Vucking good EA coder... https://t.ly/AZjRM
#14 All Time Return:
483.3%
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Cointegration, Synthetic hedges, mean reversion in R, Tech Thread 0 replies
Disliked{quote} Hi, could you please share this EA? I've also been experimenting with distance to (E)MA's and this seems like a reliable system. Thanks in advanceIgnored
Disliked{quote} All the ones who are interested can write me a pm for discord link or direct with the same name as here on discord...Ignored
Disliked{quote} Hi, interested in the EA but can't seem to write PM's (early user) nor find you on discord (I tried reteid#2222 ?). Please give more info on how to reach you. ThanksIgnored
Disliked{quote} I'm looking for pot of gold. Could you tell me how to find end of rainbow?Ignored
DislikedNice idea but why not use instead of complicated drawings simple a ma and trade to the ma when you have a large deviation from it.... Simply an ema 150 with distance 2 * (high-low) of emas...cause i m a lazy coder.... {image}Ignored
DislikedHere is an excel file, you can use for calculating the distances, at which point to enter a trade. You have to enter in the beginning of the day : a) The Open b) The dailyrange = Average daily range over 20 days c) alfa = a percentage . It is fixed at 10 % at the moment. This % is taken of the dailyrange. ==> ADR = alfa * dailyrange. Per hour is calculated the lower range and the upper range. Upper range = OPEN + ADR * SQRT(hour) Lower range = OPEN - ADR * SQRT(hour) This gives an easy worksheet for the day. Here you can quickly check where price...Ignored
Disliked{quote} Yep. This is pretty much the only potential flaw of the system. The week spot. The Achilles' heel Every system has a weak spot. That's why the whole development of this system is concentrated on different methods to reduce the impact of these undesirable fat tails. The good news is that almost half of the fat tails are caused by economic data(news). And most of these news are known in advance. They are scheduled...Ignored
Disliked{quote} The indicator is not necessary. I use it only for visual back testing. (For confirmation) For the EA you only need: current price current time daily high daily low daily ATR. Everything else is simply derivative from the things above. If you code with mql4: double price=Bid; int time=Hour(); double high=iHigh(Symbol,PERIOD_D1,0); double low=iLow(Symbol,PERIOD_D1,0); double range=high-low; double atr=iATR(_Symbol,PERIOD_D1,20,0); double retr50=(high+low)/2; double retr25sell=high-(range*0.25); double retr25buy=low+(range*0.25); double addstep=atr*0.1;...Ignored
Disliked{quote} This sounds like a recipe for a disaster... For so many years here, no one ever described a proper hedging technique. You must double or so the proper direction lots and when the rate turns around into the direction of the black swan lots, which are the trouble ones, close the hedging lots and open them AGAIN into the new direction (the black swan lots one). That is more easy said than done, cause one needs an exit plan and very very good signaling system for a direction change. The other option would be to just close the losers and open...Ignored
DislikedIt's been 3 years and 3 months since AO started this thread. Has anyone found success with this or created spin offs using the core strategy?Ignored
DislikedIt's been 3 years and 3 months since AO started this thread. Has anyone found success with this or created spin offs using the core strategy?Ignored
DislikedNice idea but why not use instead of complicated drawings simple a ma and trade to the ma when you have a large deviation from it.... Simply an ema 150 with distance 2 * (high-low) of emas...cause i m a lazy coder.... {image}Ignored