Spread trading in Meta Trader - page 133

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This is an approximate value, by experimenting, I tried the same thing on different parts of the chart in depth through history... Nothing has changed. The "ratio" does not change much over time, because the instruments are chosen that way. (from the same market sector, or those affected by most of the same factors) This does not allow instruments to diverge far from each other in price. Which plays little or no role for the "ratio".
 
rid, how about implementing an automatic determination of the coefficient? I think it would be quite handy... I think a two or three digit number would be enough... In any case, you should know better)))
 
365441010 >>:

By dropping/selling the pound and franc you are essentially playing the gbp/chf rate
if you know how to play it, why do you need a stat arb? play it directly on gbp/chf

 
Here we are talking about Pair trading...
 
We don't seem to speak the same language! I don't understand, what does this have to do with looking into the future? The coloured price lines are essentially the same MAs, and their mutual position will not change if I change coefficients from 1.1 to 1.8.
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I don't create or get a pretty picture on purpose.
I monitor the chart and wait for the picture to become so "beautiful" to implement the entry.
 
knt-kmrd >>:

покапая/продавая фунт и франк ты по сути играешь на курсе gbp/chf
если ты умеешь на нем играть, зачем тебе стат. арб? играй напрямую на gbp/chf


You have taken one currency example out of this thread. And you're getting a little "hung up" on it. Forget about those currencies. There's been very little trading in them for a long time now.
It's futures instruments that are traded here. Commodities and stock markets.
I remember currency trading like a "bad dream" now.
 
rid >>:
Я не пойму, причем здесь заглядывание в будущее?

Think about it.
because your statement:


The coloured price lines are essentially the same MAs, and their relative position will not change if I change coefficients from 1.1 to 1.8.


what you're basically saying is: "I can play cross-rate gbp/chf with wagons".
Then it begs the question: why bother with synthetics, play gbp/chf directly
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yeah by the way, i don't deny, maybe on some instruments the ratio behaves better than on zotolo/silver or pound/frank
but if you take those two spreads then it's no easier to play them than currencies
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to 365441010
i think it's a good idea to get a good feel for the market and it's a good idea to get a good feel for the market
 
Indeed. Instead of 6B & 6S you can work with GBPCHF etc - using Sem Sem Semic's cluster indices.
No one is arguing with that.
But this pair got here by accident!
Almost no one trades currencies and crosses here for a long time. See the last post on the previous page.
That's why it is unclear what you want to prove.
 
I wanted to prove that your turkey is dangerous, it has a logical flaw
and with its pretty pictures, it can be misleading.
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and you've got the wrong approach to spread research.
you have to chart the synthetic instrument first and then evaluate it
and not get carried away by the "slanted" chart of the indictor
 
knt-kmrd писал(а) >>
I wanted to prove that your turkey is dangerous, it has a logical flaw.
and with its pretty pictures, it can be misleading.
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and you have the wrong approach to spread research.
you have to chart the synthetic instrument first and then evaluate it
you don't want to get carried away by a picture of a "slanted" instrument.


I don't think it's wrong to use slanted charting as an indication of future trends, you need to draw a SPREAD CHART indicator first, then assess its perspectives in order to trade with currencies.

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