Spread trading in Meta Trader - page 116

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rid писал(а) >>

This is a sequential glue of all traded contracts.

To track the quotes on the history.

i.e. i give more accurate historical data and why ZC_CONT 384 on ZH0 and 372 on ZC_CONT?

 
I was not paying attention. on the new contract ZCK0 the price corresponds. and another question. how many days before expiry does the new contract appear?
 
hippy >>:
был невнимателен.на новом контракте ZCK0 цена соответствует .и еше вопрос.за сколько дней до экспирации появляется новый контракт?

in theory, the contracts overlap - one is still trading - the other is already trading

and this overlap is not a couple of days, and sometimes even a month

but you have to be careful here, because the execution of the illiquid contract is on schedule #I in B.

and this chart is in fact almost a copy of the liquid one :-)

as for the CONT chart - it may be analyzed only from the middle TF - M30 and higher, or at the very least M15.

because the quotes on the lower TF are horrible there

here are a couple of examples, below is the most interesting, the same shadows are on higher TFs....



 
The essence of the system, if you do not know it, you trade with a basket of currencies (in Oregenal 14 pairs) . So if you build a synthetic tool out of 7 Yen crosses and compare the visual synthetic chart with the graph of the euro-yen, then visually they are almost one in one. open simultaneously on the demo in one terminal 7 buy positions on these crosses in the volume 0.1 and in another terminal one buy position of 0.54 on euroline (I calculated its volume with the script, which is spread here) I could not better observe spread behavior. 200 point spread fluctuates within 3 weeks, it is not time to make serious conclusions.If I'm interested in the idea of creating a pair of tools for medium trade, rather than search for them in various companies, and who can write an indicator to track the difference between a synthetic tool and cross, I can create such a miracle.
 

Quickly, this is how it looks like (the yellow line is the combined average line of all seven JPY pairs)

CADJPY is red

EURJPY - green

USDJPY - blue

GBPJPY - aqua

NZDJPY - brown

AUDJPY - fillet

CHFJPY - orange


 

Based on this idea, we should now buy 0.54 lots of EURJPY (green) and sell

each of the constituent pairs 0.1 lot.

I will now try this on the demo before the payrolls.

 
rid писал(а) >>

Based on this idea, we should now buy 0.54 lots of EURJPY (green) and sell

each of the constituent pairs 0.1 lot.

I will now try to do so on the demo before payrolls.

WHY ARE YOU LOOKING AT THE DAILY?

 
rid >>:

Если исходить из такой идеи, то сейчас нужно купить 0.54 лота EURJPY (зел.) и продать

каждую из составляющих пар по 0.1 лоту.

Сейчас перед пейроллсами попробую так сделать на демо.


If you look at the daily chart, the picture on the turkeys is similar, only they are not convenient - they move relative to each other, there is no accuracy

White-euroyen

Green-basket

 
hippy >>:

ПОЧЕМУ НА ДНЕВКАХ СМОТРИТЕ?

Tf = m30


 
ress >>:

Ну если смотреть на дневках,то картина на индюках аналогичная.Только они не удобные-елозят относительно друг друга,о точности говорить не приходится



I have sent an indication to you in your email. (Move the mouse pointer to any line - the name of this line pair will appear.

Symbol_E - yellow . total line))

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