I haven't actually started on any time frames - I finished coding before I left for work this morning and it's currently on the one minute timeframe just to test whether the trades and stoplosses are being triggered correctly. I'll demo a few ...

System to hedge every major dollar pair for profit / low DD

I've attached my attempt to make xlitang's ArbomatEA function. I've tried to make it function how I think the strategy should work - this may not be the optimal way to trade the strategy. Also, I'm not 100% sure it works properly - please correct it ...

System to hedge every major dollar pair for profit / low DD

You've opened two equal trades of 0.5 lots - you should have followed the hedge ratios.

System to hedge every major dollar pair for profit / low DD

MT4 only allows back testing of one pair at a time

Synthetic hedges, cointegration, mean reversion and similar stuff

Thanks for this - very illuminating. True what you say about trading/lifestyle balance. How do you deal with the fact that the hedge ratios change as the EA receives more bars? Do your trades close within your 60 minute time frame? Do you adjust ...

System to hedge every major dollar pair for profit / low DD

Just realised that the search engine is the first version of the trading EA. Please ignore.

System to hedge every major dollar pair for profit / low DD

Thanks - it's now "working" - firing off trades left right and center? I thought from reading the stevehopwood thread that it would give me a list of cointegrated pairs?

System to hedge every major dollar pair for profit / low DD

This system is based on cointegration, not correlation. Please refer to 7bit's original thread for further information.

System to hedge every major dollar pair for profit / low DD

Nice one Dirtybrown!

System to hedge every major dollar pair for profit / low DD

Is this trading EA working for anyone? When I look at the code, the trigger to open trades is: extern int nstddev=2;// Open Trades But "nstddev" is only mentioned once in the code and it's commented out. Am I missing something? - Pete

System to hedge every major dollar pair for profit / low DD

Cool thanks. I just thought that it might degrade over time (ie right before I place a live trade). I found some software which can search for cointegrated forex pairs but it's not cheap: url

System to hedge every major dollar pair for profit / low DD

You'd install MT4 on your windows 2003 VPS. You would connect to your windows 2003 VPS from your mac using an RDP client. A quick google found this: url

MT4 Through a VPS

I used swVPS.com for a year and I had 100% uptime (monitored through pingdom.com). And Barry from commercialnetworkservices.net knows his stuff

Reliable MT4 VPS?

How long do you think the cointegration on this pair will last? I tried to run the cointegration search engine script but I kept getting a divide by zero error no matter what I tried.

System to hedge every major dollar pair for profit / low DD

It's still there: url

Beat the Market - By Thorp

I think the strategy works but the EA does not. I did some manual backtesting of an EURUSD/GBPUSD spread trade (attached). What I did was compare the price of EURUSD and GBPUSD at 1 minute intervals throughout the day, and charted the pip difference ...

Overlay Positive Hedging EA

Make sure you use forward slashes: #define RPATH "C:/Program Files/R/R-2.15.0b/ini/386/Rterm.exe --no-save"

System to hedge every major dollar pair for profit / low DD

More toys from Mediator — I hope Mediator doesn't mind me posting these here (they seem to be GNU licensed), but there were two toys from his stevehopwoodforex.com thread. Cointegration Search Engine.mq4 and Cointegration - Profitboard.mq4. ...

System to hedge every major dollar pair for profit / low DD

Thanks!!! But instead of a profit target closure could there be a stddev target closure?

System to hedge every major dollar pair for profit / low DD

Great instructions, but its a little confusing at point 6, as you have backslashes instead of forwardslashes in your example: Backslashes cause an error, right?

System to hedge every major dollar pair for profit / low DD