Experts: Price Time Correlation Trading Model - page 2

 

I got 3 warnings after compiling. Please can you share the file ex4?


3 errors

 
Raphael Chabbert:

I got 3 warnings after compiling. Please can you share the file ex4?



read my earlier post #9 as it could solve your problem

 
Kenneth Parling:

read my earlier post #9 as it could solve your problem

Yes the file Library_Correlation.mqh and well placed in the folder / MQL4 / Libraries


Library ok

 
Raphael Chabbert:

Yes the file Library_Correlation.mqh and well placed in the folder / MQL4 / Libraries



Sorry but i type wrong - it should be in the MQL4\Include folder ;)

 
Meta2:

Thanks !!


But the  Library_Correlation.mqh  you must put in folder /MQL4/include like the description

Yes in the Include folder correct ;) i did type wrong earlier

 
Kenneth Parling:

And here's that proof when tested with high quality ducas copy tickdata, variable spreads ,slippage, commission(ECN) and swaps. Compare and you will understand how important this is! If you Max Brown have that trading background you should already know this right...

That's also very common for many products, they are tested with standard concept of MT4 and the tests show an excellent performance making people thinking 'wow'. But then on the other hand when it's put on the real market it does not perform at all like the tester graph! Simply the truth reviled with such test and i can promise it's one of the best there is when we talking about MT4

I have run the EA on Ducascopy tick data and tuned up the key parameters, especially entry time, which is a very sensitive parameter.    However, I was not able to turn on variable spreads but am using a spread that is larger than the average.  The results are nearly as good as the first iteration.  I think the discrepancy with your results is largely due to the selection of entry time which is specific to the broker/data.  These results show a PF = 1.77 compared to the PF=1.82 in the original submission.  Thanks for pointing out the importance of using realistic simulations.


 
Richard Poster:

I have run the EA on Ducascopy tick data and tuned up the key parameters, especially entry time, which is a very sensitive parameter.    However, I was not able to turn on variable spreads but am using a spread that is larger than the average.  The results are nearly as good as the first iteration.  I think the discrepancy with your results is largely due to the selection of entry time which is specific to the broker/data.  These results show a PF = 1.77 compared to the PF=1.82 in the original submission.  Thanks for pointing out the importance of using realistic simulations.


You are forgetting all about slippage and swaps in your tests, mine does have them and even commission (ECN) ;) and that makes a huge difference! You test is similar to trading on a broker that got a fixed spread, no slippage, no swaps... basically nothing and such test is not reliable what so ever and such brokers does not exist what i know of.

 
With TickStory, after optimizing the code and parameters.
Strategy: Change of Trend.
 
With TickStory, after optimizing the code and parameters.
Strategy: Follow the Trend.
 
With TickStory, after optimizing the code and parameters.
Strategy: All types of trends.