Is that 1 min tf? Edit: NEVERMIND the second thing i talked about!

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

image For either of you does your R chart look like this for 1 min eurusd / gbpusd?

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

Can you please post a screenshot? Thanks!!

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

guys, when trying new pair with this method, they must be cointegrated to reach the mean 0. If not, then this exercise is meaningless. If you look at the cointegration link i posted, this test will tell you if its cointegrated or not.

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

Quite interesting, I haven't tried trading off the MT charts generated like this on short TF. Excellent, that's why I posted the thread to get new ideas and insights. Any coding efforts are appreciated thanks Sym we are hear to make money in some ...

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

Cointegration Example — The more I read into the EA, the more I want to start using it and posting results to the thread. For anyone interested in new ways of data analysis, I would recommend to also do some manual loading of excel files and ...

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

I've done quite a bit of research and passively experimented on other pairs besides gbpusd eurusd, but most seem to get eaten up by spread and are not profitable. In my journey so far, I've read you can't run this method on pairs too highly ...

Overlay Positive Hedging EA

Did you specify the rterm.exe file in arbomat then recompile? Make sure R is working by itself correctly from your programs menu.

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

That's true. The original thread is about all dollar pairs. But I don't mind and encourage to find other cointegrated pairs for this method and an EA may help to use on lower TF's.

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

You should have an R terminal chart somewhere in windows outside of metatrader..

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

It is what i recall reading, but we need to put it into practice to be sure we have the signs right. The only thing I myself know to be true is what is stated in post #1. All else is our experiments.

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

Correct, KingHigh had sent this to me thanks. I am currently looking into the EA, perhaps this thread can take it over. Will post info as I learn, anyone else please feel free to read this link and post back here your comments.

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

Thanks for your effort on this I will have to test it. It would be possible to import the levels calculated by R encapsulated in MQL python calls. I'll tinker with this.

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

Just go through the link i posted to the synth hedge thread. They talk about usdcad nzdusd pairs trading there, thats how i found out about. With any luck, these words will eventually be part of the tutorial.

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

This is correct Guandi, good job!! I didn't enter this trade glad to see it's working.

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

Your slashes are backwards, may be why this is mine: #define RPATH "C:\Program Files (x86)\R-2.15.0\bin\i386\Rterm.exe --no-save" For anyone having problems, later I will post a full guide to settings up R to read from Metatrader I am getting ...

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

Wow interesting!! Can't wait to dig into this thanks a lot. For anyone that sent me pm's, my trade system died this morning and I need to get it up. I may be delayed a while until it is fixed. Please don't let me problems stop the thread, i will ...

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

There is a test called dickey-fuller which can be done on pairs to test cointegration ability (mean reversion), i.e. the ability of a combined time series to revert to a collective mean. Can be done in excel will post some links later.

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

image tinkering with some trades on this basket

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

If you are having trouble and the path is correct, make sure you are using the 32 bit version of R even if you have 64 bit windows. 64 bit wont work cause mt4 is 32 bit. Other than that as long as you put the library file adn enabled dlls on the ea ...

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