I am looking for ideas to create a Stat Arb strategy that actually works.

This code could possibly get the LastEntryPrice but it does not differentiate between DealType (Buy/Sell). The tricky part is that the LastShortEntryPrice / LastLongEntryPrice may not be the last deal. i.e. I opened 3 sell orders and then 5 buy ...

Incorrect, orders might not even have been opened in the first place since the incorrect feed could have sent false signals for entry. Therefore by just modifiying the price at opening and/or closing would definitely affects the profit/loss. No ...

I fear that if they modify the the price at the time when the entry/exit is made and since I would not know what the price they think it should be, it would cause my opened and closed trade from profit to loss.

I made a total 6 trades (opened and closed) of which 5 are profitable on the 29th. This is the broker's fault not mine. How dare they punish me by deleting or modifying my trades. My concern is that they could turn my profits to losses. This is ...

Gainsy offers $50,000 capital (non withdraw-able) to help you attract investors, but they have bad reputation / reviews. I would like to work with a honest PAMM broker that could give investors peace of mind when they invest.

Its only for strategy testing, lot increment with balance, starts with 0.1 lot and it eventually hit 500 lot but any lot size beyond 500 is invalid lot. Just like to see how far the strategy could go. The default MT5 terminal from Metaquote is 500, ...

Recommendations?