You will surely find it when you do some research. The fact that something is "taught" does not mean it is correct. It has been taught that the earth is flat for a long time and eventually it was proven wrong. Or maybe (more likely) they simply do ...

who has series of random generated price data?

Then either the spread sheet is wrong (not a random walk) or there is some other well hidden flaw like in any other paradoxon too. This would be the perpetuum mobile of trading. This strategy simply cannot work since it can be formally proven that ...

who has series of random generated price data?

Maybe I sound like a bean counter now but I can't let the above stand uncorrected because it outright hilarious: It is true that CSV is the industry standard but it is NOT true that this is an Excel format or in any other way connected to or ...

Seeking advice from Traders/Programmers

They seem to have serious problems of increasing severity lately, I suspect its only a matter of time until this will become visible on their live servers too :-(

PFGBest - DEMO Server Down for You Too?

Yes. This is definitely a good idea. R is a bit different from all the other mentioned languages in many ways and it is not easy to learn but as a quant trader you should at least know about its existence and what R can do for you. The same is also ...

Seeking advice from Traders/Programmers

you can easily write a script to have all this in Metatrader. I'm sure if you search a bit you will find one, and if not its just a screen full of code.

Which platform adjusts number of units automatically when setting SL?

for most casual programming you will use scripting languages. I would start with Python, it will teach you all the most important concepts that are relevant in many areas, as a beginner you will instantly see success and fast progress in your ...

Seeking advice from Traders/Programmers

You could try to enable all optimizations but usually the most speed increase can be reached by trying to tweak the code itself. You should concentrate on the nested for-loops that are iterated most often and try to find something inside the ...

Creating Metatrader DLLs with Lazarus / Free Pascal

You will love the Pascal syntax and grammar once you are a bit more familiar with it. You will find that it is by orders of magnitude less complex and has less anomalies than C++ (or any other C-like language) without sacrificing any expressiveness. ...

Synthetic hedges, cointegration, mean reversion and similar stuff

You are moving the entire array to R and the results back evey time. This will take the most time. You can do the following on every new bar: RAssignDouble(R, "hist0", Close[0]); // the newest is at position 1 RExecute(R, "hist <- c(hist0, hist)"); ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I'm not going to answer this question yet another time. Go back to the beginning of the thread and start reading it in its entirity. I'm not going to explain the same things repeatedly every week again and again and again. Its all archived in the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

Which method? Its not a method, its just an indicator.

Synthetic hedges, cointegration, mean reversion and similar stuff

Many of them are spurious from the beginning on or continue working only for a short time into the future, this is the main problem. Moving the "back"- and "now"-lines around on historical data and watching how it "behaves" will give you an ...

Synthetic hedges, cointegration, mean reversion and similar stuff

I have heard from people (did not try it myself) that using a newer (or different) wine version might help.

Running MT4 in linux

There are no windows dll files in wine. All dlls that are part of wine are reimplemented from scratch and open sourced by the wine team. Its a complete¹ open source re-implementation of windows (the API, not the kernel) from scratch. ________ ¹ ...

Running MT4 in linux

This won't be easy. Its doing long-running tasks that are not allowed in an indicator, it will freeze and block the GUI and be no fun to use. You should instead try to include your trading (or backtesting) code into arbomat itself and call it at the ...

Synthetic hedges, cointegration, mean reversion and similar stuff

The whole point in using stoplosses is to scale out if price goes into the wrong direction. There is no other way to avoid huge losses than immediately closing the trades when price reverses. And also the stoploss should not trigger before price is ...

Snowballs and the anti-grid

This is strange. It should work in init() and this would be the natural place to put it. Is there anything in the debug output (debugview.exe) that might explain what goes wrong? (I will try your modifications too next week)

Synthetic hedges, cointegration, mean reversion and similar stuff

I have to agree. Hungarian notation is mostly painful if you want to apply it consequently throughout the entire code and in most cases it is only a burden and not of any help. Most often the names alone can be made meaningful enough (so that their ...

MQL Coding Standards

I said that it is as fast as C++ (or not notably slower) (implying that nobody will force you to do things in Java that are known to waste CPU) because they usually just don't care about it. And many of them simply don't know what they are doing. ...

Snowballs and the anti-grid