This is not true. There is no reason why such a piece of code should not work. From looking at the code (not having tried it myself) it seems it has all that is needed, I see no reason why it should not work. Other people in this thread have ...

Named Pipes for MT4

here is a nice dip to buy: (the factors should now be correct) image and on the H4: image

Synthetic hedges, cointegration, mean reversion and similar stuff

Exactly. After removing the + 0 from the call to lm() it seems to fit much better during many time periods and spreads that were previously trending without allowing it the constant term can now be made stationary.

Synthetic hedges, cointegration, mean reversion and similar stuff

by calling it this way lm(regresand ~ regressors + 0) it will be forced to set the intercept to 0 and return a model that contains only the coefficients c1..cn and looks like y = c1*x1 + c2*x2 ... + cn*xn Calling it this way: lm(regresand ~ ...

Synthetic hedges, cointegration, mean reversion and similar stuff

LOL! Whenever I enter a range the price will immediately leave it. (Law of Murphy): image BTW: The factors have changed. The calculation was wrong. Also I have changed the call to lm() to allow it to calculate an intercept. I don't see why it ...

Synthetic hedges, cointegration, mean reversion and similar stuff

It seems I can even make nice trends, even nicer than the ranges: image This are H4 candles starting in march 2009 until today. The signs are wrong! minus is plus and plus is minus! (And the lot sizing factors might still be completely wrong). I ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Just drag it to the right (from the marketwatch to your H1 chart) and the H1 chart will switch to this new symbol, including all indicators and everything that is currently attached to this chart.

Challenging, New and unusual EA/Script needed

If I run this script every day it will always give me slightly different coefficients. Now I have this other crazy idea in my mind: What about a "soft" stop-loss: If it starts moving out of the range and the regression slowly comes up with slightly ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This is how it looks like when plotting the predicted (the other side of the hedge) into the GBPUSD chart: image image

Synthetic hedges, cointegration, mean reversion and similar stuff

It should be (theoretically), it should translate into 200 pips GU against the others if I am not completely mistaken, I can also plot it into the GU chart in MT4 itself. I did not yet do much testing yet. I made this plot yesterday evening and now ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Its just a few lines of R code. I have only recently started experimenting with R after I made my mql4->R interface library work and this one was one of the first experiments to test it. The code basically does the following: I have create a matrix ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I don't really understand it also. You mentioned that you want to implement the same thing with Delphi (unless I understood you completely wrong). Quote: "Any success in creating a DLL file for this code.". So I assumed you want to either use the ...

Named Pipes for MT4

Microsoft has nothing to do with it. Its MT4 that does things inside this folder that are simply not allowed in a *read-only* folder. For the last 20 years people have been complaining that MS should bring some structure and order into the chaos and ...

windows 7 compiling problem

chose a color url

EURUSD

LOL, looks like Tyler D. needs a more reliable broker and his permanent "flash crash" hype is beginning to get boring. He seems to have at least two "flash crashs" every single day. BTW: No "flash crash" here on my charts.

EURUSD

image

EURUSD

I could do this directly from my DLL (I already have the locking mechanism and the thread that waits for the result of RExecuteAsync() to release the lock again, so this would not be much work. Maybe I'll implement it. PS: I just made some ...

MQL4 -> R-Project - Interface Library

There are still double to char and char to double conversions for vectors, only if you transfer a matrix it will write the whole raw memory block as it is to a temp file and then read.bin() with R. But it is quite fast since there is no polling ...

MQL4 -> R-Project - Interface Library

I haven't tested it. It will (since it assumes that it is running in windows) try to start (with the help of wine) the *windows* executable ~/.wine/drice_c/..../rterm.exe (not /usr/bin/R) since inside the wine environment it has no idea that there ...

MQL4 -> R-Project - Interface Library