The MT5-conversion of the P4L_OrderHistory-indicator.

MT5 Indicators and EAs

The MT5-conversion of this indicator can be found in the attached files. image

Improved OrderHistory mq4 script to display trade history on charts

See attached file. MQL5-source url

Hedge Trade-panel

The MT5-conversion of this indicator and two others from the same author can be found in the attached files. MQL5-sources are here url

MT5 Indicators and EAs

GetHistoryAllSymbols for MT4 build 625.

ECNTest EA - realtime results, free sources

Copy the link, paste the password

ECNTest EA - realtime results, free sources

Source code have been posted to increase the level of knowledge, not to enhance his sick ego. Achieve something for yourself on a live account, but do not create the illusion of coolness on their demo accounts.

ECNTest EA - realtime results, free sources

Find an algorithmic trader who is fluent in Russian and English. Let him explain to you how and what works. Many Russian-speakers understand this. I'm very busy.

ECNTest EA - realtime results, free sources

Ask someone to translate from Russian this url There's a lot of unique public information about the FOREX. Unfortunately, I do not know English and I only know a little Russian. Good luck!

ECNTest EA - realtime results, free sources

Why does my post ( url ) deleted from this thread? P.S. At the post extraction was changed and its contents. The correct password: url

ECNTest EA - realtime results, free sources

Exactly.

How are EUR and GBP, USD and JPY correlated?

Showed the same before, the coefficients change over time. There was also the example of changing the correlation in the motion in time.

Synthetic hedges, cointegration, mean reversion and similar stuff

Never able to find the formulation and solution of this problem This is my own algorithm, developed specifically for Recycle2. var(R) = Sum((R_i - mean(R))^2). Notice the subtraction in the formula. Statistical arbitrage is more suitable for the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

image More information can be found here. P.S. Matrix - matrix of ln(prices). P.P.S. GetOptimalVector3() is quick solution, but is not complete. GetOptimalVector4() is complete solution to the problem.

Synthetic hedges, cointegration, mean reversion and similar stuff

Sum(Coeff^2) = 1 vs Sum(|Coeff|) = 1 — Vector1 is solution to the optimization problem with the condition Sum(Coeff^2) = 1. Vector2 is solution to the optimization problem with the condition Sum(|Coeff|) = 1. Then Vector1 and Vector2 are not ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Correlations (NZDUSD, USDCAD) for different intervals — Correlations (NZDUSD, USDCAD) for different intervals (view in HD) image

Synthetic hedges, cointegration, mean reversion and similar stuff

Recycle2: Method1 vs Method4 — Method1 (Sum(Coef^2) = 1): image Method4 (Sum(|Coef|) = 1): image Notes: 7bit Method - using linear regression (good). chrnbr Method - using PCA and eigenvalues (better). Recycle2 Method1 - like chrnbr. ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Got you. Unfortunately, my English is bad, therefore, discuss in detail I can not. Condition Sum (Coef ^ 2) = 1 is Recycle2 Method1: image Condition Sum (|Coef|) = 1 is Recycle2 Method4: image Comparison: image I propose to compare Recycle2 ...

Synthetic hedges, cointegration, mean reversion and similar stuff

See this post.

Synthetic hedges, cointegration, mean reversion and similar stuff