Here is the one I cannibalized, maybe somebody can double check it as I'm not an mql expert.

Volatility Adjusted Stops

Correct, I guess what meant was that instead of saying 'well 2 * ATR looks good', one could say 'only 15% of bars will exceed 2 * StdDev', which while we are still making a choice (hence a degree of freedom) at least it has a mathematical basis ...

Volatility Adjusted Stops

Good link, however I am not taking 'close to close' volatility, I am taking 'high to low' which made more intuitive sense to me. I'm sure which ever way it is done will have some bias, but if one could dispense with a degree of freedom in a system ...

Volatility Adjusted Stops

I had a look at 'keltner channel', it's not quiet the same as there is no MA involved in the pic above. The calculation is simply mean + 2 * standard dev of the (high - low) of the last n bars.

Volatility Adjusted Stops

Close, but not quite...here is a demo calculation I whipped up. As you can see the dynamics are quite different to bollinger bands but similar to ATR. Taking an actual deviation of daily range does not suffer from the 'blow out' dynamics of ...

Volatility Adjusted Stops

hmmm...not sure. I would approach this by reading in each line with a getline() and then splitting it into separate numbers, this way you can clean off any spurious spaces or carriage returns.

a question about "ifstream read from a file"

Can you expand on 'read the last line twice' and how is the file formatted?

a question about "ifstream read from a file"

Yep, common sense is at a premium in this place.

A Gem from Merlin

No, but any open trades will continue.

Will EA continue to run after MT4 closes?

Boy, it's been awhile since I've heard the phrase '4GL' uttered My first IT job was using the 'Progress' 4GL, it was awful.

Myth Busters the Forex Edition

The 2 things I have been looking at lately are Support Vector Regression & Smoothing Splines.

Myth Busters the Forex Edition

For example, take a simple thing like an moving average, everybody knows that traditional moving averages are non-optimal, but there are a host of digital filters, splines, linear/non-linear regressions (which in itself is a huge topic) which can be ...

Myth Busters the Forex Edition

Hey Leon, I think that dismissing anything out of hand is a bad move, you're right that most TA is BS, but conversely there is a world of analysis that can be done which nobody here ever seems to touch on. In short, it's good to be guided by common ...

Myth Busters the Forex Edition

...so like pairs trading? e.g. Looking for correlations to revert?

Systematic trading

Can you elaborate on what you mean by 'trading correlations'?

Systematic trading

Indeed, hanover's posts are one of the few things worth reading on this forum. He repeatedly takes the time to lay out the options in a concise and logical way, I don't always completely agree, but this is the nature of discourse.

Myth Busters the Forex Edition

The market IMHO has been pants since about April (I don't think I'm the only one who thinks this), but don't take my word for it, take a look at some longer term charts with an ATR, the volatility cycles are pretty obvious, you don't get a world ...

New systems and historical volatility

Sure man, you just gotta get your psychology right!

Myth Busters the Forex Edition

It's called survivorship bias, it's hard to differentiate the lucky from the successful in the short term (or even the long term if you believe Taleb).

The fallacy of Metatrader EA trading contests