thanks greg, this is what i tried to told in my post also, but you pin it on a point. this wisdom could applied to most every system and every trading method. some thoughts to issue 2: there is a way to cut losses short, because this is the only ...

Hedge and Correlation Strategy

something to thing about: now we check every combination for correlation we take 50 bars in the daily chart. it is the same if we would calculate the stochastic-difference in the daily. the pro is we are not bound to set a referencepoint (50 bars). ...

Hedge and Correlation Strategy

Put it on any chart you like with your backtasting timeframe. fill in your prefered settings. after that you see a blue line in an indicator-window. this is your backtest result. set UseTimelessGrapth to TRUE and the blue line looks like in the ...

Hedge and Correlation Strategy

i'll find a post from billbiss about hedge-trading in zeusjoes thread. HERE is the post. i think this is a good idea. another idea i have is to use multitimeframing stochastic. all of my trading systems i use got better results with MTF-trading. i ...

Hedge and Correlation Strategy

sorry, i don't know why you got this error message. maybe you must have more history data with the pairs you are testing. it is anyway better to have a lot of historydata for a reliable test equity. try to download minimum 2 years of data.

Hedge and Correlation Strategy

thanks zznbrm, i fixed all the bugs you found out. now it also took the right pipvalue also in past. i compared now the old with the new version and nothing significant has changed. the equity curve has almost the same characteristics.

Hedge and Correlation Strategy

i told in an earlier post, that i wrote this indicatpr as a .dll because of faster calculation. with thanks to 7bit i take some codesnipptes from his thread HERE and copy with ArrayCopyRates all chartdata to the .dll maybe this would help here too. ...

Hedge and Correlation Strategy

now i know what the problem is. it lies in the synchronisation of the ticks with the basechart and the off chart. i put the offchart indies on gbpjpy and sometimes if a candle at gbpjpy was finished the nzdusd candle was not finished.

Hedge and Correlation Strategy

ok, thanks. may i ask why i see two lines in the subwindow at your picture? a red and a blue, but only one indicator attached? i tried to replicate this, but did not get it.

Hedge and Correlation Strategy

what i see is, that drifting phenomenon only occurs in forward mode. you marked it at the yellow line, but the equity graph uses history bars which did not change while testing. the only problem i see is, if a bar is missing in the past. this is ...

Hedge and Correlation Strategy

thanks smjones for answers. yes, this could be a problem if you take 1m data's. this problem comes often with 1m data, because there could be datagaps. do you think this could also happen with 1h chart data. i think here the datagap would be lesser. ...

Hedge and Correlation Strategy

it is better watching more then only 2 eyes at a problem. :-)

Hedge and Correlation Strategy

i implemented the run_once method and get the same results.

Hedge and Correlation Strategy

i think the run_once method does work if an indicator uses the 0 bar, but the equity graph only takes the last closed bar and never the actaul bar. @squalou i know why your equity looks like this, because you multiply the negativ Lots2 in the code ...

Hedge and Correlation Strategy

good morning squalou, i think it has to do with this line: if (UseTimelessGraph) { backarray[trades] = Acc; } else { ---> PFBuffer[i+1] = Acc; } it only shift the graph 1 bar behind the signal. this i have done, because then i got a big spike at bar ...

Hedge and Correlation Strategy

yes, this indi helps alot with testing. the good thing is, that you could backtest most every strategy with slightly changes in code. but i'll be curios how you reached this results. Mediator

Hedge and Correlation Strategy

indi for backtesting — i spoke about my backtests i done with a .dll. here i give the mt4 version i think you will understand how it works. simply put in the first and second pair. then what stochastic difference criteria for entry and exit. ...

Hedge and Correlation Strategy

thanks Caillou for answering. where can i read that correlation is important for hedge-trading with stochstic? is there a post in this thread. i mean statistical results. as i said i did backtest with every combination and every hedgepair brings ...

Hedge and Correlation Strategy

but with this it has nothing to do with hedge-trading anymore. this is then a simple trend-following system. i backtested 25 pairs in kombination since 1999. yes i calculated about 650 combinations. and every combination i tested with inverted and ...

Hedge and Correlation Strategy

no problem. maybe this could be what you want. it is simply the inherited from stochastic diff 1.4b with three pairs as input. but iwhtout alarm an info onscreen. and the diff-calculation is different. here i add all stochastics and divide them by ...

Hedge and Correlation Strategy