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- brue replied Mar 1, 2007
No problem. A version like that is attached. I tested it quickly and the results look pretty similar to the first version. I'd be curious to know what you find. In using it, remember that position size is calculated based on whatever value-at-risk ...
- brue replied Feb 27, 2007
1. Data quality aside, I don't see the problem here. I'm still relatively new at this, so maybe there's something I don't know? How would you correct the problem? 2. Try setting the starting balance to 100,000, and the VAR to 0.01. The lot size ...
- brue replied Feb 27, 2007
Craig-- 1. Are you talking about the EA's use of indicators, or the use of the current Bid/Ask price to open/close trades? All of the indicators use the previous bar's data (offset of 1), so I don't think that poses a problem for backtesting. As far ...
- brue replied Feb 27, 2007
Wow, 6.4% in one day! Looks like most of that was from shorting the USD/JPY, although it's still quite profitable with just the other pairs. I currently have this running on only the EUR/USD, but may have to consider... the backtests for EUR/CHF and ...
- brue replied Feb 27, 2007
You can change the stop loss. There's a variable called StopLossATR, which is the multiple of the 100-period, 4-hour Average True Range to use as the stop loss. On the EUR/USD the 4-hour ATR 100 tends to be in the 25-40 pip range, so using the ...
- brue replied Feb 24, 2007
This isn't ideal, but you could have an effective long GBPNZD trade by going long 1 lot GBPUSD and short 1.9634 lots NZDUSD. At IBFX, that would cost you about 4 + 1.96*6 = 16 pips... still not great, but better than 30. Of course, you'd want to ...
- brue replied Feb 24, 2007
I spent a couple hours the other day playing with this idea, and finally figured out why it doesn't really work. Using the current prices (GBP/JPY bid is 237.58, USD/JPY ask is 121.03, GBP/USD ask is 1.9634), here's what happens when you buy even ...
- brue replied Jan 26, 2007
I'm working on a custom indicator to calculate slope of the Money Flow Index using a linear regression of the last (n) periods... I'll probably post it here when it's done. On a related note--what do you all think is the best method to calculate the ...
- brue replied Jan 6, 2007
According to this page: "Trades executed on the Interbank FX servers using an Expert Advisor use a unique request and are easily identifiable." Not sure what all that means, whether there's just an EA-specific signiature (maybe it includes the magic ...
- Posts by Member Search: 'brue'