I think I will try to use this to run some analysis on my EA in real-time and have it adjust parameters in accordance.
I don't know if it will be more profitable, but that is another matter.
Thank you!
I think I will try to use this to run some analysis on my EA in real-time and have it adjust parameters in accordance.
I don't know if it will be more profitable, but that is another matter.
Thank you!
cannot cast 'CDoubleValue' to 'CLongValue' bitconvert.mqh 485 7
This include makes casting error.
Do you have new one?
cannot cast 'CDoubleValue' to 'CLongValue' bitconvert.mqh 485 7
where did you get this include file? We couldn't reproduce this error
where did you get this include file? We couldn't reproduce this error
I installed mt5 yesterday and I found bitconvert.mqh there.
I copy the file to mq4 terminal and it has no errors.
Old version of bitconvert.mqh attached.
I installed mt5 yesterday and I found bitconvert.mqh there.
It do not work for me.
I instaled all the files into an MT4 terminal, the include into the include folder Math\Alglib\Alglib , and scripts into the script folder, and so on.
And when I compile the script file : Alglib.mq4 it send errors :
Did someone try to use this librairy, and tell if it work on MT4 ?
OK, It work on MT4, so I deleted my first post.
Or at least it compile, I changed the Math folder for another one i have (on an MT5 terminal).
could someone show an exemple of how to realize a simple linear regression using this librairy, how to get the R squarred, and how to get the statistic : kurtosis, mean ect of a simple double array ?
Ok it compile and it work, but this part, into script alglib.mq4, must be changed :
if(order_type==6) // OP_BALANCE=6 { if(NormalizeDouble(OrderProfit()+OrderSwap(),2)>=0.0) if(balance==0.0) balance=OrderProfit(); } //--- get the profit and balance if(order_type==OP_BUY || order_type==OP_SELL) { if(balance==0.0) { Print("Trade operations with zero balance"); delete balance_total; delete profit; return; }
change if this way :
delete this because it do not work : if(order_type==6) // OP_BALANCE=6
/* if(order_type==6) // OP_BALANCE=6 { if(NormalizeDouble(OrderProfit()+OrderSwap(),2)>=0.0) if(balance==0.0) balance=OrderProfit(); } */ //--- get the profit and balance if(order_type==OP_BUY || order_type==OP_SELL) { // add this : balance += OrderProfit(); if(balance==0.0) { Print("Trade operations with zero balance"); delete balance_total; delete profit; return; }
here are the result ot script algib.mq4
23:59:05.205 UseAlglib EURUSD,H1: ----------------------------------------------- 0 23:59:05.205 UseAlglib EURUSD,H1: Correlation function: y = 2.09x + 14.04 0 23:59:05.205 UseAlglib EURUSD,H1: Expected Payoff = 1.05 0 23:59:05.205 UseAlglib EURUSD,H1: AHPR = 1.0909 0 23:59:05.205 UseAlglib EURUSD,H1: Sharpe Ratio = 0.34 0 23:59:05.205 UseAlglib EURUSD,H1: LR Correlation = 0.97 0 23:59:05.205 UseAlglib EURUSD,H1: LR Standard Error = 6.84 0 23:59:05.205 UseAlglib EURUSD,H1: -----------------------------------------------
OP_BALANCE do not exist in MT4 list.
calculations are wrong,
This is way too complicated for simple calculation on a simple array double

- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
You agree to website policy and terms of use
ALGLIB - Numerical Analysis Library:
Author: MetaQuotes Software Corp.