Live streaming

This week we started broadcasting the live stream video feed of MCNP_EA V.dma.3.91. Version
3.91 is basically the same as 3.89, the only changes being cosmetic. We tried setting up a dedicated page on this blog, but wordpress does not like livestream embedded code for some reason. I had to post my livestream channel on vodpod, and used vodpod as a proxy. The video feed is available on the right above the twitter play-by-play.

You can now see three curves projecting out from the zero bar. The white curve corresponds to the mean opening price of all histories run during the latest projection. The blue and red curves correspond to +/- one standard deviation respectively. The EA is currently set up to enter a trade when the spread between the current open and the maximum (or minumum) mean is at least 40% of the spread between said mean and the minimum (or maximum) value of the standard deviation. In addition, the mean and standard deviation values are used to set the SL and TP, but if the mean curve ceases to point in the direction of the open trades, all open trades are closed. While variable position sizing was coded into the EA, we’re using a flat 0.1 lot size for the time being in order to get a simple assesment of accumulated pips.

The rationale for these settings as well as other mathematical observations will be discussed in a separate page at a later time.

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