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Simple Mean Reversion 621 replies
Pairs Trading: Reversion to the Mean 22 replies
Forward test of my new mean reversion strategy 11 replies
Question for synthetic and non-synthetic currency pairs 0 replies
Cointegration, Synthetic hedges, mean reversion in R, Tech Thread 0 replies
DislikedYou need to install R www.r-project.org I thought this was clear from the mt4R thread. Then it will be in a folder that looks like c:/program files/R/<version-number>/bin/Rterm.exe or similar, change the path in the mql4 file to point to your installation of Rterm.exe. Do NOT remove the --no-save at the end.
mt4R.mqh+mt4R.dll is just the interface between MQL4 and R, it contains no mathematical functionality in itself.Ignored
DislikedI have a question on how to use your tool. I could see that the ratios keep changing. So does it mean, we should keep on buying/selling the currency pairs untill we are in profit or once we enter, we dont have to worry about the ratios.Ignored
DislikedBe careful betting real money on this approach. It is based on an overfitted model; the linear relationship only holds for the period of time that the regression was trained on, and can be expected to behave differently in the immediate future.Ignored
Dislikeddid today two trades and now with success. one in range mode and one in trend mode. it seams very simple. another question i have is, if spreadline is at the upper dev. lines do i have to open trades in the direction the lotcoefficients shows, too? or do i have to reverse them?Ignored
Dislikedif spreadline is at the upper dev. lines do i have to open trades in the direction the lotcoefficients shows, too? or do i have to reverse them?Ignored
Dislikedif you look at the video at vimeo you see what i mean. btw nice blender arts.
do work in 3ds max.Ignored
Dislikedslightly below 1*stddev (the first green line).
But i made positive pips yesterday and closed a profitable long this morning on the same instrument, So I'm not worried yet. Its an experiment. The lot sizes are incredibly small for my account. Lets wait and see what happens.Ignored