LABS Latest Post

Currency Index Indicator for MetaTrader 4

20 October 2017

In this post, we describe the purpose, composition, parity, calculation logic and construction of a Currency Index for each of the 8 major currencies. These include: EUR – Euro USD – US Dollar GBP – British Pound JPY – Japanese Yen AUD – Australian Dollar NZD – New Zealand Dollar CHF – Swiss Franc CAD […]

DO’s and DONT’s of MT4 Backtesting

16 October 2017

This post presents a number of best practices for backtesting trading strategies in the MetaTrader 4 Strategy Tester. Watch the Webinar Recording by clicking here. Simulating a strategy’s historical performance correctly, increases the probability of it generalizing well to unseen market data in future. As such, it’s important that all backtesting be conducted robustly, careful […]

Advantages of Trading $DWC vs. Other Assets

20 September 2017

This post describes some of the advantages of trading $DWC over other listed assets on the DARWIN Exchange. Click here to watch the Webinar Recording. The underlying fundamentals of DARWIN $DWC give rise to historically consistent behaviours in the asset that benefit both active and passive traders. Compared to any other DARWIN on the Exchange […]

ZeroMQ – How To Interface Python/R with MetaTrader 4

27 August 2017

In this post, we present a technique employing ZeroMQ (an Open Source, Asynchronous Messaging Library and Concurrency Framework) for building a basic – but easily extensible – high performance bridge between external (non-MQL) programming languages and MetaTrader 4.   Reasons for writing this post: Lack of comprehensive, publicly available literature about this topic on the […]

Hedging DARWIN Portfolio Risk with $DWC

18 July 2017

In this blog post, we’ll discuss how DARWIN Investors can diversify away some of the excess risk posed to their portfolios by Loss Aversion, a common and well-researched phenomenon in behavioural finance. In particular, we’ll discuss why it makes sense to include DARWIN $DWC in a portfolio that’s partially or entirely composed of loss averse […]

Mean Reversion Tests on DARWIN $DWC

9 July 2017

In a previous post – Quantitative Modeling for Algorithmic Traders – we discussed the importance of Expectation, Variance, Standard Deviation, Covariance and Correlation. In this post we’ll discuss how those concepts can be applied to DARWIN assets. As a practical example, we will employ a series of statistical tests to assess if DARWIN $DWC is […]