The following comments won't be well-recieved, but a little bit of controversy never hurts... Obviously y'all are smart fellows -- but you aren't traders. Your satisfaction comes from thinking about and developing theoretical systems. And there is ...

Finding The Most Robust Parameters Using Optimization

I'm glad you mentioned EA Studio -- I'm familiar with it, which is one reason I mentioned the use of a portfolio EA in an earlier post. Using simulations and data analysis you may think you have a great strategy, but when you actually start trading ...

Finding The Most Robust Parameters Using Optimization

@yoriz: " Given the noisy character of the Forex market and the very thin edge of most strategies, the results in 2000 might be sheer luck. Therefore, we can repeat the process on 2000 data and verify on 2001, and so on, to make sure the strategy ...

Finding The Most Robust Parameters Using Optimization

@yoriz -- I apologize for assuming you were not using tick data. On MT4 you can run a simulation using tick data but it takes several hours -- and forget about using tick data for calibrations. I'm less familiar with MT5 than MT4 and it appears its ...

Finding The Most Robust Parameters Using Optimization

@yoriz -- I like your data analysis. However, I suspect you are using 'Open' prices when performing calibrations, since using tick data would require years. Calibrations using 'Open' prices rarely (if ever) play out in real-time as they appear in ...

Finding The Most Robust Parameters Using Optimization

1. You can see from the code that 'cnBars' is declared and used as an integer. Casting it as a double not only doesn't make sense, it won't make any difference when executing. 2. The expression 'cnRedBars / cnBars' blows up and gives the 'Divide By ...

Zero Divide Error: (2216,68), why?

@yoriz: " In my understanding that is not how you use an MTF indicator. In the MTF indicator you specify the timeframe and the period (expressed in that other timeframe) that you want to show. " @yoriz -- that is correct. But that's not what the ...

Confused - Stochastic Question?

For those MTF believers, consider the chart below. I used a MTF Moving Average indicator two times on an M15 chart -- one set of blue/red lines is Moving Average (20). Another set of blue/red lines is an M5 Moving Average (20) redrawn on the M15 ...

Confused - Stochastic Question?

As mentioned a few times already -- Stochastics doesn't lend itself to rescaling because it has 3 settings that use a sliding window, so fiddling with one setting is not enough. Plus, the D Period and Slowing parameters are not moving averages. ...

Confused - Stochastic Question?

The point I am trying to make -- and obviously failing at -- is that looking at a chart is not the same thing as trading. A chart displays historical, OHLC data. When you trade (in real time) you are trading ticks. There is a big, big difference. ...

Confused - Stochastic Question?

@yoriz -- set aside Stochastic and instead consider Moving Average. Stochastic has 3 settings (KPeriod, DPeriod, Slowing), so scaling just the KPeriod won't work. But in the case of a Moving Average then scaling certainly does work. The "stair case" ...

Confused - Stochastic Question?

@ryuryu -- son -- your cluelessness knows no bounds. Of course you can edit your post -- up to 24 hours after the initial save.

Confused - Stochastic Question?

Dude -- what do you think 'Close' is? It is a bar's last tick. 'Open' is a bar's first tick. 'High' is the highest tick within a bar. 'Low' is the lowest tick within a bar. Again -- all there is are ticks. Your broker does not send bar data to your ...

Confused - Stochastic Question?

@jsf -- you are even more confused than @MyProfit. This has nothing to do with MTF. MTF means you can represent the markings of one time frame on a chart that is a different time frame. The original question concerned how to RESCALE an M5 ...

Confused - Stochastic Question?

Dude -- stop with the damage control... From @ryuryu: "Stochastic don't use ticks for calculations" Really? Really? What does it use? Bars? Candles? Lines? What do you think MT4 uses to compose Bars, Candles, Lines. The OHLC representation of ticks ...

Confused - Stochastic Question?

@MyProfit -- even though @ryuryu keeps changing his answer, you have enough information to figure this out on your own. If you can't figure out something this simple, then you shouldn't be using indicators. All there is is tick data -- a stream of ...

Confused - Stochastic Question?

@ryuryu -- this is your original quote: "If you setting on 5m is 14 then to get 15m it is 14*3=42" @ryuryu -- that is wrong. You got it backwards. ===================================== And you did it again -- @MyProfit asked how to scale H1 period ...

Confused - Stochastic Question?

Holy shit, @ryuryu -- it's the other way around, you bozo. An M15 candle contains the ticks of 3 M5 candles -- so, M5 requires a period 3x as large as M15. A M5 period of 14 is roughly equal to an M15 period of 14/3 = 4.66. Since period has to be an ...

Confused - Stochastic Question?

And here's a tip for anyone who is interested -- from informal testing and analysis it appears to me that tick-volume activity really kicks in when ADR is around 50%. So, an edge might be to wait until ADR is around 50% to determine the direction of ...

It's Unreliable

"Unfortunately I can't export time-series for correlation analysis" @W0lfram -- I don't know if I would worry about that since visual confirmation is pretty strong. Plus, since the market is constantly changing then the percent correlation is also ...

It's Unreliable