- Search Metals Mine
-
squalou replied Feb 12, 2011The EA already waits between the 2 trades for the "trade context" to be available; I think the "trade context" state is handled by the broker, so when it says "ready" then it means the trade can be sent and the broker should accept it. What i've ...
Hedge and Correlation Strategy
-
squalou replied Feb 12, 2011So option 1 is more like re-entry, while option 2 is true recovery (averaging). Although option 1 is also probably recovery, as when stoch keeps reaching higher values means price is continuing in the same direction, therefore opposite of what we ...
Hedge and Correlation Strategy
-
squalou replied Feb 12, 2011This is strange. The EA closes trades based on the magicnumber. Both trades are opened with the same magicnumber. If it doesn't find one of them in the list of opened trades, it means it was closed perhaps manually or by another EA running in ...
Hedge and Correlation Strategy
-
squalou replied Feb 11, 2011Strange, everything's fine on my side. Sq
Hedge and Correlation Strategy
-
squalou replied Feb 11, 2011I thought CashStopLoss was what you were looking for... If not, then please explain again. A 3-levels re-entry option, is that the idea ? Sq
Hedge and Correlation Strategy
-
squalou replied Feb 11, 2011Stoch Diff 2 Pair EAsq with CashStopLoss input — Here is a version with CashStopLoss input: trades will close when DD reaches this amount of cash; (CashStopLoss is >=0, however the EA displays the maxDD as a negative value). Caution: the SL ...
Hedge and Correlation Strategy
-
squalou replied Feb 11, 2011you have probably put the indicator in the /experts folder (that's where EAs only should be). Move it to /experts/indicators instead. sq
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011Good point! I had it coded with iBarShift() in another indicator that needed the stochastic of the pairs for a timeframe different than the one of the current chart. I'll try that and see if it changes anything and makes it stable. As for "e", this ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011So now our only solution is to use a tick data source and rebuild our own history and use only that one... Do you know if iClose(Pair,0,0) possibly give different results from MarketInfo(Pair,MODE_BID) ? MarketInfo(Pair,MODE_BID) is probably the ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011very interesting phenomenon! This confirms what i was saying about the stochastic values that sometimes seemed to be taken from the next bar or even 2 bars in the future... ! EDIT: i just read your answer above, and looked at your code; the ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011This was also my initial thought. I wanted to have a confirmation of this. I knew the "accident" had to do with the Lot sizes and their signs, and therefore the direction of the simulated trades taken against the Stoch Diff and the way the strategy ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011thanks for that SMJ, that 's very interesting information... I think i did something similar in my release, by waiting for each bar open, and i have even added a 5 more seconds delay. I will try replacing the iStochstich() with a function that ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011!! CODERS CALL !! the "fantastic" equity backtester story... — i don't think this makes any difference: the PFBuffer is what gets displayed on the chart, but it always takes its values from Acc, which is updated only when a trade ...
Hedge and Correlation Strategy
-
squalou replied Feb 10, 2011Ok, i'm up after a few hours of sleep... Thread was quiet during the night... Yes, very interesting method indeed. I like the "TimelessGraph" mode. Clever way of plotting an equity curve! I hope to be able to sched some light on my suspicious ...
Hedge and Correlation Strategy
-
squalou replied Feb 9, 2011Hi Mediator, many thanks for this very nice equity backtester, well done! I spent a few hours playing with it, made some changes (couldn't resist...) and i think i found something really interesting "by accident" -- while changing the code, testing ...
Hedge and Correlation Strategy
-
squalou replied Feb 9, 2011the EA enters when 80% (OpenTradeStoch) is reached, but then it won't enter a new set until trades have closed at CloseTradesStoch level (20% or lower); or cash ProfitTarget is reached. No risk to open/close 100 times in 10 minutes if open and close ...
Hedge and Correlation Strategy
-
squalou replied Feb 7, 2011yes... that's the way it is with "single-pair" EAs -- well it trades 2-pairs, but that's 1 couple per chart only. MagicNumber set to 0 should work if all "couples" are different. Actually it should also work if 2 couples are identical, but different ...
Hedge and Correlation Strategy
-
squalou replied Feb 7, 2011hmmmm.... that happened to me when i had wrongly set OpenTradeStoch to be less than CloseTradesStoch... so i added a check on it and it should spit a warning if this is the case (and no trade). If you set ProfitTarget to 0, then it should trade only ...
Hedge and Correlation Strategy
-
squalou replied Feb 7, 2011well... the warning says it all i guess... You should set the upper-right label to something different from "GBPCAD": this will be your second pair. An alternative is to change the "Pair2" input of either the Indi or the EA. -- they will both adjust ...
Hedge and Correlation Strategy
-
squalou replied Feb 7, 2011Updated EA "Stoch Diff 2 Pair EAsq 2011.02.07.mq4" — Here is a version with Risk percent input. - added RiskPerCent input: adjust LotSize to % of FreeMargin; - added MaxLots to limit LotSize; Other mods : 'Remember my small remark ...
Hedge and Correlation Strategy