Yes, this is the bug in the platform that I found many years ago.And I talked about it in Scooby's thread too, a few months ago. And it's discussed in the comments to LibOrderReliable Specifically, in real-time operation (and not backtest) a ...

Steve Hopwood's Fib Target-level retracement auto-trader: compliments Simone

for scooby. — scooby, I'm trying to send a PM to you but it wouldn't let me. it's about serious work, please PM me with a contact info, if you please. I'm not a recruiter, spammer, whiner, shyster or beggar; I'm a scientist.

scooby-doo BOJ JPY pairs trading robot

I think Scooby's original idea of trend detection back for THG is still as good or better than any other: 20 EMA over 200 EMA for all of M15 / H1 / H4 and maybe D1 for long. All under for short, anything else is indeterminate.

Steve Hopwood's Epsilon Megastar fib auto-trading robot

I'd set up the problem as follows: with mixing coefficients c_1 c_2 c_3 c_4 (amounts/risk allocated to each strategy) estimate the expected Sharpe ratio, expected win per unit time divided by expected standard deviation over that unit time. You may ...

Money management model for multiple strategy trading method

There will undoubtably still be a legal instrument called the "euro" and contracts in it will still be valid, the question is its intended future. There are two scenarios, with opposite outcomes a) the weaker countries, i.e Portugal & Greece and ...

Short on the Euro and it goes to zero...

This is simple. The price has too many digits after the decimal points:1.48293 The EA code should do an appropriate NormalizeDouble() to 4 or 5 digits depending on your broker/dealer.

Simple 3 order GBPUSD EA

Martingale strategies increase lot size after previous losses. ONLY if you have a trading system & market conditions which make the higher lot size transactions have a higher expected win (normalizing for lot size!) does it make sense. Otherwise, ...

Does the martingale system really work?

If there is a mathematical derivation to be done, then at a minimum the community would need to be able to replicate first, the assumptions, and what exactly is being optimized. If you communicate this part clearly and precisely, then it's quite ...

Optimized Risk vs Reward Equation

It's good to understand actual fundamentals in times like today. Today was a "risk dump". Pro-risk are equities (all markets), corporate/junk bonds. Anti-risk are government bonds from solid nations. Currencies depend on the specific economic era. ...

USDJPY did anyone catch that?

Trending markets are calm and orderly in direction of positive carry (i.e. "risk on", pro growth, correlated with stock markets). They're rapid and chaotic in opposite direction ("fear trade").

Strat's Long Term Stress Free Trading

A *consistently* unprofitable robot is a candidate for an inversion. Sell instead of Buy, and reverse TP/SL.

scooby-doo BOJ JPY pairs trading robot

On one demo (FXOpen) THM 1.7 had two sells of CHF/JPY and EUR/JPY 2010-04-28, both closed for wins. Previous trade was on 2010-04-22, buy cadjpy On another demo (FXDD) THM 1.7 had the above plus a buy of USD/JPY on 2010-04-27.

scooby-doo BOJ JPY pairs trading robot

In the end, either Greece OR Germany will leave the euro. More realistically given the economic reality, there should be a strong "Northern Euro", i.e. Germany, Finland, Netherlands, Austria, Belgium, Luxembourg, maybe France (Sweden, Denmark would ...

What is to do with Greece?

When one says F1 and F2 are correlated, do you mean the underlyings are correlated (cointegrated) or their trade results are heavily cross-correlated? If it's the first, then that doesn't necessarily mean the trades are going to be really so ...

A Quiz about Money Management

end-of-week effects? — At the end of a strongly trending week (i.e. Friday midday london to NY close) there is often a reversal. Also remember that EUR news matters in any pair as well! GBP/USD didn't shoot up so it looks like a Euro ...

New home sales, whats going on EUR/USD?

[quote=jamjamjam;3667040]A WMA has a linear kernel which say for a timescale of 5 may have relative weights 5, 4, 3, 2, 1 (divided by their sum) for successive values in the past. Suppose you wanted 4.3. The built-in MT4 functions won't allow it. ...

Optimized Trend Trading

This is the key point: Here is from the code you posted: int take = 3 * iATR(symbol,M15,14,0)/MarketInfo(symbol,MODE_POINT); int stop = 4 * iATR(symbol,M15,14,0)/MarketInfo(symbol,MODE_POINT); Most of Scooby's had 2 for take multiplier not 3. Are ...

scooby-doo BOJ JPY pairs trading robot

Hi. With you have something that good, can you post the exact source code of the EA you are using along with .set files? (there were multiple versions of "1.6").

scooby-doo BOJ JPY pairs trading robot

The parameters are totally arbitrary, choose what you want. I've seen the Hull MA formula a number of times. I implemented it with EMAs using my own intuition how it should work but probably somebody's done the same before. Othertimes I have seen ...

Optimized Trend Trading

Profit factor. Bottom line performance. And at least 20% losing trades. (so you can have some confidence in the frequency/distribution of losers).

Statistics to Trade By