That's nearly 100% because the Chinese currency should be an economically important currency with flexible exchange rates (2nd biggest GDP), but it isn't because of their hypermercantilist policies. This is not the fault of the USA.

Only 1 Global Currency? Oh no! No more currency trading? So what?

The difference is that if the trend is continuing then it will continue to re-open again. And possibly you might be able to capture a temporary local maximum in the trend, which is always decorated with noise.

Jag's Phantom 6 System

Alright, you're going to play with me. Are you willing to discuss the name of your integer programming package / algorithm and any details? For this is something quite complicated & technical to do well and far more subtle than convex ...

Old Dog's Taming of the Beast?

Hi. Are you willing to share your cointegration estimator? Are you doing real integer optimization? (!!) Have you looked at out of sample performance or played around with any regularization? I would prefer a looser but less over-fit basket which ...

Old Dog's Taming of the Beast?

In typical practice, the read/write of the GV's is infrequent and the size of the data stored is minimal. Much more important for stability is for an EA to be able to restart any strategy properly after it has been stopped. There can be many reasons ...

Jag's Phantom 6 System

There is no stationary low dimensional determinism in financial markets in the classical ODE sense, but that doesn't mean all hope is lost.

Optimized Trend Trading

No, not that great. But I do mathematical software & machine learning for a living though, so I probably used some confusing jargon without realizing it.

Basket 14 EA System

I have downloaded and looked the source code and am running it, and I've read a significant part of the thread. Is this correct (please correct as necessary) At top of each hour, the bot looks at the difference in price at present vs price of the ...

Basket 14 EA System

I guess I don't understand the difference. Once an hour you calculate delta (now-then), it just changes where you get the "then price" from---a global variable or MT4 history. I don't think there's a huge amount of difference---other than saving a ...

Basket 14 EA System

A theoretical question: If we are looking at whether "phantom trades are profitable" when they opened at a given time...then isn't that the same as looking at the difference in price between "now" and "then"? So conceivably, if at any time "now" we ...

Basket 14 EA System

Jim Simons. url Medallion makes 40-80% p.a. on billions, nearly 100% owned by employees. They are the best of the best of the best.

Stop fooling yourself; There is no system

Try the fit using (a) logarithms of price. (b) differing time intervals (or decaying kernels) weighting them. Do you have code for this publicly available? I think the real issue is having some idea when an apparent excursion isn't going to come ...

Synthetic hedges, cointegration, mean reversion and similar stuff

When you have a multi-currency EA like TB, some of the error messages which are autogenerated by MT4 will have the currency of the chart that the EA is on (not necessarily in reference to the trade it is on) , so the error message doesn't reflect ...

Sixths trading - an EA by macman, Bob and Steve

I know enough statistics to do it, but you have to specify what you need. And for $0, no guarantees on schedule. Stats won't do the thinking for you, you need an idea first. Technique & stuff comes after a clear idea.

Sixths trading - an EA by macman, Bob and Steve

I may be wrong about this, but I don't think the NFA actually banned hedging---they just banned charging different from the netted out position. It doesn't matter if the platform allows buy & sell trades simultaneously (that should be allowed for ...

Sixths trading - an EA by macman, Bob and Steve

Old_dog: What exactly are you plotting and proposing to optimize? I think I don't quite understand. But I'm definitely interested in the statistical approach. What we need to optimize is not the probability of a profit but the probability of a ...

Sixths trading - an EA by macman, Bob and Steve

*koff* mt4 orderHistorybug *ahem* use libOR I will try to update TSMRB to your latest defaults (and try to fix a jumping stop problem of tazman--and I don't have to wait 2 minutes after each trade).

Sixths trading - an EA by macman, Bob and Steve

Scoobs, don't tip the criminal or FSA (assume that FSA will blab everything to the criminal first) off too soon until you have conclusive data. The criminal might just put your accounts on the "honest dealing" setting that they use for the 1 or 2 ...

Sixths trading - an EA by macman, Bob and Steve