simplex replied to the topic Filtering by Volume in the forum Trading Systems Discussion 10 years, 6 months ago
Hmmm, this is a ‘little bit’ off topic, cluttering my own thread, but I don’t think it makes sense to start a new one for this …
The whole discussion about volume and tick data has placed a nagging bug in my brain … I just had to code it just to show it can be done. Too early to post the indicator, and maybe it’s good for nothing from a…[Read more]
simplex replied to the topic Q & A For MQ4 Coding Newbies in the forum Development 10 years, 6 months ago
@smallcat: right place? Well, yes and no!
Yes, because this thread is intended to discuss this kind of questions.
And no, because I don’t have the source code of Gadi_TickVolume_v2.2, so I do not know what’s happening inside. That’s the general problem if you don’t have the mq4 source: you can only guess and in many cases the result will be…[Read more]
simplex replied to the topic Q & A For MQ4 Coding Newbies in the forum Development 10 years, 6 months ago
@smallcat: right place? Well, yes and no!
Yes, because this thread is intended to discuss this kind of questions.
And no, because I don’t have the source code of Gadi_TickVolume_v2.2, so I do not know what’s happening inside. That’s the general problem if you don’t have the mq4 source: you can only guess and in many cases the result will be…[Read more]
simplex replied to the topic Use R in trading in the forum Development 10 years, 6 months ago
Hi Anti,
I don’t think it’s so important. Practice matters to get started, and your lessons are wonderful to provide an easy start! Background knowledge will grow as time passes by.
simplex and
tankhang are now friends 10 years, 6 months agosimplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 6 months ago
simplex replied to the topic Use R in trading in the forum Development 10 years, 6 months ago
Great job, @Anti! I really appreciate your efforts in setting this tutorial up.

Different views on data are interesting. The table representation seems to be similar to what we’re used to from working with relational databases.
What I did not understand yet is why there’s a differentiation between matrices and data frames. Ok, there are…[Read more]
simplex replied to the topic Trading made REALLY Simple in the forum Development 10 years, 6 months ago
@tankhang: Good job!
@LittleCaro is right: the indicator does not update at latest bars, unless reloaded manually.
@tankhang: if you prefer to care for this issue yourself, just go ahead. You’ll learn to code by practicing and debugging your own code, and that’s what you’re doing – I appreciate that!
If you’d like to receive some coaching…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
It says on FXCM demo you’re having 285 M1 bars in sync, on Oanda Live the first async fault occurs on bar 1 (see column IDX). The script will list timestamp data of the first bar (starting at IDX = 1) that is out of sync (faulty).
Now you’ll have to decide for yourself whether this is a problem regarding the strategies / indicators…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
I tried to force similar results on my system by running the analysis including a pair I’ve never used, like SGDJPY. See pic for results: in this case no output for TF smaller than H1, and H1 pointing to timestamp 2015.03.26,02:00 at bar index = 1.
So not completely the same result as yours, but anyway I would interpret your…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
@Anti, @mak:
I tried to force similar results on my system by running the analysis including a pair I’ve never used, like SGDJPY. See pic for results: in this case no output for TF smaller than H1, and H1 pointing to timestamp 2015.03.26,02:00 at bar index = 1.
So not completely the same result as yours, but anyway I would interpret your results…[Read more]
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
First: this is a script, not an indicator. So it has to be installed in the scripts folder. Please check!
Then look in the files directory for results. Filename is the same as script name, filetype .csv
simplex replied to the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
Any message in in the ‘Experts’ log?
Do your symbols require a prefix or suffix character? If yes, please modify the symbols array in the code, because I forgot them.
simplex replied to the topic Useful Links in the forum General Discussions 10 years, 6 months ago
Hi Guys!
Anyone around having experience with TSSB (Trading System Synthesis and Boosting) ? They state:
TSSB is FREE software platform for rapid R&D of statistically sound predictive model based trading systems via machine learning.
Their software is free, they’ll only charge you for support. And I like their attitude:

s.
simplex started the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
Hi Guys!
This is a follow-up of this post I made yesterday. I decided to start a thread on this topic because data quality is essential for many indicators to work properly, especially sophisticated ones which rely on calculating artificial pairs or short term currency strength.
To check the quality of timestamps in my MT4 history I wrote the…[Read more]
simplex started the topic Check the Quality of your Broker's MT Price Feed in the forum Development 10 years, 6 months ago
Hi Guys!
This is a follow-up of this post I made yesterday. I decided to start a thread on this topic because data quality is essential for many indicators to work properly, especially sophisticated ones which rely on calculating artificial pairs or short term currency strength.
To check the quality of timestamps in my MT4 history I wrote the…[Read more]
simplex replied to the topic Use R in trading in the forum Development 10 years, 6 months ago
Yes, that’s just what I wanted to point out:
Several years ago, during an IT project for an large company, one guy calculated a polynomial regression based on a large data sample with SPSS. I doubted his results, because the nature of his resulting curves just did not fit any expected behaviour.
So I ran a VBA coded regression in Excel (not…[Read more]
simplex replied to the topic Use R in trading in the forum Development 10 years, 6 months ago
Yes, that’s just what I wanted to point out:
Several years ago, during an IT project for an large company, one guy calculated a polynomial regression based on a large data sample with SPSS. I doubted his results, because the nature of his resulting curves just did not fit any expected behaviour.
So I ran I VBA coded regression in Excel (not…[Read more]
simplex replied to the topic Platform Related Questions & Issues in the forum General Discussions 10 years, 6 months ago
MT Price Feed Data Quality
When working on my Currency Strength Indicators, I ran into some problems relating data quality of MetaTrader’s price feed. Apart from CS, such problems are getting even worse when calculating synthetic pairs for certain indicators or signals.
The problem is that in most timeframes there’s only a VERY limited number of…[Read more]
simplex replied to the topic Platform Related Questions & Issues in the forum General Discussions 10 years, 6 months ago
MT Price Feed Data Quality
When working on my Currency Strength Indicators, I ran into some problems relating data quality of MetaTrader’s price feed. Apart from CS, such problems are getting even worse when calculating synthetic pairs for certain indicators or signals.
The problem is that in most timeframes there’s only a VERY limited number of…[Read more]
- Load More
