I'm worrying about all the innocent noobs who will read this thread, believe the nedgers and lose all their money. And now I am waiting for the shift change because I cannot answer wrong postings and flawed thinking in this thread the whole night.

"Hedging" Revisited

If you believe the nedging contributes to your profit then you are profitable without knowing why.

"Hedging" Revisited

If this makes a difference mentally then you are not ready for trading real money yet. If you KNOW that it makes no difference then it simply makes no difference! Neither mentally nor otherwise. Hiding losses with mental tricks (tricking yourself ...

"Hedging" Revisited

If you know from the beginning on that you will partially close in certain steps you could open 2 separate trades and use their individual take-profits for this. Fortunately MT5 will finally solve this annoying MT4 problem, here you can just enter a ...

How to enter a pending order to close half position?

could you set the debug level RDEBUG to 2 and try again? Which version of R do you have? Did you set the correct RPATH in the EA? Which version of windows are you running? [Edit:] for confused readers of this thread: we are talking about the EA that ...

MQL4 -> R-Project - Interface Library

It would be less confusing if you would additionally output the naked unmodified coefficients as they come from the regression model, so everybody could calculate his own lot sizes according to his type of broker. (my above posting works only with ...

Old Dog's Taming of the Beast?

This makes perfect sense. Multiply each pair with its weight and add them together. Don't forget to first divide each lot size for USD/XXX pairs by the current quote (and leave the XXX/USD as they are) to make each weight relative to the quoted ...

Old Dog's Taming of the Beast?

What is in the debug log (DebugView.exe) when this happens? (please answer in the mt4R thread, since this might evolve into a discussion about problems with the the mql4 -> R library).

Synthetic hedges, cointegration, mean reversion and similar stuff

url be careful with this, you can't always buy and hold this and only adjust positions, sometimes you have to exit when some major paradigm shifts occur, wait until it has rearranged itself and then re-enter.

Synthetic hedges, cointegration, mean reversion and similar stuff

something happened to the line breaks in the chart. search this code: for (i=0; i<pairs; i++){ ratios = ratios + symb[i] + " " + DoubleToStr(MathRound(base_units * coef[i]), 0) + " (" + ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Two questions: 1) is there some kind of "official" homepage for this library to where I can point people when I recommend them using it, or does it "live" in the forums only? 2) Why was it made into a library and not an include file (like the early ...

LibOrderReliable4 V4.1 (and LibGMT)

Ok. Here is some code. This is basically the tool I am experimenting with, I made it compile and run without any proprietary libraries but you will not be able to use the oanda buttons because nothing will pick up the tickets that it creates, you ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I will upload an indicator¹ that will plot the sum of all other pairs into the chart of the pair that is on the left side and also plot an oscillator that represents the spread between the two into the chart and also as a separate R plot soon. It ...

Synthetic hedges, cointegration, mean reversion and similar stuff

The coefficients are in the model. To extract them I use: // get the coefficients Rgv("coef(model)[-1]", coef); // remove the first one (the constant term) coef is a double array of the size of the number of pairs. [-1] means the whole vector except ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This is because nedging in itself does not give *any* advantage. Any trader who is profitable while using nedging for closing or reversing his trades would make the same profit if he would close his trades the normal way. And all traders who think ...

"Hedging" Revisited

The proof has been provided already. Its common knowledge and easy to understand, no sane person would ever doubt it. Read the thread again, there are many links that explain it in great depth. YOU are the one who is claiming something of the ...

"Hedging" Revisited

I see very clearly that you still could not come up with a concrete sequence of trades that can not be 100% replicated on any NFA broker without "hedging" with the same trading decisions made at the same times and with the exact same (or even ...

"Hedging" Revisited

Where in this thread is the example hidden that there exists a real number x that would solve x - x ≠ 0 because this is the essence of what the "hedgers" are claiming (but obviously without ever being able to bring only one example that would solve ...

"Hedging" Revisited

No, its absolutely correct. You cannot just claim something that goes against all commonly agreed knowledge and against proven math without actually telling what it is and why. We are not discussing a religion here (or are we?), it has all to do ...

"Hedging" Revisited

What has this to do with "hedging"? either you want to be long during all this time then you have a long or you want to be short then you have a short or you dont want to be in the market then you close your trade. being 1 lot long and 1 lot short ...

"Hedging" Revisited