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I am interested in this question. Even if you mature for tester checks and the result is 51/49 simplistically in trades and 51/49 in pips to the plus, you will have to wait about 100 trading days to realize the meager stat. advantage. To increase the number of trades and shorten this timeframe - you have to move to a smaller timeframe. There manually using your favourite programme will be inconvenient, because it is often. Actually, my question is, are you going to implement all the E-views algorithms you are using in your trading robot's code, if you find some suitable model? Are you willing to spend a couple of years on this?
This has been implemented. The code is attached to the article.
There you have export of quotes and reading of results. E-views program itself should be started manually or it works in automatic mode, reading data and writing the results after a certain period of time, or not in time? How is the automatic mode organised? Just not familiar with the program.
Starts up automatically. Read the article. There is a test result in the MQL4 tester there.
If it's not there, the question was about transferring everything E-views does to MQL code or C++ library...
The question is about porting in any case. Only now we don't know WHAT to port. You have to build the model first.
faa1947:
It is a question of rescheduling in any case. Only at the moment you don't know WHAT to transfer. The model has to be constructed first.
Now again it is not clear, if there is automation - why the question of portability?
EViews is a terribly slow wagon.
Can you give me an example in terms of slowness - interesting...
If we talk about the specific EViews calling scheme in the article. Running a model on 118 bars takes me up to 5 minutes. Optimisation is not an issue
And when you move to a smaller time-frame you will have to predict a few steps somehow, otherwise a one-step forecast on the minutes may end up in the spread. How do you plan to solve this problem - both speed and multiple steps?
The number of prediction steps is a result of calculation, not desire. Kotier might not be predictable at all at a given point and you will have to wait until it becomes predictable.
The threat from the other side. Forecast error becomes comparable to candle length. This is already showing up on H1.
The number of prediction steps is a result of calculation, not desire. Cotier may not be predictable at all at a given point and will have to wait until it becomes predictable.
The threat on the other hand. The forecast error becomes comparable with the candlestick length. It is already showing on H1.