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Everything works.
The path to RTerm needs to be changed, of course.
If you can make it work, half of the forum will help you :). Good luck.
Indeed. Thank you. Although the code is different from the original. never understood how it is different. I don't care. I don't want to get into it. I'll try to figure out the R tools.
R is a rich system for trading. Just a bummer!!!!
Anybody want to tell me why there's nothing about using it on the website?
R is a rich system for trading. Just a breeze!!!!
Anybody want to tell me why there is nothing about its use on the website?
Try using this package of statistical modules to at least create a non-clearing TS and at the same time answer your own question.
If you dissert to write, then of course R is what you need. But this site is not for postgraduates and not for doctoral students.
Try using this package of statistical modules to create at least a non-consolidating TC and you will answer your own question.
If you have a dissertation to write, then of course R is what you need. But this site is not for postgraduates and not for doctoral students.
What kind of dicer is it, it doesn't make any money.
You can use it as a subroutine, after all. In kodobase old wrapper, has long existed, and on the site nothing. I do not understand. Example, so much chewed MNC and in r it is for one sneeze.
RandomWorker:
... Example, so many chewed MNCs and in r it's for one sneeze.
In principle with mql4 and mql5 it's no problem to implement LOC without any R and other left packages (e.g. LRMA without LOC can easily calculate the last point of line: y = a * b + x obtained from previous points, cheaply and serenely). The problem: to earn in non-stationarity conditions, i.e. when the statistics obtained in one part of the history contradict the statistics in another part of the history.
What's yours? There are 3,500 packets!
For playing with numbers is enough.
OK, I'm not getting the big picture here.
The kodobase is full of all sorts of mash-ups. And the fitted regression is a weighted waveform, recalculated when a new bar arrives, no tester needed at all ..... What's a numbers game?
OK, I'm not getting the big picture here.
The kodobase is full of all sorts of mash-ups. And the fitted regression is a weighted waveform, recalculated when a new bar arrives, no tester needed at all ..... What's the numbers game?
What's not to understand? You can only make money if you match the future correctly. No one is interested in the past - it is already known to everyone. Adjusting for the past is a numbers game. It cannot be spread on bread or put in your pocket.