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- 18 Results (2 Threads , 16 Replies )
- FXEZ replied Jan 14, 2016
Good points. I just realized that I posted the 2nd reply to this thread in 2007 to this very old thread! And almost as surprising is that my reply way back then was somewhat sensible. In reply to that post and in reply to your post I decided to test ...
- FXEZ replied Sep 16, 2015
Hi Matt, yes I've been playing around with various values. I think the pnl column in your sheet may overstate profit due to not deducting all the amounts for losses. I just edited / simplified that column's formula and re-titled "Principle [sic] ...
- FXEZ replied Aug 14, 2015
I'm very interested in learning more about Ensembles so algoTraderJo, appreciate the topic coming back to this area! On this subject, I saw a working paper that addresses Backtesting strategies based on multiple signals (also attached). The author, ...
- FXEZ replied Jul 8, 2015
Hi PipPirates. Your assumption that the 3 systems are independent is important for this math to work out. This implies that the 3 systems have zero correlation to each other. Let's just work out all the 3 system possibilities: 2 possible outcomes ...
- FXEZ replied Feb 20, 2015
Thanks for your question Trenderer. It bugged me that I didn't know the answer so I spent some time on the taking partial profits subject. I still don't have a complete answer but I think I can say that there are some limited settings of R, r and ...
- FXEZ replied Jan 9, 2015
For the developers, you might find this attached document useful concerning some of the ways to directly access R.exe / Rterm.exe in batch mode. Working With R in batch Mode: Some notes for beginners by Michael Lundholm ...
- FXEZ replied Jun 26, 2013
croupier, See the attached file. I simplified it a bit - using the easy(ier) interface rather than the original interface. I try to stay away from RExecuteAsync because you can't guarantee that MT4 will execute as you think it should. As a result I ...
- FXEZ replied Feb 4, 2013
I've been digging more into Kelly and can share a couple of thoughts that are related to our discussion. First, most gamblers and traders use discrete Kelly. Discrete Kelly is not appropriate for trading, and so continuous Kelly should be used. ...
- FXEZ replied Dec 24, 2012
I did some calculations and put them in an Excel sheet. I might be off in my calculations. Maybe it will give you some ideas? I think they calculate pnl by average position. image
- FXEZ replied Jul 14, 2012
Basket_Stats and Basket_Stats_Time — wooisui: Are you unable to access Google sites pages to download the files? Basket Stats Time Basket Stats Basket Stats Inputs Explained Here are the indicators as per your request (.ex4 attached) ...
- FXEZ replied Apr 28, 2011
Ok inspired by my own words, I just started a brand spankin new 10K demo. If anyone wants to follow along with my progress It's an InterbankFx demo. Name : SnowRoller 1.005 M1 Login : 2816474 Investor : uyu3cio (read only password) Pairs being ...
- FXEZ replied Apr 21, 2011
Settings for 1.007 — I've been doing testing individually on a number of currency symbols and have found that the presets may need to be tweaked on this EA for better performance. I'm attaching my current 1.007 settings file here. On a side ...
- FXEZ replied Apr 7, 2011
Off the hook — I know I just posted about this but SnowRoller_1_003 is off the hook! Also, I changed CloseAllProfitPercent to 1.0 (1%) as it was hitting so many sequences that 0.5 just wasn't high enough IMO. Attached settings file. Remove ...
- FXEZ replied Mar 29, 2011
I downloaded and installed MIG bank's demo. I had to alter the settings file in two places to make it work due to the fact that MIG bank's smallest lot size is 0.1 instead of 0.01. Here is a settings file that "should work" with brokers of this ...
- Snow Roller - An Avalanche of Profits
Welcome to the Snow Roller automated currency trading system for forex. Snow Roller is designed as ...
- FXEZ replied May 29, 2010
I recall studying modern portfolio theory in college and to be blunt, I wasn't terribly impressed. I tend to dive into the deep end on this stuff, so maybe I asked the wrong initial question. Have you got any interesting scholarly papers on the ...
- What Is a Trend?
What is a trend? The question sounds simple enough but if you do any amount of research, you will ...
- FXEZ replied Jul 17, 2007
Step 6 (continued) Eliminating the Drag — Drag-Free Position Sizing: My own preference is to think in terms of equity plateaus. In the example if reaching $20,000 were a plateau, you would NEVER reduce trade size once you have increased your ...
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