Discussion of article "Statistical Carry Trade Strategy" - page 2 12 New comment Kourosh Hossein Davallou 2012.12.08 16:45 #11 Hi ruslan thank you for article brazandeh 2012.12.15 10:52 #12 I am not math expert ,but pretty sure that the whole calculations are wrong double averagex = open1[0]-open1[100] / 100;what I expect is the summation of all the open prices from 0 through 100, divided by 100besides, the following formula y = 2 * x + 1 does not seem to be true.Can anyone with more knowledge in math justify me? ffoorr 2019.04.06 14:09 #13 There is an error in the message box : MessageBox(recomendation,"Not recommended", 1); To be replaced with : MessageBox(recomendation + " ...Not recommended", 1); So to get the message not recommanded Post scriptum : it is not an error, the "not recommended" is the title of the box, but on an black screen, it is not seen.The "return(0);" should be all deleted For this part if(b>0) { Print("###", _Symbol+" = ",a," * "+secondpair+" + ",b); } else { Print("### ",_Symbol+" = ",a," * "+secondpair+" - ",MathAbs(b)); } here are the result I get : 2019.04.06 15:41:15.077 StatisticCarryTrading USDCHF,Daily: ### USDCHF = -0.9075968272144176 * AUDUSD - 0.0001681237443192841 2019.04.06 15:41:20.802 StatisticCarryTrading USDCHF,Daily: recomendation Average daily profit: 1.681237443192841 points 2019.04.06 15:41:19.539 StatisticCarryTrading USDCHF,Daily: recomendation Correlation coefficient: -0.212986151589174 From theory to practice Expert Advisor Does Not Indicator won't fire alerts 12 New comment
Hi ruslan
thank you for article
what I expect is the summation of all the open prices from 0 through 100, divided by 100
besides, the following formula
does not seem to be true.
Can anyone with more knowledge in math justify me?
There is an error in the message box :
To be replaced with :
So to get the message not recommanded
Post scriptum : it is not an error, the "not recommended" is the title of the box, but on an black screen, it is not seen.
The "return(0);" should be all deleted
For this part
here are the result I get :
2019.04.06 15:41:15.077 StatisticCarryTrading USDCHF,Daily: ### USDCHF = -0.9075968272144176 * AUDUSD - 0.0001681237443192841
2019.04.06 15:41:20.802 StatisticCarryTrading USDCHF,Daily: recomendation Average daily profit: 1.681237443192841 points
2019.04.06 15:41:19.539 StatisticCarryTrading USDCHF,Daily: recomendation Correlation coefficient: -0.212986151589174