Spread trading in Meta Trader - page 155
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One and two.
Mdya......
thanks
Anybody out there who understands what this is about!
Entered by paired entry at 13:06 terminal time on indices, British and American.
BUY FTSEZ0 + SELL MCZ0 =0.1^ 0.08
According to the spread indicator there is a good profit (shown with turquoise arrow)
In fact, now there are almost no profits online!
Does your indicator work on clause prices? Does the time of FTSEZ0 and MCZ0 trade sessions coincide? If the timing is asynchronous and is drawn by the clows, then the indicator will lie, or rather, it will not show what it is supposed to show.
No... It's about the currency of the quoted instrument...
My indicator synchronizes the timing of the bars
Does your indicator work with closing prices? The time of trading sessions FTSEZ0 and MCZ0 coincide? If there is a time asynchronism and drawing by the clows, then the indicator will lie, or rather it will not show what it is supposed to show.
Yes, by 'clozes'. But I take this incorrectness into account visually. Trading time (beginning and end) for these indices is different, but even on small timeframes already in 8-12 bars after "break" of sessions the lines of indicator of price lines somewhat "stabilize" and further show the course of prices quite correctly.
And the spread line in the spread indicator - it does not depend on the gap and is always displayed correctly.
Speaking of US indices.
Combined three US indices on one chart. All three instruments are traded in the USA, so there is no need for correction factors!
On the history I looked at interaction of the spread and divergence of price lines. The most promising variant of the trade seemed to me a triple entry:
MCZ0 vs (ESZ0 + YMZO).
To "flatten" the line of the triple spread in this mode - I experimented a bit with position sizes and on the m30 timeframe I managed to achieve a stable flat spread channel on a long history.
After that, when I switched to m15 I could trade on divergence of price lines in the mode MCZ0 vs (ESZ0 + YMZO ) with very little risk - it is clearly seen by the spread indicator line (provided strictly closing of spread positions at the point of the nearest convergence of price lines).
Yesterday's experimental evening triple entry on the divergence of price lines, I closed in the morning in a small total gain (see figure below). The middle(lilac) line may not be an issue here. The main thing - that the blue price line of the MCZ0#I index deviates quite noticeably from any, the nearest to it line.
Here are the position size settings in the triple spread indicator:
Wrote a simple indicator to visualise spreads (attached).
Just by looking at the charts you can see dozens of great opportunities to open and close positions. But how much confidence can I put in such a chart? Is it realistic to open positions with these quotes?
(Quotes B., CFD spreads for GCG0 and GCZ9. They swear on their forum that the price of their CFD = the price of the real futures on the CME).
I would like to hear the opinions of spread traders, I am very much afraid to stumble on another pitfalls =)
Tell me how to add the possibility to add a coefficient in this indicator. It is important when the instruments are from one sector and they correlate but have different prices. And for them to cross the zero axis, you need to bring them to the coefficient. One divided by the other, for example coefficient = 1.35.
And is it possible to display the spread in the form of candlesticks or bars, plus the ability to throw an indicator on it?
sergiost, - I haven't seen Fduch here in a while, so I'm afraid you won't be expecting an answer anytime soon.
However, a few pages above I did post a spread indicator that might work for you.
see my post of 06.11 14:00 - https://www.mql5.com/ru/forum/122468/page148
Somewhere in that thread, where the link will download this indicator, there is also a spread indicator, which is drawn as bars. Unfortunately, I don't remember the page. You can go there.
And here (in the download) another simplest version with multiplying (as you wanted) coefficients and primitive autocalculation of position sizes:
Whether this will continue or not is difficult for me to say. The second instrument is the "European white sugar" - WH1 ( from Euronext) Seasonal charts:
http://www.seasonalcharts.com/future_farmprodukte_sugar.html
http://www.commodityseasonals.com/sugar_futures_1.htm
Judging by the 37-year seasonal chart (first link), a drop in the price of sugar in the first half of November is a normal pattern! After that, a slight rise in prices is expected before the end of the month.
The reason for the sugar collapse has been revealed:
finstockclub.ru"Thistime too, there was a lot of intervention by the market makers. The main reason of mass closing of long positions on sugar on Thursday (attention!) was the decision of ICE Futures U.S. to increase the guarantee requirement for sugar contracts by 65%.
In particular, for speculators it means that to maintain an open position on one contract, the amount of the deposit should be at least $4970, while previously it was enough to have $3010 (for hedgers GO was raised from $2150 to $3550). Certainly, a number of participants were unable to meet the increased requirements of the exchange, which eventually forced many to close their positions. The day's drop in sugar prices on November 12 was the largest in 22 years.
Thus, following the CME Group, which recently raised the QE on silver and soybeans, the "gentlemen" from other exchanges got in on the act.
Meanwhile, sugar futures continued selling on Friday, with ICE's decision to raise the guarantee requirements overlaid by negative market news.....
It is worth noting that ICE's decision to increase sugar futures requirements was preceded by another similar move. On November 10, ICE Futures U.S., "believing" that cotton prices have already reached their limit, decided to "cool down" the situation... by raising the GO again. As a result, the cotton guarantee claims have risen by 30% in the last three weeks.
Thus the "artificial" correction continues in the world commodity markets, and which asset will be next in line one can only guess."
Alexey Vyazovsky, analyst.
What is there to be jealous of?