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Attachments: System to hedge every major dollar pair for profit / low DD
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System to hedge every major dollar pair for profit / low DD

  • #61
  • May 20, 2012 8:33pm May 20, 2012 8:33pm
If you are having trouble and the path is correct, make sure you are using the 32 bit version of R even if you have 64 bit windows. 64 bit wont work cause mt4 is 32 bit. Other than that as long as you put the library file adn enabled dlls on the ea it should work let me know if you are still having an issue ill be happy to assist send a pm

Quoting Czaray
So, I am assuming that to use R you have to have a fair bit of computer knowledge? I have very little when it comes to computer language and codes. I got stumped with redirecting the path of the Arbomat and trendomat, so I used the vitrite overlay method that uses transparency with two metatraders open. But regardless of what entry method used, is the overlay EA still sufficient enough in it's standard settings to execute and handle the trade till you decide to exit it?
Skype: heliosphan187
  • #62
  • May 20, 2012 9:07pm May 20, 2012 9:07pm
Attached Image (click to enlarge)
Click to Enlarge Name: minusUC.jpg Size: 104 KB


tinkering with some trades on this basket
Skype: heliosphan187
  • #63
  • May 20, 2012 9:59pm May 20, 2012 9:59pm
There is a test called dickey-fuller which can be done on pairs to test cointegration ability (mean reversion), i.e. the ability of a combined time series to revert to a collective mean. Can be done in excel will post some links later.
Skype: heliosphan187
  • #64
  • May 20, 2012 11:13pm May 20, 2012 11:13pm
DB,
Can i know how to get the chart R graphics : Device2 like yours?
I not good in computer. THanks
  • #65
  • May 21, 2012 1:22am May 21, 2012 1:22am
Hello Dirtybrown,

testing, Sold 1 Lot AU buy 1.22 lot NU, did i read the plot correctly?



best regards.

- guandi
Attached Image (click to enlarge)
Click to Enlarge Name: AUNU.jpeg Size: 248 KB
  • #66
  • May 21, 2012 1:44am May 21, 2012 1:44am
Is there a tutorial on this,because I don't understand how you know which pair to short and which pair to long? For instance when I place the EA on GBPUSD it will show the lots of GU at 100, and EU at -60. I understand how the lot system works, but when you put the EA on EU it will Show the inverse EU 100, GU -60, but I notice the number that I assume is the spread on the mt4 chart in the upper ride hand corner is much larger on the GU than the EU.
Shapeshift greed and catch em' off guard
  • #67
  • May 21, 2012 3:06am May 21, 2012 3:06am
Quoting Czaray
Is there a tutorial on this,because I don't understand how you know which pair to short and which pair to long? For instance when I place the EA on GBPUSD it will show the lots of GU at 100, and EU at -60.
As much as I understand, the pair to which the EA has been attached is always 100. So, yes, there is a question when to buy or sell.
One possible way to handle it might be to wait until some other system gives either buy or sell signal for the "main" pair and enter all trades after that.
  • #68
  • May 21, 2012 4:30am May 21, 2012 4:30am
Quoting Dirtybrown
Yes there was a design flaw in trend-o-mat, not so with arb-o-mat. I can't speak to the other system. My understanding is the ratio's generated from R don't need active rebalancing. Somenoe on the synth thread leave hedges open for months at a time, then builds other hedges from those hedges and a harvest method. Unfortunately few details were given.

For me there are no winners/loser individual pairs, the basket is 1 transaction for better or worse. If you clip out winners and hold losers, how do you rebalance? To me that is not sustainable. 7bit...

In large part of my brain..i really do believe it will somehow work. Maybe we can kill/reduce some of the unprofitable positions to maximize the profit. Killing and reducing the dd and the profits will take of itself.
So if arb o mat doesnt need many rebalancing all we need to do is hold the position until goes to profit. I also believe if the dd steadily increases we do need to interfere so the profits can overcome the losers. This is from the real account perspective trading which i did in live trading. Some positions can go wrong and the only thing to do is deal with it.
Again..maybe we didnt need to tinker with the basket...just follow it.
Best of luck
  • #69
  • May 21, 2012 4:43am May 21, 2012 4:43am
So far it seems that the system gives us a too perfectly hedged basket... I opened trades at midnight and since then the basket is around BE. Six pairs - EU, GU, AU, NU, UCAD and UY.
  • #70
  • May 21, 2012 7:01am May 21, 2012 7:01am
Quoting Indrek
As much as I understand, the pair to which the EA has been attached is always 100. So, yes, there is a question when to buy or sell.
One possible way to handle it might be to wait until some other system gives either buy or sell signal for the "main" pair and enter all trades after that.
Doesn't the threadstarter say if its a minus figure you buy and if its a positive figure you sell in the first post?
  • #71
  • May 21, 2012 7:36am May 21, 2012 7:36am
Quoting ohammond
Doesn't the threadstarter say if its a minus figure you buy and if its a positive figure you sell in the first post?
He did but if the initial pair is always 100 then I doubt if it is correct. No proof yet.
  • #72
  • Edited 8:24am May 21, 2012 8:03am | Edited 8:24am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
HI DB and everybody

I did a simple EA that places orders and checks for basket profit/loss. I did it very quickly so don't blame me if anything is wrong (I'll fix). :-)

Attach the EA on EURUSD 1h chart, input the number you read on Arb-o-Mat window and input a target in dollars (or whatever your account currency is).
If you won't trade a pair, leave 0 in the input window.

i.e. inputs for screenshot on post 1 would be:
-13
100
21
45
-11
181
10

that's all

Thanks to DB for the thread.
Attached File(s)
File Type: mq4 Basket-arb-o-mat.mq4   8 KB | 500 downloads
--- nothing to say ---
  • #73
  • May 21, 2012 8:27am May 21, 2012 8:27am
Wow interesting!! Can't wait to dig into this thanks a lot.

