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- skoda2008 replied Sep 24, 2010
New Indicator — Here is something to play with over the weekend. It now graphically shows the standard deviation from regression for the two groups on historical data. I hope it can be used to determine which group to sell & which to buy for ...
- skoda2008 replied Sep 20, 2010
These versions might fix the divide by zero issue for those that have it. I don't know for sure, because I can't replicate the problem. I'm also using GoMarkets build 226. Although I do have a VPS which has a good ping time, if the speed of price ...
- skoda2008 replied Sep 18, 2010
Test indicator & EA's — As promised, here are some experimental files. Firstly, an indicator which calculates the linear regression point of each pair, then calculates the standard deviation and represents it as a percentage of the ...
- skoda2008 replied Sep 16, 2010
Probability Method — Here is version 2 of what I have been working on. It measures the linear regression point of each currency pair in the basket, then calculates the standard deviation away from the regression point and expresses it as a ...
- skoda2008 replied Sep 15, 2010
I just had an idea & so put a simple indicator together for it. I'm not sure it's really of any use or how different it would actually work out being from using RVI to determine which way to open the baskets. It calculates the linear regression of ...
- skoda2008 replied Sep 14, 2010
Sorry about the blank display on the previous version. Here is the latest version (2.3) updated to put out values to the external buffer for an EA to use. This time it has been tested and works. The number next to "MA" in the indicator window is the ...
- skoda2008 replied Sep 14, 2010
This should do the trick. In honesty I haven't tested it yet though... If you call it with iCustom with an offset of 0 it should return: 0 for Hold 1 for long 2 for short I could also code the EA, but since you seem to be able to pump them out ...
- skoda2008 replied Jun 28, 2010
Backtest — Sure Geoff, here is a backtest for the last couple of months using the exact settings I have been using on the demo account. (I realise the modelling quality is poor, but don't think it matters in this case). The only things I can ...
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