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- 63 Results (9 Threads , 54 Replies )
- Dirtybrown replied Jun 10, 2012
LOL here is my attempt, WARNING: It crashes my metatrader so don't load it. Open in the code editor, obviously I didn't do something right. Not seeing any error message. int EUpipValue = MarketInfo(EURUSD, MODE_TICKVALUE); int UJpipValue = ...
- Dirtybrown replied Jun 9, 2012
Nice Sym, I think it will work welll with the attached demark indi used for support/resistence. I use an ichimoku trend system should do nicely, currently targetting eurjpy. I know there is a whole method behind demark. But you can simply use them ...
- Dirtybrown replied Jun 9, 2012
Donny, here is my chart. image Can you please let us know where you originally found the indicator? thanks
- Dirtybrown replied May 27, 2012
Added this code, it compiles but I don't see output: Rx("ht <- adf.test(pred, alternative='stationary', k=0)"); Rx("cat(ht$p.value)"); Rx("if (ht$p.value < 0.05) { cat('The spread is likely mean-reverting')} else {cat('The spread is not ...
- Dirtybrown replied May 26, 2012
Ok must be a local problem them, I'm loading arbomat to another broker and will try it there. For anyone wanting to trigger the R charts from arbomat over the weekend run this script. Thanks.
- Dirtybrown replied May 23, 2012
Thanks for the links, yes its important to have a theoretical understanding. The advantage the stock market has that we don't have is sectors, per se. But we can make up for that by measuring baskets of course. Attached is an R script i modified to ...
- Dirtybrown replied May 22, 2012
Here u are
- Dirtybrown replied May 22, 2012
thats weird, here it is
- System to hedge every major dollar pair for profit / low DD
This thread is a study in mean/reversion, cointegration, whatever you want to call it trading. We ...
- Dirtybrown replied May 18, 2012
Yes.. you can pull it from R. See this code from arbomat. Using 7bit's framework, you can embed python commands to trigger R statements to manipulate the data. // format a string that presents the hedge ratios // to the user and that will be ...
- Dirtybrown replied May 18, 2012
Closed these trades blindly this morning just before leaving for work. Could have been stopped Thursday afternoon for over $100 more profit. Post it to prove a point that the EA can be timed for better performance.
- Dirtybrown replied May 17, 2012
Next week I will try 2 new things: a) Equal lot sizes. b) Timing the start of the EA AND close of all trades according to mean reversion of 3 pairs: EU / GU / UC using R. Why UC? Cause I've found for the majors, these 3 are generally the most ...
- Dirtybrown replied May 17, 2012
weird — See results, DD has been very low since starting fresh EDIT: tuesday. Something weird is happening recently though, it has started to open 3 trades at a time again. Look at the trades from the 17th and the opens. Doesn't make sense, ...
- Dirtybrown replied May 16, 2012
Wall street has been pairs trading for years, morgan stanley started it in the 80's read the attached for more background. This isn't some hokey BS martingale strategy, read up on the first part of this PDF and you will get a theoretical background ...
- Dirtybrown replied May 16, 2012
Not trying to advertise, but these guys basically invented VSA so I listen when they talk see video: video See the attached indicator for metatrader
- Dirtybrown replied May 16, 2012
Well jus tbecause you enter on a grid doesn't mean you have to exit on a grid.. Dare I, for the first time on the thread bring up an indicator. But maybe you can use the EA to check the pair that is in profit. For the profitable pair, check it ...
- Dirtybrown replied May 16, 2012
my local PC version statement, pls refer to my earlier posts regarding directional trades that were taken that have contributed to the profit. Standard Paulss settings now being used again after those trades were closed out.
- Dirtybrown replied May 15, 2012
Live statement here is a setup as you described. Notice the 2 separate magic numbers.. url here are the templates EDIT: Sorry the layers updated to 0 and restarted.
- Dirtybrown replied May 15, 2012
Closed all trades, turned off EA. Will turn it on again at the right time.. This is my local PC copy again with the extra KH ea. I know I turned this into tons of "orphaned" trades, but I wonder if the positions went against if you could turn the ...
- Dirtybrown replied May 15, 2012
hahahaha... god damn, so many possibilities. See I can close all trades now if I wanted in profit. This is my local PC version with the KH EA running on top of the normal setup. Great to know euro is going to shit, then you can just turn on one side ...