Hi, Yes Old Dog...is currently working +800 $ (in demo off course ;-) One could simple create an EA that will buy the basket on the “-2*stddev” with a stop loss equal a 1/3 of the possible target (which could be the blue line or even the opposite ...

Synthetic hedges, cointegration, mean reversion and similar stuff

WOW!! Danke Schön!! First test.... Can this be really true ???

Synthetic hedges, cointegration, mean reversion and similar stuff

That’s fantastic I can’t wait for the “usable (and stripped down) version”…In the meantime I will experiment with the calculation that you posted. Again thanks Claudio

Synthetic hedges, cointegration, mean reversion and similar stuff

Hi 7bit, Thanks again for all your inputs. I’m experiment a bit with different models and I think a have a wrong calculation for each unit. Can you please provides us the correct formula (code would be better ) for calculating the units out of the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Hi, 7bit thanks again for what you‘re doing to this community. Maybe I’m a bit off topic but over the weekend I was a bit documenting myself and I came across with this open source toolbox. url R examples. url Does anyone have experience with ...

MQL4 -> R-Project - Interface Library

Wow....thanks a lot 7bit!! It’s working really nice… I can’t wait to try some of this packages… url I’ve just add a back test possibilities to your indicator (if you don’t mind) so that it’s maybe easier to find some optimal parameters. Thanks ...

MQL4 -> R-Project - Interface Library

Hi Charlinks, That’s funny ...I’m doing exactly the same thing ;-) If you want you can write me a private email, so we can discuss the 2 techniques... Claudio

High Probability Trades

Hi Charlinks I’ve been working on a similar project, more on "recurrence analysis" then "neural network". If you want maybe we can share info or ideas, to make our indicator better. Attaching is my forecast of EURUSD for today. Ciao Claudio

High Probability Trades