Risk free rate of return is the money you can make without risk of default. E.g. US treasury bonds will never default, therefore, the risk free rate of return is the interest rate on those treasury bonds. Companies traded on the stock market can ...

Sharpe's ratio for pairs trading

Each trade is evaluated separately. There will definitely be overlap between trades. Basically, count each higher high or higher low (where the new high/low happens at least one bar after the current high/low). Also, the BarStart value can be used ...

Old Dog with New Tricks

Fair enough: Yes, the initial number of bars is to determine the starting bars. Otherwise, the EA would place a near infinite number of trades when there is a new high/low every tick. The EA is currently built to only manage one trade at a time, but ...

Old Dog with New Tricks

Note changes in bold. The historical trades loop was using the value of the open trade loop. //+------------------------------------------------------------------+ //| | //| Buy Same Lots Each Time Script | //| | ...

Order entry Script with memory?

0 * 2 = 0. Don't think so

Isnt a service career more satisfying then trading?

I gave you the profit factor. Profit factor => Gross win / Gross loss, right? My apologies if I seem like a scrooge. This EA was one of the private EAs which I trade with. I have never seen the underlying concept here on FF before, thus, I think ...

Old Dog with New Tricks

Uhh... are you saying just have the ticks added to a csv file or similar? I'm not too sure about the file-handling functions in php. My other concern is weeding out bad data. Some users have reverse-engineered the request page and were sending bad ...

Tick Database Version 2

At the minimum Rabid, I think I'd be pushing $80/month with Amazon. I'm keen on not spending too much. I'm considering something akin to the BitTorrent infrastructure to collect and distribute ticks, but I'm not entirely sure how that will work--yet.

Tick Database Version 2

If I wanted to host the files, I would just use rapidshare, megaupload, storage.to, hotfile, etc. The tricky part is hosting the database itself.

Tick Database Version 2

Files from 9/14 to 12/18 will show up here in a few hours: www.RonaldRaygunForex.com/TickDB/Archive Total size: 2.66 GB The old DB's files are the ones without dates.

Tick Database Version 2

Find the metatrader folder. Copy it Paste it in a different place with a different name Repeat as necessary. Note: You will have to run "terminal.exe" from inside each folder to open each new instance. I suggest you create shortcuts.

How can i run several platforms from the same broker on my system at the same time?

The Tick uploaders on the metatrader terminal only upload the first 6 characters of the pair's name. This will always upload the currency pairs properly, and silver...gold and oil are trickier. Now that MoForce introduced me to the substr function ...

Tick Database Version 2

This EA really can't backtest because it uses historical bar data to generate its statistics. I won 8 and lost 6, in 1 week, averaged 3 trades a day, and never had a losing day. I'm quite happy, especially now that I'm in the 50 lot range.

Old Dog with New Tricks

Actually.... If you prefer, I could upload a raw sql file somewhere and you can try and play with the data there.

Tick Database Version 2

Each pair has its own table. Are you suggesting I make one large super-table? As for data access, I'm working on it. The old database was 4GB (30million rows), and it's taking a long time to query data. I'm currently trying to export that to a bunch ...

Tick Database Version 2

I'm trying to add those in, but I have a problem... Some brokers add suffixes to their pairs. So GOLD on one broker would be GOLD_fx on another. I'm trying to figure out how to detect and use those. The new host is www.Webhostingpad.com, and I have ...

Tick Database Version 2

I originally thought you were only using the script to place trades, I didn't realize the script was working along side other trades. This new script does the following: Scans through all open and historic trades. Finds most recent trade. Gets lot ...

Order entry Script with memory?

Hmm.... if you want the last lot size used.... double LastLot = 0; datetime RecentTrade = 0; int Totals = OrdersTotal(): for (int T = Totals; T > 0; T--) { OrderSelect(T, SELECT_BY_POS, MODE_TRADES); if(OrderOpenTime() > RecentTrade) { LastLot = ...

Order entry Script with memory?

Just take out Symbol() Your OrderSend is in the wrong place. If you are simply using some MM function, why do you need lot size history? You reset the variable, then get the value from globalvariables.

Order entry Script with memory?

Have fun

Expert Advisor with random entries