Lol, I knew that such an answer HAD to come. The speed differences between Java and C++ are *irrelevant* in all cases and RAM is much cheaper than manpower. The much cited language shootout is *irrelevant* since the different implementations of the ...

Snowballs and the anti-grid

This is a myth. Java is just as fast as C++, some operations can be made even faster (optimized better) in Java than in C++ because the JIT compiler has more knowledge about the data types. There are various benchmarks that prove this. If you hear ...

Snowballs and the anti-grid

try setting the arbomat to diff=false and/or try longer timeframes

Synthetic hedges, cointegration, mean reversion and similar stuff

This one works with horizontal lines and with trend lines also: url

Adding Text to a Horizontal Line

I'm using the demo for some EAs that run on demo but will control some live money at oanda through some proprietary scripts that i have written (ugly hack) PFGBest was always the one with the most reliable demo servers, almost no downtime and I ...

PFGBest - DEMO Server Down for You Too?

From what I understand from this paper (90% of it is over my head) he is using PCA, isn't this a completely different concept than just fitting regressions with OLS?

Synthetic hedges, cointegration, mean reversion and similar stuff

Seems to be down again :-(

PFGBest - DEMO Server Down for You Too?

I'm not sure whether I understand you corectly and what exactly you mean with "not equal in rights to the members" There is no "correct" way, there are many ways and I chose one of them. I cannot simply do 0 = b1*pair1 + b2*pair2 + ... since this ...

Synthetic hedges, cointegration, mean reversion and similar stuff

You don't have enough history. open a chart of each symbol and scroll to the oldest bar (Pos1 key on the keyboard) (this triggers download of older data) and do this until you reach the end. Do this with all symbols and all timeframes you need. The ...

Synthetic hedges, cointegration, mean reversion and similar stuff

You can minimize the loss even more by closing the losing trade instead of nedging it.

I'm looking for a programmer for a complete Non-Loss System

Not yet, I would have to write a lot of additional code to do backtesting in MT4 with more than one currency at the same time and I am lazy. At the moment I am still busy doing one profitable live forward trade after the other :-)

Synthetic hedges, cointegration, mean reversion and similar stuff

You quoted me wrong. I said: I sold at 2*sd (two standard deviations, the second green line) The coefficients are plotted into the chart at the left side, they are already converted to lot sizes so that they are directly usable for oanda units or ...

Synthetic hedges, cointegration, mean reversion and similar stuff

doubleclick to select and then move a few pips. Unfortunately there are no user definable buttons in mt4 so moving text labels is the closest I can get. If use_diff=true then it will just plot a regression channel through the fitted data (should be ...

Synthetic hedges, cointegration, mean reversion and similar stuff

The proper way to freeze the loss is to close the trade.

I'm looking for a programmer for a complete Non-Loss System

If the trade is 100 pips in the minus and you leave it open then you have the following chances: * lose another 100, making it a total of minus 200 * it moves back 100 pips and you close at BE. If you close at minus 100 you have the following ...

I'm looking for a programmer for a complete Non-Loss System

Well, If I long EURUSD and it goes down then I have a loss and this loss is very real (you can see it in the account equity how real it is). I have never seen any unreal losses (except on demo maybe). I don't want to explain the whole sermon here ...

I'm looking for a programmer for a complete Non-Loss System

sold at the red line near 2*sd and just closed it with a nice profit :-) The spread curve might fail many sorts of statistical tests, but this does not mean it is not tradeable (people successfully trade all kinds of instruments for which no models ...

Synthetic hedges, cointegration, mean reversion and similar stuff

There are many hedging (nedging) threads on this forum. Please read a few of them in order to learn why your thinking is dangerously flawed and your "hedging" (AKA nedging) won't help you in any way and your whole concept of "closed loss" (versus ...

I'm looking for a programmer for a complete Non-Loss System

Oanda is using the mid point for candles and it does not look "strange" (why should it look strange?), the candles look the same, only everything slightly shifted 0.5...few pips higher on the Y axis, for most (all?) uses (cande patterns, trend ...

MT4 Candle Formation using bid price?

They are packing the executable with one of these anti-reverse-engineering tools (and call it "hacking protection" [confusing hackers with crackers]). It results in a packed and encrypted binary that cannot be checked for viruses anymore, therefore ...

MT4 Build 229 not running under Wine, complains of debugger presence