This is nothing to worry about. It does only notice that it optimized the .ex4 by not including the unused functions that are defined in the include file but never used in this particular EA. (They must be there because other EAs or indicators using ...

MQL4 -> R-Project - Interface Library

LOL, This did not happen because I used a linear regression. No optimization, no matter how complicated would have prevented this, it happened because I used only one week's data to fit the model because I was bored and wanted to quickly manifest a ...

Old Dog's Taming of the Beast?

One week on the M5 was not enough. If this goes wrong I deserved the loss.

Synthetic hedges, cointegration, mean reversion and similar stuff

this doesn't look like a buy to me. At least I would not buy it, but I have not enough experience with this kind of trading. I first created these types of charts just a few weeks ago, so I am new to this too. This is why I am not yet going in with ...

Synthetic hedges, cointegration, mean reversion and similar stuff

slightly below 1*stddev (the first green line). But i made positive pips yesterday and closed a profitable long this morning on the same instrument, So I'm not worried yet. Its an experiment. The lot sizes are incredibly small for my account. Lets ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I shorted this (unfortunately *much* too early). But I am still holding it short. image

Synthetic hedges, cointegration, mean reversion and similar stuff

No, this was just some amateurish playing around with these tools for fun, I don't do any 3d graphics stuff.

Synthetic hedges, cointegration, mean reversion and similar stuff

If you want to short the spread you will have to reverse all signs.

Synthetic hedges, cointegration, mean reversion and similar stuff

This is a valid concern. But if the data contains any sort of signal and not only noise then even an overfitted model will not completely ignore this. And I believe (from comparing models that have been fitted to different time windows) that there ...

Synthetic hedges, cointegration, mean reversion and similar stuff

What does your 1546 trades example tell about the usefulness of the concept of nedging? Nothing! You would have had the same results without nedging because the nedging did not contribute one single cent to your profits.

"Hedging" Revisited

There is only one directional trading. There is no such thing as bidirectional trading. It does not exist! if you are long 1 lot and then open an additional short 0.8 lot this is equivalent to doing a partial close of 0.8 lot, leaving only 0.2 lot ...

"Hedging" Revisited

No, no no, no! There must be a flaw in your thinking. I don't know what it is, I cannot look into your brain, I can only tell you that your conclusions are wrong. It depends on nothing, there is an equality sign in the equation. It does not depend ...

"Hedging" Revisited

superluz, if you increase the setting for base_units from 100 to 1000 (or even more) you will get more precise numbers for the lot sizes. It is a factor to adjust your overall position size and will be multiplied with all ratios before they are ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I cannot give exact trading instructions yet, I'm still only experimenting with it myself, but I have the feeling that this has some great potential. It try to find combinations that are stable enough to not change significantly until I am in ...

Synthetic hedges, cointegration, mean reversion and similar stuff

You need to install R www.r-project.org I thought this was clear from the mt4R thread. Then it will be in a folder that looks like c:/program files/R/<version-number>/bin/Rterm.exe or similar, change the path in the mql4 file to point to your ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This one seems to behave nicely. (at least today it did ) image

Synthetic hedges, cointegration, mean reversion and similar stuff

This is a question of the chosen (exit-)strategy. Whole books have been written about this topic. Simply locking in the loss to decide this later will not help. There will be a completely new situation when you finally find the time to care about ...

"Hedging" Revisited

and 500 M1 bars is too short. I have good experiences starting with M15 or longer and at least one or two weeks. This will give you about one trade per day. GBPUSD against a few others and AUDUSD against a few others are quite interesting You can ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This works only with xxx/usd and usd/xxx pairs or the lot size calculation will be completely wrong. you would need USDJPY, EURUSD and GBPUSD for your example. Also the trend mode is not recommended, I could not yet make enough testing of this mode, ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Please set it to debug level 2 and post the output of debugview. [Edit:] Problem found: You did not specify the correct path to your Rterm.exe. You must configure this correctly. This EA has it set to the C:/Programme/R/... and if you do not have a ...

Synthetic hedges, cointegration, mean reversion and similar stuff