The HullAMA isn't. If you're going to do a search, what evaluation/boostrapping crtierion are you going to use? You'll have to make some kind of cross-validation sets, deal with autocorrelation in trade results, etc. I agree. It's entirely ...

Optimized Trend Trading

I'm better at MATLAB. Hull moving average. This is what I got it from: url I used exponential instead of a FIR WMA. EMA's are great because they're the simplest recursive IIR filter. The EMA version of the Hull MA is hence a IIR filter, if you ...

Optimized Trend Trading

I personally don't find the climateaudit.etc sites to be particularly informative. It is true that climatologists could use some help from professional statisticians, but in that field getting the physics right is more important than getting fine ...

Optimized Trend Trading

A performed better. Better Sharpe ratio is better.

A Quiz about Money Management

Reward: Trader A: Wins +1 with p=0.75, Loses -1 with p=0.25. Expectation per trade=0.75*1 + 0.25 *-1 = 0.5. Trader B Wins +2 with p=0.5 loses -1 with p=0.5. Expectation per trade=0.5*2 + 0.5*-1 = 0.5. Same expectation, hence same expected profit ...

A Quiz about Money Management

physics vs phorex — In truth, not so much. As a background, climate models are not the same as weather models. The first concern timescales of decades to centuries and concentrate on overall physics, the latter concentrate on, of course ...

Optimized Trend Trading

trending/ranging indicator — I coded up an indicator of the formula, including a hull ma. It doesn't look so hot to me.

Steve Hopwood's Boris Schlossberg-inspired trading robots

I read this. I must be dense, because I don't understand the economic difference between the above, and a buy-stop at 210.30 (with a certain stop loss). From 210 to 210.29, the buy& sell cancel.

scooby-doo BOJ JPY pairs trading robot

For time of day manipulation, I like "HHMM" integer variables, i.e. hour*100+minute. I'll put in a plug for my LibGMT.mqh here.

Steve Hopwood's programming room... Share your hints and tips here

I think scooby means "don't sell yen", i.e. no buy XXXJPY at any time, in current conditions.

scooby-doo BOJ JPY pairs trading robot

Looks normal. It spams the log every 5 minutes with its idea of the trend. The ones which it says are trending (first) are trending, the a/i suffix says whether they are in active or inactive hours. The remainders show the 'trend strings', which ...

scooby-doo BOJ JPY pairs trading robot

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scooby-doo BOJ JPY pairs trading robot

I'll post the rest of the files when I get home (8-10 hours) if nobody else has done so previously.

scooby-doo BOJ JPY pairs trading robot

OrderCloseReliable() is intended as a functionally similar wrapper for the OrderClose() built in function, which takes a ticket number. If you have a ticket number already you should have checked that it's the right magic number!

scooby-doo BOJ JPY pairs trading robot

The Holy Mackerel 1.7 — modifications: *) TP/SL configurable, default set back to original scooby settings (not later scooby settings) *) multiple ways of trend determination *) (big one), uses LaguerreRSI (internally) to enter trades instead ...

scooby-doo BOJ JPY pairs trading robot

James Simons' hedge fund company (referring to Medallion in particular). It has been generating extreme results for two decades on massive size, and is nearly 100% quant. You know how most hedge funds are 2 and 20? (fee of two percent of assets, 20% ...

scooby-doo BOJ JPY pairs trading robot

A statistical analysis of the returns: the p-value for a one-way T-test against a mean of zero gives p=0.26 about, so using this test, doesn't yet give statistical significance for profitability at the conventional 0.05 level. A randomized bootstrap ...

scooby-doo BOJ JPY pairs trading robot

scooby, do you really mean 0.25% of 1.52018, i.e. 0.25% of the price is the deviation (independent of that pair's volatility)? I think Steve was proposing a deviation of, e.g., 25% of Daily ATR

scooby-doo BOJ JPY pairs trading robot

CurrencySharksWithFriggingLaserBeams.mq4 extern bool CriminalIsECN = false; extern bool CriminalIsEvil = true; extern bool CriminalIsVeryEvil = true; extern bool CrminialIsPinkyEvil = true; double TakeProfit=1000000000000;

scooby-doo BOJ JPY pairs trading robot

Modulo lot-sizes, you are buying GBPCHF and EURJPY, which means pro-risk & pro-carry. Why not just trade those two? A few months ago, dollar went down when risk-aversion went up. Is it flipped now? Or are you buying counter trend in risk instead of ...

scooby-doo BOJ JPY pairs trading robot