For anyone that sent me pm's, my trade system died this morning and I need to get it up. I may be delayed a while until it is fixed. Please don't let me problems stop the thread, i will answer all questions when I am back with my system

Quoting sym
HI DB and everybody

I did a simple EA that places orders and checks for basket profit/loss. I did it very quickly so don't blame me if anything is wrong (I'll fix). :-)

Attach the EA on EURUSD 1h chart, input the number you read on Arb-o-Mat window and input a target in dollars (or whatever your account currency is).
If you won't trade a pair, leave 0 in the input window.

i.e. inputs for screenshot on post 1 would be:
-13
100
21
45
-11
181
10

that's all

Thanks to DB for the thread.
Skype: heliosphan187
  • #74
  • May 21, 2012 9:13am May 21, 2012 9:13am
I am having a bit of trouble with this step of the installation: "change the path in RPATH in the files trendomat.mq4 and arbomat.mq4 to point to your installation of R" . I am not exactly sure how to do this.I would appreciate some help.
Also it says something about common_functions.mqh, but it doesnt have a link to download.Should i search the internet to find it?
  • #75
  • May 21, 2012 10:21am May 21, 2012 10:21am
Quoting eremix
I am having a bit of trouble with this step of the installation: "change the path in RPATH in the files trendomat.mq4 and arbomat.mq4 to point to your installation of R" . I am not exactly sure how to do this.I would appreciate some help.
Also it says something about common_functions.mqh, but it doesnt have a link to download.Should i search the internet to find it?

I'm also having trouble:

here are the common functions:
https://sites.google.com/site/prof7bit/common_functions
you have to open the arbomat EA with Meta Editor and replace the path written inside the mq4 file:

Inserted Code
// set this so that it points to your R installation. Do NOT remove the --no-save
#define RPATH "C:Program Files/RR-2.15.0/bin/R.exe --no-save"
I think I've done everything but with no success, do I miss something?
  • #76
  • May 21, 2012 10:42am May 21, 2012 10:42am
Quoting joancb
I'm also having trouble:

here are the common functions:
https://sites.google.com/site/prof7bit/common_functions
you have to open the arbomat EA with Meta Editor and replace the path written inside the mq4 file:

Inserted Code
// set this so that it points to your R installation. Do NOT remove the --no-save
#define RPATH "C:Program Files/RR-2.15.0/bin/R.exe --no-save"
I think I've done everything but with no success, do I miss something?
if you look at the original file it's calling Rterm.exe (not R.exe)
and with RR-2.15.0 you can find Rterm.exe in bin/i386

but I can't get it running either
  • #77
  • May 21, 2012 10:43am May 21, 2012 10:43am
Your slashes are backwards, may be why this is mine:

#define RPATH "C:\Program Files (x86)\R-2.15.0\bin\i386\Rterm.exe --no-save"

For anyone having problems, later I will post a full guide to settings up R to read from Metatrader I am getting slammed with PM's which is great to see the interest. My apologies for not posting instructions sooner, stay tuned.

Quoting joancb
I'm also having trouble:

here are the common functions:
https://sites.google.com/site/prof7bit/common_functions
you have to open the arbomat EA with Meta Editor and replace the path written inside the mq4 file:

Inserted Code
// set this so that it points to your R installation. Do NOT remove the --no-save
#define RPATH "C:Program Files/RR-2.15.0/bin/R.exe --no-save"
I think I've done everything but with no success, do I miss something?
Skype: heliosphan187
  • #78
  • May 21, 2012 10:51am May 21, 2012 10:51am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
Quoting eremix
I am having a bit of trouble with this step of the installation: "change the path in RPATH in the files trendomat.mq4 and arbomat.mq4 to point to your installation of R" . I am not exactly sure how to do this.I would appreciate some help.
Also it says something about common_functions.mqh, but it doesnt have a link to download.Should i search the internet to find it?
to: joancb as well:

Yes, you have to search common_functions.mqh in Internet and place it in INCLUDE folder.
Also in the arbomat.mq4 you have to write something like this:
#define RPATH "C:/Program Files (x86)/R/R-2.15.0/bin/i386/Rterm.exe --no-save"

Be sure to have installed R 32bit version (even if you have windows7 64bit)
--- nothing to say ---
  • #79
  • May 21, 2012 10:58am May 21, 2012 10:58am
Quoting sym
HI DB and everybody

I did a simple EA that places orders and checks for basket profit/loss. I did it very quickly so don't blame me if anything is wrong (I'll fix). :-)

Attach the EA on EURUSD 1h chart, input the number you read on Arb-o-Mat window and input a target in dollars (or whatever your account currency is).
If you won't trade a pair, leave 0 in the input window.

i.e. inputs for screenshot on post 1 would be:
-13
100
21
45
-11
181
10

that's all

Thanks to DB for the thread.

It won't place orders. Giving me a "unit reason 5" not sure what that means.
  • #80
  • Edited 11:16am May 21, 2012 11:03am | Edited 11:16am
  •  sym
  • Joined Apr 2011 | Status: Working... (too much) :) | 356 Posts
Quoting turboguru
It won't place orders. Giving me a "unit reason 5" not sure what that means.
Do you have suffix for your currencies? Like EURUSD# or EURUSDm?
Are you allowed to trade micro lots? (i.e. 0.01)

If one answer is NO, the EA won't work.

For the first one it's not a big issue, it easy to modify the code and add the suffix you need.
For the second one, no solution.
--- nothing to say ---
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