Hmmm... I get your point of view and I'm intrigued to see how things develop even if our opinions may differ. Anyways if you're planning to run the Johansen tests on excel then you can try this: url It's what I've been using and is simple enough ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Haven't been trading this system but been thinking about this as well. It may be possible that this system may become obsolete? Especially if the underlying relationship between EUR/CHF undergoes a structural change. Or may it just be the case of an ...

Hedge trading spieler system derived from futures spread trading

Hey 7bit, Been giving this thread a brief glance and appreciate the effort you've put in. However I was just wondering if you've ran any cointegration tests on these actual pairs i.e. Johansen test. Because from a logical or economics stand point I ...

Synthetic hedges, cointegration, mean reversion and similar stuff

will be watching this thread! just came across the - grid trade thread as well and am interested to see how it goes.

trading M-Grid .....

The code is here, its basically the donchian channel (turtle) system. Sorry if its a bit messy I'm self-taught so don't really know all the proper ways to lay it out. Didn't include the header as I feel it would make it even more messy. So just a ...

Need some help, EA closing/re-opening my G/U positions

After closer inspection one of the trades that were closed and re-opened occurred on weekend and the other seemed to occur when my MT4 was turned off accidentally due to windows updates. Could this be caused by the fact that if my EA opened a trade ...

Need some help, EA closing/re-opening my G/U positions

Been testing cointegration possibilities on major currency pairs but doesn't seem to yield any great results. Anyone else been testing this relationship these days? Would any think its viable still as I'm close to giving up on this idea working out ...

Cointegration of currency pairs

wondering if anyone is in the trade at the moment seeing how EURCHF dipped a bit for the past week. Even though i am aware it is near new years time and I recall reading spieler advising us not to trade during this period.

Hedge trading spieler system derived from futures spread trading

None of the links by Soso seem to work for me. I'm interested in carrying manual test out and seeing if there's any tips/pointers i need to be aware of before i start.

MT Information (Programming, Backtesting, Tips ...)

I've been using the download on MT4's (press f2 and then download whichever currency pair you need), cause even though I have the alpari dataset it seems to have lots of mismatch errors for me.

MT4 Backtesting Threads