Spread trading in Meta Trader - page 140

 
goldtrader писал(а) >>

In spread trading you do not trade the price of an individual asset but rather its composite price.
If you put a limit under the price of one asset, it does not take into account the movement of the other. The price of the asset under which you set the buy limit can fall, but at the same time the price of the second asset can fall even more (or less). Here, the price of one (any) asset of the pair means nothing - only the composite price matters. Spreads cannot be traded by limits - only market openings/closings.

Goldtrader I fully agree with you, that's why I place orders for both instruments, in the situation described by you I will enter the market exactly when "it may fall, but at the same time the price of the second asset may fall even more (or less). "If the fall situation continues, of course I will have a moose (but everyone who trades with this method will have this moose). But I have a chance to get out alive if only one limit order triggers and the price goes in his direction. (I will answer right away if the price did not go in his direction, another reverse order will trigger on another instrument and we will enter the hedge)

 
Scorp1978 писал(а) >>

Goldtrader I fully agree with you, that's why I place orders for both instruments, in the situation described by you I will enter the market when "it may fall, but at the same time the price of the second asset may fall even more (or less). "If the fall situation continues, of course I will have a moose (but everyone who trades with this method will have this moose). But I have a chance to get out alive if only one limit order triggers and the price goes in his direction. (I will answer right away if the price did not go in his direction another reverse order on another instrument will be triggered and we will enter the hedge)


in order to get out alive in 80-85% USE seasonal trends and the probability of a correct entry increases many times

 
Scorp1978 >>:

rid, ну ты же давно в этой теме, когда сработает цена одного ордера и пойдет против нас - сработает противоположный ордер на другом инструменте.....

Not a fact...
On a calendar spread, it might work in many cases. But if it does work on the intermarket spread, it will work after a heavy loss on the first order. Especially, the second instrument is usually illiquid and may trigger with a delay at an unfavorable price.
In addition, many spread-trading experts strongly recommend to refrain from placing orders when trading the spread. Apparently not for nothing ...

 
rid писал(а) >>

Not a fact...


100%. a sell order may be triggered at the top instrument and the price will go further up, and a buy order at the bottom instrument may not reach the price
 
hippy писал(а) >>


i see a 100%. a sell trade on the top instrument may trigger and the price moves further up but a buy trade on the bottom instrument may not reach the price.

If a Sell ticket isclose to the top and the price goes further up, the price of the underlying instrument should also move up, and the ticket is placed inside the slider, not inside the base price may not reach it.This means the limit order will be above the price of the underlying instrument, and it is highly likely to open, and when the lower instrument price reaches the price of the underlying instrument, the buy profit of the underlying instrument will be bigger than the sell loss of the underlying instrument. If the lower instrument price nevertheless does not go up after the other instrument, but continues to increase the spread, we at least lose on one position and at the same time we drop the limit order behind the lower instrument price, thus fixing a bigger spread, and in the future take the profit.
By the way it seems to me the limit orders are of better quality of execution than the market ones.

 
It seems to me that the disadvantage of working with limits is the distance from the price. Can someone please send me the correct spread indicator (candlestick skipping processing, working with timeframe)?
 
Scorp1978 писал(а) >>

I respect your opinion but you are wrong, if a sell order at the top instrument triggers and the price goes further up, the price of the bottom instrument should also go up, and the order is placed inside the spread, not inside the buy order at the bottom instrument, the price may not reach it.This means the limit order will be above the price of the underlying instrument, and it is highly likely to open, and when the lower instrument price reaches the price of the underlying instrument, the buy profit of the underlying instrument will be bigger than the sell loss of the underlying instrument. If the lower instrument price nevertheless does not go up after the other instrument, but continues to increase the spread, we at least lose on one position and at the same time we drop the limit order behind the lower instrument price, thus fixing a bigger spread, and in the future take the profit.
By the way it seems to me limit orders by their execution quality are better than market ones.


i have a very close interest in this one for 3 months and already a month on the real market. i'll tell you from experience that the second instrument may go further down if seasonal trends and fundamentals play against it. here are the same spreads that go 2-3-4 weeks. the question is how far you want to set a limit. i'm still against limits-situation should be assessed and controlled. here's an example: you open a spread on gasoil rbk and hok.i got a good start, but the expiry date is coming and i closed them last night hoping to open long term contracts, because the spread is going up until May 3-7.As for the spread, it rose overnight on rbn and hon contracts from 5 to 135 pips. i personally observed it. i opened today's trades at a normal price. imagine that you leave the Limit and let them both open and both go minus 50-150 pips.

 
Scorp1978 писал(а) >>
It seems to me that the disadvantage of working with limits lies in the distance from the price. Can someone please send me the correct spread indicator (candlestick skipping processing, working with timeframe)?


There are no restrictions on placing limiters (or any orders at all) if you trade the spread through an exchange broker. And it is through a stockbroker that 99% of the spread trading is done. MT4 is not suitable for spread trading: there is neither sufficient choice of instruments nor conditions. It's all a dabble. Who doesn't agree, let him refute it with a real account.
 
goldtrader писал(а) >>


There are no restrictions on setting limits (or any orders at all) if you trade the spread through a stockbroker. And it is through stock brokers that 99% of spread trading is done. MT4 is not suitable for spread trading: there is neither sufficient choice of instruments nor conditions. It's all a dabble. Who doesn't agree, let him refute it with a real account.


The month is not an indicator, of course, but nevertheless. here is a report for the month of test work - and a large loss on FGBL appeared due to incorrectly calculated lot size

Files:
archive.zip  12 kb
 
hippy писал(а) >>


a month is no indicator, of course, but nevertheless, here is a report of a month of test work - and a large loss on FGBL appeared due to incorrectly calculated lot size


It looks very decent.
Reason: