Spread trading in Meta Trader - page 157

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although no, this is NOT the February contract.... i have no data on that ticker :(
 
come on... :) then top it up a bit at 81...82 and you'll get it back next week :)
 

I am interested in the "purely" physical meaning of this widening of the asc-bid spread.

In the response from the Heating Support there was a tick chart of the quote provider's asc-bid prices.

From that chart it was clear that the spread was normal (3-4 ticks) and suddenly just a minute before I decided to open a position - (18:50 thermal time) the Ask and Bid diverged to 102 (one hundred and two) pips (ticks)!

And by the end of trading the Ask-Bid had expanded to as much as six(!) pieces! By almost 600 pips (ticks).

See figure - CLG1, H4

I would like to ask specialists (or those who know - without reference to a particular brokerage company) - what is it ? - Is it a normal exchange practice?

Shortly before the end of trading, buyers and sellers suddenly begin to move their prices-offers of futures instruments to the worse for their "counterparts" by hundreds of ticks (pips)?

And why do they need to do this? What does it have to do with it?

 

Such a good and interesting topic... and it's stalled...


so "AP"

 

Last year's recommendation from MRSI -

Euro-Canadian from the "end" of the first decade of December, buying

Five and 11 year seasonal trends:

 

Good evening, everyone!

Please advise who knows.

EA opens arbitrage positions on TradeUP signal.

I am using it on Wstralian and New Zealand (6AZ0 & 6NZ0 - futures).

My Expert Advisor is constantly opening two spreads in a row:

Already turned my brain inside out. Here's the code - position opening block, everything seems to be as it should be:

//жжжжжжжжжжжжжжжжжжжжжж Покупаем спред  (TradeUP)   жжжжжжжжжжжжжжжжжжжжжжжжжжжжжж
if (NumberOfPositions(Symbol_1,OP_BUY,Magic2)<1 &&
    NumberOfPositions(Symbol_2,OP_SELL,Magic2)<1 ) {//если нет откр. позиций
if ( TradeUP==true ){//если условия соответствуют заданным 
//продаем 2-й символ и покупаем первый символ
//------------------------------------------
if (NumberOfPositions(Symbol_1,OP_BUY,Magic2)<1 ){//если нет поз.бай по 1-му символу
   SL=0;TP=0;//открываем позицию, задаем стопы :
if(StopLoss_1>0)   SL=Bid_Tiker1-POINT_Tiker1*StopLoss_1;
if(TakeProfit_1>0) TP=Ask_Tiker1+POINT_Tiker1*TakeProfit_1; 
ti=OpenPosition(Symbol_1, OP_BUY, Lots_1,0,0,Magic2);
if(StopLoss_1>0 || TakeProfit_1>0) {//ставим стопы 
if (OrderSelect(ti, SELECT_BY_TICKET)) ModifyOrder(-1, SL, TP, clModifyBuy);
                           }}//if (NumberOfPositions(Symbol_1,OP_BUY,Magic2)<1
//------------------------------------------------- 
if (NumberOfPositions(Symbol_2,OP_SELL,Magic2)<1  ){//если нет поз.селл по 2-му символу
 SL=0;TP=0;//открываем позицию, задаем стопы :
if(StopLoss_2>0)   SL=Ask_Tiker2 +POINT_Tiker2*StopLoss_2;
if(TakeProfit_2>0) TP=Bid_Tiker2 -POINT_Tiker2*TakeProfit_2;  
ti=OpenPosition(Symbol_2, OP_SELL, Lots_2,0 ,0,Magic2);
if(StopLoss_2>0 || TakeProfit_2>0) {//ставим стопы 
if (OrderSelect(ti, SELECT_BY_TICKET)) ModifyOrder(-1, SL, TP, clModifySell); 
                              }}//if (NumberOfPositions(Symbol_2,OP_SELL,Magic2)<1
//---------------------------------------------               
                              } }//если условия соответствуют заданным

And if I put it on currencies (AUDUSD & NZDUSD), - everything seems to work fine.

Please advise, who knows, what might be glitchy here...

(The code uses I.Kim's f-i.)

 
leonid553:


I'm interested in the "purely" physical meaning of this widening of the asc-bid spread.

I've already lost 300 quid on real for this reason, you need to pass each trade through the real asc-price-bid filter and not to trade low-liquid instruments and three

You have to go out of the contract three weeks before expiration.

 
Well, this is clearly not the case! The contract is from February 2011.
 
leonid553:

Any advice on what might be glitching here...

  1. There are two EAs running.
  2. Table of orders/positions on these symbols doesn't have time to update immediately after opening. Put Sleep(PAUSE).
 
leonid553:
Well, this is clearly not the case! The contract is from February 2011.
to go through the filter!
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