It's not about one time frame being better than another in general, it's about which one has a characteristic you can exploit, even noise has characteristics.

It's All Noise - Right?

There are mathematical tests for time series to determine the amount of deviation from random walk, a time series can deviate towards trending or mean reversion. I ran these tests across the major currency pairs and they are all pretty much show no ...

We're all saying the same thing

You should really check out the search function, what it does is quite magical, it finds other posts based on key words that you enter, this allows you to find out in advance if a subject has already been flogged to f**kin death before you add your ...

how reliable is system testing on MT4

Man, I'm amazed that you manged to reply to that post, I have absolutely no idea what he is talking about beyond the fact he wants a new 'borker' (Oh my sides!), but I've always been a bit slow.

Best Broker with Best Math Processor?

It probably does not work as well with forex due to the book not representing all market participants. Most people I know of do this type of stuff on stocks.

How does order book scalping work?

Some people have more money than sense, what you need is an edge, not luck. Until you figure out what this means I would keep your money in the bank, at least you will get the interest.

Road to Recovery.....

It makes precisely no difference, trade cost is still the same.

5 decimal places

int last_time = 0; .....then in the 'start' function. if (last_time == Time[0]) { return; //Same bar } last_time = Time[0];

best was to detect new bar

Nope, just look at the shit Oanda pulls, yet people still trade with them for reasons which defy me.

Is it difficult for a Market Maker to move the price?

'Capturing the spread' is buying the bid and selling the ask. As for order book strategies, Google 'SOBI order book' and start reading.

How does order book scalping work?

Your question makes no sense, OrderSend returns the order ticket or an error. I would suggest actually reading the MQL help before posting.

What does the Order Ticket Return?

MathAbs(Open[1] - Close[1]) or MathAbs(Open[1] - Close[1]) / Point, if you want the 'number of pips' instead of the 'distance' between open and close.

How to remove the minus from a value?

I take your point. My comment was motivated by a conversation I had with a very successful trader, I asked him about correlation of this systems, to paraphrase his response 'who cares if they are all making money!'.

If you could choose 4, 6 or 8 pairs, which would they be?

Is there another reason apart from success?

If you could choose 4, 6 or 8 pairs, which would they be?

MT closes all orders at the end of the back test, you may have some big losers outstanding, a quick glance at the results tab in the back tester may be enlightening.

Help with Optimization

No.

How to change leverage level during EA backtest ?

I would take a careful look at their support agreement before considering smartquant.

ECN and automated trading

Ninjatrader is probably the best place to start, though there is no magic bullet for the complexity inherent in unattended ECN trading.

ECN and automated trading

The proposition is a straw man, the market changes, big deal. This does not invalidate any statistics, just your system.

Statistical analysis fallacy

If you regard commission as cost of business, there really is no other broker in the retail sphere who better IB. The charting is shite, but there are a million packages out there that will do the job.

Is Interactive Brokers really #1?