Weiheng Huang / Publications
Forum
MT4 open prices testing
Hi all, I have questions on MT4's 'Open prices' testing mode. I understand that the open of the current bar gives the signal that the previous bar has closed. Trading decisions are then made based on the CLOSE price of the bar that was just completed, or the OPEN price of the bar that just opened
MT4 optimizer showing 0 trades
Hello, I have an issue when using the MT4 optimizer. As shown below, when I run a 5-pass optimization, 4 passes have 0 trades. However, when I run each pass individually (not optimizing), all 5 passes have trades. When I change the date range, the problem disappears. Any idea what's behind this
Indicator decimal digits
Hello, I am using the default moving average indicator in MT4. In the data window, the MA values are given to 5 decimal places. Does this mean that the actual indicator value computed is rounded to 5 decimal places? I'm testing a basic MA crossover strategy and sometimes signals are produced even
Same trading start date for all optimization runs
I am trying to optimize the period of an indicator using the optimizer in the MT4 strategy tester . The indicator will have varying initialization periods for each optimization run. Is it possible to configure the strategy tester such that trades can only open after the longest initialization period
System Optimal Complexity
Hello fellow traders, I just finished 'Trading Systems: A New Approach to System Development and Portfolio Optimisation' by Tomasini and Jaekle. They mention that every system has a point at which optimal complexity is reached, meaning that further in-sample optimization will not lead to