Spread trading in Meta Trader - page 119

 

I didn't look at the table at first, now it's too late.

 
Food for thought.
EUR --- CAD 1999-2009
Seasonal trends.

 
Information for reflection.
For eurodollar trading in the second half of March.
EURUSD
2003-2008 - 5-year red line.
1998-2008 - 10-year blue line


 
rid писал(а) >>

Information for thought.
For eurodollar trading in the second half of March.

Off-topic, but the buy signal was very strong a week or two ago.
Closed three consecutive dojas on W1, rebounding from a single snapper. I was buying from 1.3600 with 1.5-1.6 as a target.
It's a bit late to open now imho.

 
Why off-topic. It's all on topic here, as long as it's useful...
But on the seasonal graph above, the situation is more local. You can think less globally there.
The daily chart of the seasonal chart shows that almost every year in the second half of March the Euro goes down sharply.
Perhaps on the weeks this movement (150-350 pips) will not be very noticeable and will not contradict the rebound signal at all.
 
If I am not mistaken, this movement in the second half of March has something to do with the annual tax deadline. The first of April is the deadline for paying taxes for 2009.
If I am mistaken, let me be corrected.
 
Interesting topic about seasonality, I will have to write an indicator.

I was thinking today about the cheek - arbitrage between contracts for different months. It seems to be possible from the pictures, even with spreads and commissions:
 

Good afternoon all. if anyone has used in trading tandem usdchf:dxm0, what is the lot ratio? who has received any calculations, please let me know.

 
In the bottom turkey window is the lot ratio (71:89).


 
neoclassic >>:
Насчет сезонности интересная тема, надо будет написать индикатор.

Подумал сегодня насчет наглости - арбитража между контрактами на разные месяцы. Вроде по картинкам возможность есть, даже с учетом спредов и комиссий:


Why the insolence?
Not at all! It's exactly the kind of tactic that is considered to be very effective! But there's absolutely nothing to do here without seasonal trend charts, otherwise you could get screwed. And these charts, unfortunately, - in most cases - for a fee....
//-----------------------------------------------
I, for example, made a good profit (and now there are still open positions from March 4) - on sugar.
And I entered in strict accordance with the seasonal trend chart (see next post)! Until the end of March-middle of April this sugar spread is moving down there! Entry was bearish, i.e. contract short to sell, long to buy:
SELL SBK0 + BUY SBN0
I'll keep "this duo" for 2-3 more weeks
Here - see the current spread line chart

Reason: