It seems the broker has some options of how to modify the comments to his own liking and some seem to do this and don't care about the trader's needs. I have also heard about brokers omitting the [tp] and [sl] for example or doing other funny things ...

Order Comment blank after order closed

Yes. this is how it is done. There are many posibilities, for example: string getFullName(string name){ return(WindowExpertName() + Symbol() + Period() + name); } void setVariable(string name, double value){ GlobalVariableSet(getFullName(name), ...

MT4 global variables: my new best friend

A typical day in the life of the amnesic android — You should not use Sleep() for things like this, things like Sleep() are typically used when you have one execution thread that will never end, spending most of its time waiting in Sleep(). In ...

How to delay time in between placing orders with EA?

I'm still experimenting with this. If I want to make several trades per week I need a short lookback of only a few weeks but I must be prepared that the ratio suddenly changes and wont come back for a long time. I am still only in the early ...

Synthetic hedges, cointegration, mean reversion and similar stuff

AU & NU was only because somebody suggested them, so quickly ran the script on these pairs and made a few plots. Currently I have a long on USDJPY vs. 6 other pairs and a GBPUSD short vs 6 other pairs, for both of these I used a longterm mean of ...

Synthetic hedges, cointegration, mean reversion and similar stuff

AUDUSD vs NZDUSD with tifferent time windows: image image image image image image On the longer time frames it looks like it is still on its way down, so I would only trade into the short AUD, long NZD direction on the smaller timeframes. ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Exactly.

Synthetic hedges, cointegration, mean reversion and similar stuff

This looks like libshogun could also be directly accessed without using R (the shogun-R interface does not look very native to R, it almost looks as foreign to R as my mql-R interface looks foreign to mql). Maybe it is also possible to use it ...

MQL4 -> R-Project - Interface Library

I uploaded a new version. Current version is now 1.3.0.25, find it at post #1 in this thread. Again we have some minor API changes but you are not losing any functionality. Additionally the .mqh file now also defines some shortcuts for the super ...

MQL4 -> R-Project - Interface Library

Yes. The market is irrational. Therefore: "she".

Ridiculous Trading Myths

While testing it with fewer pairs, on smaller timeframes and with fewer bars to fit the regression I am seeing interesting patterns. Below is 400 bars on the M1 s = eurusd + b * gbpusd + c it seems although both pairs made wild swings there was a ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This is fun :-) I just woke up and closed this short for 60 pips: image This is 2000 M5 bars GBPUSD against the 6 other pairs. It seems GBPUSD vs. others is very well suited for this, it is producing very well formed ranges on most timeframes. ...

Synthetic hedges, cointegration, mean reversion and similar stuff

LOL! You are joking. Algorithms cannot be patented. And this one is surely not "taken" from somewhere else (instead it seems you have stolen your "patent" directly from good old Archimedes himself). This algorithm was taken right out of my memory ...

pattern matching

Now you know another method that fulfills the same purpose (unique number for each EA, pair, timeframe). Its even more elegant since it works for any new symbol whose name was not preveviously known when the function was written.

unique magic number by pair

int start(){ magic = makeMagicNumber(WindowExpertName() + Symbol() + Period()); } /** * create a positive integer for the use as a magic number. * * The function takes a string as argument and calculates * an 31 bit hash value from it. The hash does ...

unique magic number by pair

This computer is obviously not secure or you would not be able to plug in and mount USB drives and other removable media and run any .exe that is not in the white list.

Making MT4 Portable

ugly code. Better use a hash function like makeMagicNumber() from the common_functions.mqh library.

unique magic number by pair

I think I'm going to bet some real money on one of these two: image image To answer the question about the transaction costs: They are negligible on any timeframe higher than M5 (when the spread chart is showing swings of 100 or more pips). I ...

Synthetic hedges, cointegration, mean reversion and similar stuff

This is not a command. This is a variable declaration. Variable declarations work the same way. But you cannot redefine Digits in mql4, you have to give it a different name. The variable "Digits" is already defined in mql4 and contains the number of ...

any idea how to convert mql5 to mql4?

non-blocking pipes should be possible on windows, I'm 99.9% sure there must be a way to poll in a non-blocking way how many bytes are there to read because i have seen code that relies on this. TPipeStream has a property NumBytesAvailable and it ...

Named Pipes for MT4