood's Fib Target-level retracement auto-trader: compliments Simone
- mbkennel replied Dec 20, 2010
Well, if you have trades which have returns which are anticorrelated, it is possible for the Sharpe ratio of some mixture to be better than the max Sharpe of each. Is this getting closer?
Brain teaser 1: Is it possible to turn a losing system into profitable one?
- mbkennel replied Dec 19, 2010
he he. That's why I was too timid to go full stealth on my variant (The Beauty). And I'm not trading live. Making a true "stealth bot" is very hard. In live trading execution errors/bugs just can't be accepted---a good strategy is hard enough. ...
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 19, 2010
Can you read this? url Sorry, I didn't understand eontents of the link you gave regarding the two different regressions, and why they are not equivalent. Can you explain more? Thanks.
Synthetic hedges, cointegration, mean reversion and similar stuff
- mbkennel replied Dec 18, 2010
Yes, it seems that there is some asymmetry, but I've seen this asymmetry in quite a bit of published econometric literature. Suppose you took the second equation and multiplied through by -coef1[AUDUSD]/coef2[AUDUSD]. If everything is done properly, ...
Synthetic hedges, cointegration, mean reversion and similar stuff
- mbkennel replied Dec 16, 2010
Sorry, I didn't understand what you mean. Can you explain more explicitly (e.g. like an algorithm). This is normal. I will clean up code later. It has no effect.
The Beauty - Bride of The Beast
- mbkennel replied Dec 15, 2010
I invite people to try the strategy OOTB (which is seriously different from TB), as well as a more Beast-like strategy, which means turning the trend adjust parameters to zero and probably turning on BE, jumping stop and maybe recovery. I'd like ...
The Beauty - Bride of The Beast
- mbkennel replied Dec 15, 2010
Argh. Fix didn't make it 1st time. Re-uploaded to post #1.
The Beauty - Bride of The Beast
- mbkennel replied Dec 15, 2010
Steve, make sure that you check that orders enter history after opening a trade before continuing. That will reduce most duplicate order problems! Hi guys. If you're interested in a different "new beast", you may be interested in this one: url So ...
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 15, 2010
OK, latest update to fix bug, v0.2.4, download from first post. I really hope this is the stable version now! So far it's been looking good, at least as far as working with few/no execution errors.
The Beauty - Bride of The Beast
- mbkennel replied Dec 13, 2010
Oops, there is already a minor bug. The "delete duplicate secondary trades" section got deleted from the CleanUpOneIteration(). I will upload a fix sometime soon. For now, delete the earliest of any duplicate secondary pending trade manually.
The Beauty - Bride of The Beast
- mbkennel replied Dec 12, 2010
bump. significant new version, all previous had bad bugs (TSMRB and v0.1.x). A couple of novel concepts here. Please, give it a whirl, both with default and other parameters. I have no idea what may be good/bad/optimal/horrible.
The Beauty - Bride of The Beast
- mbkennel replied Dec 11, 2010
The WSJ just had an article about how much the Germans were going to defend the euro. Usually that means SELL, right, i.e. do or do not. There is no "send propaganda to Rupert Murdoch". For the 7 day high-low, do you mean that if you break the 7 day ...
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 10, 2010
Remember, when you send in an order, it does not appear in the history immediately,though it is available by ticker number. (MT4 synch bug ) . This can be totally load & broker dependent and unreproducible. So CountOpenTrades() may not be setting ...
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 9, 2010
Looked at LEB: Is this a bug? DoesTradeExist() looks for actual trades placed on the server, but doesn't look for global variables set because you have a hidden pending trade cocked and ready to go. Is this OK?
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 9, 2010
I like the enthusiasm, but remember that you have to include the open trades in the results, which can be big and negative with TB.
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 9, 2010
Please don't. It's buggy.
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Dec 8, 2010
Actually TSMRB had some Less Reliable Bugs in it---not the execution library, but my changes inadvertently messed up the strategy. I've been working on a new EA (The Beauty) which is currently undergoing testing which has some new analytic concepts. ...
Sixths trading - an EA by macman, Bob and Steve mk 2
- mbkennel replied Nov 23, 2010
IBFX is not lying. The trade context busy problem is a flaw of MT4. You have to program your EA correctly to take care of these problems. Personally I (wrote) and use LibOrderReliable4 which is a wrapper of MT4 order execution to handle this. But ...
Sixths trading - an EA by macman, Bob and Steve mk 2