- Search Forex Factory
- 9047 replied Jan 9, 2014
Hi Rockit, Thanks for the reply. I did a little more digging and found a couple of "off-the-shelf" closed source and pay-for use. For reference: url url url 7-bit also put together a similar interface for R - mt4R (which can found here on ...
Calling MT4 commands externally (e.g. from C++)
- Calling MT4 commands externally (e.g. from C++)Started Jan 8, 2014|Platform Tech|26 replies
Happy New Year everyone! I've written a pile of code for automating elements of my trading. I want ...
- 9047 replied Dec 18, 2013
Hi Conglom, I can see the logic and I'd love yes but if was that simple we'd all be retired forex traders in 6 months.
Day's first H4 candle correlation to daily candleEssentially the Chi-squared test just show that for the data I used there is an association between the resulting distribution ...
- 9047 replied Dec 2, 2013
Working my way through the posts above - good discussion. At the risk of blowing my own trumpet
Causation and Correlations... I've written a MTF Correlation indicator for MT4 - you might find it useful for what you are doing here. I've put it in a thread under the ...
- 9047 replied Dec 2, 2013
The quick answer is your talking about expectancy. The projection of the account balance (portfolio value) depends on the systems win rate. For example if you fix the risk (e.g. you get minimal slippage and you stick to your plan a hit trades that ...
Account Balance Projections
- 9047 replied Nov 28, 2013
Just a quick update... I've been beavering away on a more generalised data store for "relevant" market data e.g. price, time and sales, market depth, news, social media. I did find this great talk up on slide share produced by the MongoDB folks: ...
MYSQL or PostgreSQL
- 9047 replied Nov 14, 2013
Hi Pip, O.K.... so all the talk of convolutions made the math sound hard so I "parked" this one for a while.... but this afternoon I did a little old school pencil and paper work. If we you consider the discrete case (as you've laid out above) don't ...
Expectancy Management
- 9047 replied Nov 6, 2013
Hi Kobi, Need to note that I'm currently not using real-time market data but I have worked with real time data in other areas. That said I have dabbled with SQL databases for storing FX and stock market tick and bar data - essentially I used which ...
MYSQL or PostgreSQL
- 9047 replied Nov 5, 2013
Hi Pip, Just looking at your table - nice work. I looked at the impact of the day whilst you looked at the distribution of the movement when bias occurs. Have a couple of questions: The bins hold the ranges for each bar (open - close)? Just to ...
Day's first H4 candle correlation to daily candle
- 9047 replied Nov 5, 2013
Ran chi-squared test to determine if any association between the day of the week and the H4-D1 bias distribution exists (p-values <= 0.05 are considered significant). Here are the results: AUDCAD: X-squared = 3.2589, df = 8, p-value = 0.9171 AUDCHF: ...
Knowing your market by collecting stats
- 9047 replied Nov 5, 2013
Hi fffx, Glad you found the results useful. I mean this in the most sincere way but I'm just not interested in writing that kind of a filter. The idea just doesn't really fit my approach to trading. That said I encourage you to export the data from ...
Day's first H4 candle correlation to daily candle
- 9047 replied Nov 5, 2013
Thanks! I just tweeted what I think is the take away statistic: Will interesting to investigate those "1700" times and see what the contributing factors where, I'm guessing existing trend will play a in number of them. Would nice to find and edge ...
Knowing your market by collecting stats
- 9047 replied Nov 4, 2013
Hi fffx, "None" simply means there was not bias e.g. the 1st H4 bar was bullish and the day was bearish or the opposite. I've uploaded more results to my stats thread over here ( url ) Cheers, ninety47.
Day's first H4 candle correlation to daily candle
- 9047 replied Nov 4, 2013
NZDJPY image NZDJPY H4 to D1 bias ==================== Overall: Total observations: 1482 Invalid D1 bars (NAs): 24 Successful bias bars: 521 ( 35.73% ) Failed bias bars: 937 ( 64.27% ) Break down by day of the week (as % or number of days e.g. ...
Knowing your market by collecting stats
- 9047 replied Nov 4, 2013
EURCHF image EURCHF H4 to D1 bias ==================== Overall: Total observations: 5274 Invalid D1 bars (NAs): 1430 Successful bias bars: 1664 ( 43.29% ) Failed bias bars: 2180 ( 56.71% ) Break down by day of the week (as % or number of days e.g. ...
Knowing your market by collecting stats
- 9047 replied Nov 4, 2013
image AUDCAD H4 to D1 bias ==================== Overall: Total observations: 5086 Invalid D1 bars (NAs): 3417 Successful bias bars: 629 ( 37.69% ) Failed bias bars: 1040 ( 62.31% ) Break down by day of the week (as % or number of days e.g. ...
Knowing your market by collecting stats
- 9047 replied Nov 4, 2013
A thread started by fffx, which can be found here, asked about a similar bias I was looking at so I've modified the script and answered the question. Markdown documentation (available here): Overview -------- Identify if any the first H4 bar of any ...
Knowing your market by collecting stats
- 9047 replied Nov 4, 2013
So I had fiddle here is my analysis for the AUDUSD H4 bars (with server time GMT+3): R output: H4 to D1 bias ============= Overall: Total observations: 3862 Invalid D1 bars (NAs): 26 Succesful bias bars: 1403 ( 36.57% ) Failed bias bars: 2433 ( ...
Day's first H4 candle correlation to daily candle
- 9047 replied Nov 3, 2013
Hi, You can export the data from your terminal (assuming your using MT4) and do the analysis in Excel. It will also help you phrase/frame your question better e.g. what do you mean by "correlation"? I think you meant to ask "what is the probability ...
Day's first H4 candle correlation to daily candle
- 9047 replied Nov 3, 2013
One more post ... I forgot the R code for those who are interested.. It took only about 9 minutes to run on my machine (an i7 3770k or something like that). It only needed about 400 meg of ram. Enjoy. Inline: expectancy <- function(p, reward=1, ...
Expectancy Management