Yes, you have it right. The EA backtests for you. You can set the parameters to whatever you want the EA to do. E.G. I want the EA to trade with a 30TP and 20SL that has a win percent of 50 or more. The EA will then wait until the market conditions ...

Old Dog with New Tricks

Technically, all my EAs can work together as long as they have a different pair, magicnumber, or both (when using multiple EAs on one pair). You do have to worry about spreads at the institutional level. They change a lot. You also have to worry ...

Old Dog with New Tricks

They're the same. One shows you where it would have taken a trade. It's better for visualization purposes. The other one does not show you where it would take a trade. It just gives you the analytics. Run the one without lines if your computer isn't ...

Old Dog with New Tricks

You're right. I updated the first post with the new EAs.

Old Dog with New Tricks

Do you have bar data from that period? Check the history center (F2 I think).

problem with running script/EA

Well, that's based on my analysis. There could be a benefit to using a larger timeframe. E.G. spikes are contained.

Old Dog with New Tricks

EA looks for daily highs and lows, so the daily TF is generally a bad idea. As a general rule of thumb, minute charts are the best because there is plenty of segmented bar data. On slower moving pairs where the open, high, low, and close are the ...

Old Dog with New Tricks

Trading Times determines when the EA takes a trade. For example: you set the breakout range somewhere at the beginning of the of london open, BUT, you don't want the EA to place a trade until the australian open. The assumption being--if the price ...

Generic Breakout Version 6 [TD]

Can't run a backtest on the trailing stop option using the backtest engine on that EA. If you're hitting that problem, then you probably should set your success score higher.

Old Dog with New Tricks

Risk free return: Bank interest. Here in the US, it's a dazzling 1.5% for me

Sharpe's ratio for pairs trading

Difference is calculated locally within the metatrader terminal. The terminal uploads both times to the server anyway, so I can see which broker changes for daylight savings and when.

Tick Database Version 2

All terminals sync themselves off of url

Tick Database Version 2

Microsecond level would be nice. It's very possible to capture time at the milisecond level within metatrader. The problem is the lag between the contributing EA, and my webserver. I figure what is more important is the order of the ticks as opposed ...

Tick Database Version 2

How much of that GDP increase was due to the increasing mortgage backed security market? my numbers say ~30%

Isnt a service career more satisfying then trading?

For #1, that isn't supposed to happen... is it happening? One pippette (0.00001) should be enough to trigger a new high or low. For #2, that's an interesting problem... attached is a version which shows lines demonstrating what the EA is thinking. ...

Old Dog with New Tricks

Risk free rate of return is the money you can make without risk of default. E.g. US treasury bonds will never default, therefore, the risk free rate of return is the interest rate on those treasury bonds. Companies traded on the stock market can ...

Sharpe's ratio for pairs trading

Each trade is evaluated separately. There will definitely be overlap between trades. Basically, count each higher high or higher low (where the new high/low happens at least one bar after the current high/low). Also, the BarStart value can be used ...

Old Dog with New Tricks

Fair enough: Yes, the initial number of bars is to determine the starting bars. Otherwise, the EA would place a near infinite number of trades when there is a new high/low every tick. The EA is currently built to only manage one trade at a time, but ...

Old Dog with New Tricks

Note changes in bold. The historical trades loop was using the value of the open trade loop. //+------------------------------------------------------------------+ //| | //| Buy Same Lots Each Time Script | //| | ...

Order entry Script with memory?

0 * 2 = 0. Don't think so

Isnt a service career more satisfying then trading?