Spread trading in Meta Trader - page 145

 

"Before it's too late..."

GAS - HO ( 7 ^ 5) -

 

The YM-ES spread (1^1) has been working very well on channel entries for the last month:

Leprechaun's latest issue features an EA (ex) implementing a Trailing Stop for a "paired" position.

Article "Quasi-arbitrage in MT4" . http://forum. leprecontrading.com/viewtopic.php?f=92&t=979&sid=827c417ebb541f8f8b2f4fc6ab405a5f

(Please do not consider it an advertisement.)

 

Off-topic.

But those who work in commodity markets will be interested in the following information (and I quote from one of the trade forums) :

//===============================

".... ... Meanwhile, the NG U0 (natural gas) instrument is a very curious one. I noticed that during the last few weeks - practically every day NG price follows the same scenario - in a zigzag pattern!
In the morning - flat with a slight incline (more often downwards). Closer to the opening of the American session the price goes up, and in about an hour or two (at 18:00 - 18:30 Moscow time) the price corrects down with the same amazing consistency! After which, a bounce back up a bit overnight and .... again in the morning.....
Last week I've been trading this way every day, and so far this pattern has not failed me. I don't know how it will go further.
Actually, what I have written now - one can check right here, - see my post above, or open NGQ0 tf=m30 chart in MT4" (from, 22/07/10, - leonid553)

//==================================================
"... I look at the current NG movement and compare it to the seasonal lines (12-8-6-3-2-1 - summer, see figure below)
I found it interesting that the current D-candle is almost identical (well almost) to the last year(red) price line.
Both in configuration and in numerical price value!
Therefore. With a fair degree of probability I venture to guess that today's daily candlestick will be black! That is, the price for the day will presumably go down - "

(c, 23/07/2010, - leonid553)

NGU0, D-Chart

 
 

What is this?

Explain your drawing, please...

 
leonid553:

What is this?

Explain your drawing, please...

This is the result of applying my extreme work in CodeBase. It has direct relevance to spread trading, as well as other interesting areas.
 

I see.

Are you going to remain silent like a partisan? Or will you tell us how your (I quote) "extreme diligence is directly related to the spread trade"?

Interrogation by the Germans of a partisan in the Novgorod region, summer 1942.

 
leonid553:

Are you going to remain silent like a partisan? Or will you tell me how your (and I quote) "extreme work is directly related to spread trading"?

Man, click on the profile and take a look. You'll see.
 

Spread trading is the simplest way to trade a portfolio. The optimal portfolio is determined by the Recycle method. I ran the Recycle-indicator to analyse all the symbols of one of the brokerage companies. For spread trading, it immediately became obvious which two financial instruments are the most suitable. Here are their charts:

But spread trading in the classical sense is quite simple: the weights do not change. That is why such spreads give little profit. But if we take dynamically changing weights from Recycle, the spread becomes very tasty...

Once again, classical spread trading is a special case of portfolio equity trading: equity trading of an unchanged portfolio of two financial instruments. The result shows that even this oversimplification gives results. However, equity trading of a dynamically changing portfolio is much more promising.

 

Indices:

Stocks:

Reason: