I made a script to programmatically change the From: and To: dates on the strategy tester. This was pretty tough because I could not find a way to directly interact with the control's class. I'm somewhat proud of this one It took me forever LOL. ...

Programmatic saving/loading of .set file?

You can use objects to create lots of rectangles of different size.

Possible: Real Shaded area

Use this script. In its inputs set the spread to 0.

Optimization, statistics, and avoidance of curve fitting

I revised the code. It is a little cleaner. It took me forever to realize that GetDlgItem() won't work to get the edit control. This won't work if I take out the Sleep(500) statements. Is there no better way?... SaveExpert script: #import ...

Programmatic saving/loading of .set file?

I think this all depends on the type of EA it is, but generally I think it is only worthwhile to test on correlated pairs. Example: You optimize on EURUSD and check on GBPUSD. Or optimize on EURJPY and test on GBPJPY. Keep in mind the differences in ...

Optimization, statistics, and avoidance of curve fitting

Hmm, it looks like what I'm doing is only working about half of the time.

Programmatic saving/loading of .set file?

I think I got it Thanks for the tips. I definitely intend to use that second library, hanover. extern string filename = "Test.set"; void start () { int hWnd, nMaxCount; string sWindowName = ""; hWnd = 397508 ; SetFocus(hWnd); ...

Programmatic saving/loading of .set file?

I figured out how to open the LOAD dialog, but now I'm having trouble selecting the window that pops up (Complete Windows API newbie). I can of course make a function that converts strings to keyboard events, but thats pretty annoying...

Programmatic saving/loading of .set file?

Ah, right - sorry. Replace your copy of WinUser32.mqh with this one. And of course enable DLLs.

Renko Block Charts

I intend to run this process in 3 dimensions, with the 3rd dimension being different optimizations of another variable. This will, of course, yield results with different amounts of trades - so anywhere between 10,000 and 500. Here is a similar ...

Relation between binary and continuous variables? (In MatLaB)

jiva34, clearly your history data is all messed up. It can be a number of things ranging from internet connection problems to mismatched bar data. For starters you should not use the same installation of MT4 for generating/backtesting renko charts ...

Weird MT4/ Strategy tester behavior observed

What are you referring to when you say "that EA?" If you are talking about my modification of the renko livechart EA then your question makes no sense as that EA is for generating history data not trading. If on the other hand you are talking about ...

Renko Block Charts

I managed to port the regression indicator. The syntax was very unfamiliar to me at first but it is so logical and structured that it took no time at all to figure it out. I performed a rudimentary benchmark on the execution speed (during backtest) ...

Creating Metatrader DLLs with Lazarus / Free Pascal

I am curious if this concept could be applied to existing strategies in order to determine appropriate lot size for additional orders. An example: EA buys USDJPY time: 00:00 lots: 1.00 EA sells AUDUSD time: 01:20 lots: 1.00 EA buys EURUSD time: ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I'm surprised that no one commented on this topic. Am I the only one that feels extremely limited by the speed of MT4 optimization?

Idea for optimization: mutually accessible distributed computing cluster

I am getting unrealistically positive results on backtesting with my tick-by-tick method of generating the renko chart. Has anyone spotted this issue and determined the cause?

Renko Block Charts

The oldest bar in your history. This is based on what your history file contains and what you specify in the options (under charts). The two charts will look similar but not identical.

Renko Block Charts

It starts from a given place in the history + box offset (which could be 0). Then it draws renko bars based on the box size. When the absolute value of price- "box start price" >= "renko box size" a new renko bar is drawn. Well the renko charts I ...

Renko Block Charts