- Search Forex Factory
- 9047 replied Jan 14, 2017
Hi Tardigrade, Glad to have inspired you! The data loading issues are driven by the way MT4 handles data. Indiators only have access to the data that has been loaded into charts so. A solution would be to progammatically open charts for each ...
- 9047 replied Jan 6, 2017
Correlation Oscillator v1.0 beta After a long wait we have new version the Correlation Oscillator. I have take reasonable measures to ensure this code is functioning but some testing by the community would be appreciated - hence the beta release. ...
- 9047 replied Jan 2, 2017
Rather than focusing on automated stop generation I'm focused on identifying where the stops are. Volatility measures are a place to start with that approach. I'm back in the office tomorrow and hence back to work.... excited to get back to it! I'll ...
- 9047 replied Dec 30, 2016
Absolutely agree the Bernoulli approach is the same thing ..... just a lot simpler .... hell, massively simpler. I do always love seeing central limit theorem in play. It still makes me smile when the bell curve appears. The only "nice" thing about ...
- 9047 replied Dec 30, 2016
I'll update this soon with some details on the efficiency frontier .... after all in its simplest form this really is just simple a linear programming exercising.
- 9047 replied Dec 30, 2016
I might be missing something (because I haven't used the MT4 strategy tester for a long time) but ... Is the 16432 trades generated against the 1967 H1 "bars in the test" a problem?
- 9047 replied Dec 30, 2016
The following charts demonstrate the for a 45% expectancy a system attain sufficient average reward/pay-off is still profitable (neglecting transnational costs). The equity curves from the simulation: image The histogram of the expectancy form ...
- 9047 replied Dec 30, 2016
Just pushed some of the expectancy code I wrote a while back (with some updates) to the Git repository. The key take away is that systems the lower than 50% expectancy can still be profitable provider the reward or pay-off is sufficient. The Read me ...
- 9047 replied Dec 27, 2016
Sorry can't see those charts here. Why don't you post them?
- 9047 replied Dec 27, 2016
Hi FXEZ, Some great stuff being posted in this thread! Given we can't attach R/S scripts to posts maybe we should start a git repo? Folder structure could be: <root> +-<topic1> | +- R | +- Julia | +- Python | README.md +-<topic2> | +- R | +- Julia | ...
- 9047 replied Dec 27, 2016
Could you explain with more of a structured hypothesis rather than simple ranting/trolling conjecture: 1. Why the conclusions are "all wrong." 2. How p-values are altered with taking partial profits. 3. Why you are saying math and trading are ...
- 9047 replied Dec 21, 2016
Surely the term "best" really depends on how you intend to classify identified areas of support and resistance areas? For example what matters to you: How many times it been hit? Do you consider the area flipped (e.g. support becomes resistance or ...
- 9047 replied Dec 21, 2016
Hi JT Glad you appreciate the indies. Working through the lack of flexibility in layout now. At present the table can only be situated on the right hand side (my personal preference). To solve the problem of where it (and other chart objects are ...
- 9047 replied Dec 19, 2016
Bit behind on getting the relaese of the oscillator done. Just need to clean up the code and sort out some things that will be issues ... skiing and Xmas getting in the way If I can spare sometime I'll also have a look at making the crazy ...
- 9047 replied Dec 16, 2016
New release v1.2.5 Change log: Bug fix in the calculation of the weighted price. Was dividing by 3.0 (instead of 4.0). Build notes: Tested on MT4 Build 101 (18 August 2016) (under Windows 10, running under Virtual Box). Compiled using version 5.00 ...
- 9047 replied Dec 16, 2016
Correlation Oscillator Preview Moving Correlation release should be ready for over the weekend... image This version will: Support up to 32 symbols at once (why you would plot more than 8 - 10 I'm not sure). Has both Pearson and Spearman product ...
- 9047 replied Dec 12, 2016
O.K. I get what you need. Building a table like that really isn't what I have in mind for this indicator. The goal for me is to be able to assess instantaneous correlation values across multiple time frames. Don's rarther impressive table only looks ...
- 9047 replied Dec 12, 2016
@Metastock, thank you for providing the link. @Spoy the primary reason I'm no longer making the source code available is that no one respects the GPL license the original version was released under. Apologies, but its just frustrating. If you need ...
- 9047 replied Dec 12, 2016
Sorry, but no.
- 9047 replied Dec 11, 2016
Hi Ramadas, Sorry I may have misunderstood what you are asking but I think the indicator already does what your asking for. The image illustrates the correlations are highlighted according to their strength. image Off the top of my head I'm fairly ...