Hi G, could you please explain more ? Does it has relationship to Open, Close price etc …. of the candle ?

Thanks in advance.

Hello LittleCaro,

At the moment I don’t have the time to dig in deeper. So just some remarks after a quick code review:

iVAR and iVAR_nmc are identical. One of them should be eliminated.
Those Goertzel algorithms seem to consume lots of CPU resources when the indicators are loaded. When tweaking the EA to optimize CPU usage, I would focus on…[Read more]

hi kiads.. can you post your indicator settings that you use on this pitcure.

Thanks kiads.. Nice short here.. :)

Hi,

If you want to learn why Stoch and similar oscillators are having problems in displaying a great deal of the swing spectrum correctly, you might be interested in reading the following article: http://www.stockspotter.com/files/PredictiveIndicators.pdf

Focus on those paragraphs titled ‘Spectral Dilation’.

I support that! Very unfortunate…[Read more]

Yes, I see. Can’t dig in deeper now, going to be offline for several hours. Came across the following post, which might be helpful. Just taking a quick note here:

https://www.mql5.com/en/code/8454

CU, guys!

Ok. So let me post some conceptual thoughts as a coder.

Which input parameters do we need when coding a Kelly algorithm?

minimum count of trades required to ensure statistical validity of our trade history
maximum count of trades used
kelly output coefficient (for half Kelly etc.)
setting which lot size calculation to use while minimum count…[Read more]

The link to Thorp’s paper as provided on the referenced page appears to be dead, but this one should do:

http://www.eecs.harvard.edu/cs286r/courses/fall12/papers/Thorpe_KellyCriterion2007.pdf

Nice link and nice little program! Definitely Kelly should be considered an interesting approach for MM.

So logging would be done in order to calculate the win probability and R : R in the trade history?

So logging would be done in order to calculate the win probability and R:R in the trade history?

So logging would be done in order to calculate the win probability in the trade history?

Can you provide links to such research results? Would be interested in some background info before coding.

yes, you are right bro. Will check my code again. And thank a lot for your information.