Spread trading in Meta Trader - page 172

 

I looked at the charts - there are situations when there was a divergence, we theoretically sold/bought inside the spread, but the divergence continued because of the long trend.

And the fat loser tramples out all the small profits. analyzed by stochastics

or i don't quite understand. two instruments should move in the same direction, or in different directions?

 
ZZZEROXXX:

I looked at the charts - there are situations when there was a divergence, we theoretically sold/bought inside the spread, but the divergence continued because of the long trend.

And the fat loser tramples out all the small profits. analyzed by stochastics

or i don't quite understand. should two instruments - globally - move in the same direction, or in different directions?

If 2 of the instruments on the charts move mainly in the same direction, then, depending on the current situation, one is sold and simultaneously with it the second is bought (or vice versa), and if they are on the charts moving inversely (symmetrically), then, depending on the situation, both are either bought or sold (simultaneously)

And what concerns the moose - in principle this is a fair comment, but a respected Mr. Leonid has long been experimenting with indices. Note - he focuses on working on M15 - and why? Because he catches the beginning of lines convergence after the average big divergence + spread indicator starts to rotate from its extremum. Well, as a rule, as he explains, the lines will converge on such TF during the day, or the next day. Although, IMHO, if we shove all this into the Expert Advisor, then the stopper should be set by the value of the total loss.

 

When trading in pairs, it is not advisable to put a stop on each instrument at all.

As for the "total loss", yes. I always close in the point of convergence at tf=m15 for any total result. Regardless of whether it is profitable or unprofitable!

On m30(SI-GC and CL-6C) - similar!

I wrote that you can hang an Expert Advisor - virtual paired trawl. It implements other useful functions of paired spread - trawls from loss-making zone, opens/closes positions at specified values... . I made it following the analogue of I.Kim's product. I posted its source code and description in the address.

http://www.procapital.ru/showthread.php?t=28081&page=56

posts 829-834

By the way - on CL-6C - see post below...

 
leonid553:

On the CLH1-6CH1 commodity spread, a buy signal may be suitable! The price lines have diverged. And the spread line has gone sharply down!
We are waiting for the beginning of the convergence of price lines.
And also keep an eye on current events in Egypt. It may be more appropriate here

enter buy CLH1-sell6CH1 on Monday morning, - according to the situation.


This is the situation now on tf=M30, CLH1 - 6CH1 -

 
Why CFDs? Are currency pairs not suitable?
 

Currency pairs are also suitable. There is no difference!

Only the currencies will have to adjust the size a bit. For EURUSD - slightly bigger (1.25 times), and for GBPUSD - slightly smaller. For EURGBP we practically do not need to change its size.

But for DX - it will remain a CFD - for the following reason - there is no such currency. Unless, some brokerage companies have their own synthetic indices, i.e. their own "custom", like the indices in the brokerage company Lite.

 
leonid553:

Currency pairs are also suitable. There is no difference!

..... Only some brokerage companies have their own synthetic indices, i.e. their own "custom", like the indices in DZ Lite.

That's how it is in Light:

 

A triple currency entry is looming.

Estimated total profit at position sizes:

BUY EURGBP & (SELL 6EH1 + SELL DXH1) = 0.05^0.1^0.2

will be approximately $20-25 - width of the spread line channel.

 
I was wondering what Ind2Line or Ind3Line is for. Can't you just work on the spread indicator?
 

It might work. But it will be harder to work.

And then. I've said many times what price line indicators are for. They are good filters against too early, "false" entries. Until the divergence of price lines turns into a convergence, no entry is allowed.

In addition. Closing of positions is also performed by the signal of price lines - at the point of convergence.

Reason: