Chris70 / Publications
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CGraphic: "incorrect casting of pointers" error (MT5 build 2265)
Since the update to build 2265 and after executing the following lines in my code graph[ 0 ].CurveAdd(PnL_long,infopanel.headers_clr,CURVE_HISTOGRAM, "PnL long (" + IntegerToString (magic_id)+ ")" ); graph[ 0 ].CalculateMaxMinValues(); graph[ 0 ].CurvePlotAll(); graph[ 0 ].Update(); I'm getting the
optimal reward/risk ratio
I'd like to share some thoughts about an "optimal" reward/risk ratio from a statistical point of view, in a general scenario (without looking at specific strategies, currency pairs...) and am curious what you think about it. We all want to maximize our profits and minimize our losses. When it comes
time series stationarity and fractional differencing
Hi traders, - especially those who have some knowledge in statistics -, I'd like to ask you guys about your opinion regarding an alternative method of fractional differencing. The problem: for many statistical methods we first need to make a time series (/price series) stationary, i.e. transform the
Taking Neural Networks to the next level
This thread won't be about a question or problem, but rather about the anouncement of the presentation and documentation of an exciting trading concept. I plan to do a series of postings here in order to keep you guys updated. Anybody who has an opinion on the topic, please don't hesitate to
strategy tester: question regarding the applied exchange rate for account currency/quote currency
A few sentences in advance before I come to my question: unlike in live trading, I usually don't give much attention to the "official" balance that I get in the strategy tester via AccountInfoDouble(ACCOUNT_BALANCE). The reason behind this is that - with a low spread ECN broker - I need to emulate
strange problem: strategy tester (optimizer) MINIMIZES instead of maximizes result (MT5, build 2085), HELP NEEDED
I've got a strange problem with the strategy optimizer recently: it starts the first few iterations with results that make sense, from then on all results go down to the minimum, like this: It happens with different EAs, so it shouldn't have to do anything with the specific code. What is further
custom genetic algorithms: hyperparameter discussion
Over the recent years, several very good articles have been written here on this website on the topic of genetic algorithms. We all know about their huge potential from Metatrader backtesting experience. There is only one problem: we can (apart from insights through additional forward testing) never