Hey PipMeUp, nice thread! I've made it through the first section in the PDF regarding taking partial profits. At the end of page 4 you present a series of equations where Delta = EPartial - E0, and make the assertion that if Delta is positive, ...

Expectancy Management

Two options: 1) Re-download the files from the website just to make sure you're all on the same version if you got them from the first post. 2) Edit the version number in MT4R.mqh. It says: #define MT4R_VERSION_MINOR 3 // must change to 4But I've ...

MQL4 -> R-Project - Interface Library

I guess I'm on the help desk today... Croupier, see this post Edit .mqh file with your R installation path and then scroll up to post #9 and see if any of that gives you some ideas to debug your problems. FYI IIRC I don't think it works with 64 bit ...

MQL4 -> R-Project - Interface Library

Hey Radar5k, I'll consider your requests.

Snow Roller - An Avalanche of Profits

Not sure but it looks somewhat like the picture in this post. The indicators are listed on page 2 of that thread. url And yes, I think it repaints.

What's the name of this indicator?

Just a tip: before (the week of) major central bank announcements, markets tend to be choppier, after they tend to be smoother. Decreasing size before and increasing size after might be one way to deal with the inevitable chop before the major news ...

Still Basketting

Continuous Kelly is applicable to trading applications because unlike a typical wager where there is a discrete risk and reward (such as betting on 3:1 odds at a horse race) for each bet, in trading the risk and return are fluid and continuous. If a ...

Twoblink's 2013 Journal

Hi, I've been following your thread for a while. While I can't say I understand all the money management strategies described in this thread I'm interested in finding out more. The coding would depend on the actual logic of the portfolio / money ...

Trading Game System Discussion

No. By taking the average of the 8 TP cases presented it is equivalent to taking your initial entry position and dividing it by 8. So .125 percent of the initial position would be taken off at 20 TP, 0.125 of the initial position at 30 TP, and so ...

Central Banks & Big Players

I've been digging more into Kelly and can share a couple of thoughts that are related to our discussion. First, most gamblers and traders use discrete Kelly. Discrete Kelly is not appropriate for trading, and so continuous Kelly should be used. ...

Twoblink's 2013 Journal

One final contribution before I go back into lurk mode on this thread. The concept of diversification that was pioneered by Markowitz basically says that by combining low correlated systems you can improve return / risk through diversification. To ...

Central Banks & Big Players

Great job with the backtest, Datum. I summarized the drawdown figures for each series in the attached picture. It is interesting to note that on a risk adjusted return basis (Stirling ratio), Tony's 150 pip SL is the best performer. Risk adjusted ...

Central Banks & Big Players

If you are in a FIFO jurisdiction you must close the orders starting at index 0 first or you will get a FIFO violation if the trades have an equal lot size. I decrement the loop but always close order 0. Based on the trade context check code I have ...

EA opens but won't close all trades

This just shows that when you start with a false premise (see quote above) you end up building a house of cards. Where did you get the idea that market volatility is a constant?

Technical Analysis Fallacy

Can't you even be bothered to read back through the last 2 pages on this thread? It is explained there. Start reading at post # 7204.

Central Banks & Big Players

Didn't you see this? Rate decisions are big news that can affect the markets short and long term. Regards,

Still Basketting

Hey olsen-yersen, I have no plans to release that indicator. By the way, the green is just a line chart of the close price on the 1 minute chart.

Indicators for Currency Basket Analysis

One final bug fix to get all the totals correctly displaying. If you downloaded on the 8th, redownload the new 9th of January version - from the page it is listed as version 5.

Indicators for Currency Basket Analysis

Basket_Stats_Time and Basket_Stats_Time_Sub have been recently updated (bug fixes), as well as adding a UniqueNumber external input that allows for multiple Basket Stats indicators to be added to the chart in any configuration. This makes it really ...

Indicators for Currency Basket Analysis

How about this? url

Probability depending on distance