Spread trading in Meta Trader - page 180

[Leonid Borsky]

leonid553:

Interesting movements in precious metals spread silver-gold = 1:3

( SI - GC = 1 ^ 3) for the nearest future. Promising entries shown with arrows :

In the post above, I have posted a graph of these entries:

Interesting that the first entry is now working out strictly like clockwork!

Tomorrow morning or Monday - seasonal entry to buy the spread!

BUY SI - SELL GC = 1^3

[Роман]

leonid553:

In the post above I posted a chart of these entries:

Interestingly, the first entry - right now - worked strictly like clockwork!

Tomorrow morning - seasonal entry to buy spread!

BUY SI - SELL GC = 1^3

Hello, Leonid. Could you please help me with the parameters of the second indicator, because my picture is unclear (there is an error in the input values somewhere), the parameters are as follows:

extern string Symbol1.Name = "siu1";       // Название инструмента 1
extern bool   Symbol1.Reverse = false;     // Является ли инструмент 1 реверсивным (с обратной корреляцией) 
                                           // по отношению к остальным инструментам
extern string Symbol2.Name = "gcq1";       // Название инструмента 2
extern bool   Symbol2.Reverse = false;     // Является ли инструмент 2 реверсивным (с обратной корреляцией) 
                                           // по отношению к остальным инструментам

extern string  ___MISC___ = " == Прочие настройки ==========";
extern bool   UseVolatility  =True ;             //отрисовка с учетом волатильности
extern bool   Triangle =True ;             // Рисовать треугольник?
extern color  Triangle.Color = DarkSalmon; // Цвет треугольника
extern double Alert.ChannelMore = -1;      // Если ширина канала больше указанной, включается сигнал
                                           //   -1 - контроль выключен.
extern double Alert.ChannelLess = -1;      // Если ширина канала меньше указанной, включается сигнал
                                           //   -1 - контроль выключен.


extern string  __VOL___   = " == Расчет объемов ====";
extern int VOL.Mode = 3;                   // Режим расчета объемов для торговли
                                           //   1 - по ценам открытия
                                           //   2 - по волатильности, а если невозможно - по ценам открытия
                                           //   3 - по волатильности (если возможно) и ценам открытия
extern int VOL.PeriodATR = 144;            // Период усреднения ATR 

extern string  ___MA___   = " == Параметры МА ценовых линий ====";

extern int MA.Slow = 21;                   // Период медленной МА
extern int MA.Fast = 8;                    // Период быстрой МА
extern int MA.Method=2;                    // Метод аппроксимации
                                           // - MODE_SMA=0 Простое скользящее среднее 
                                           // - MODE_EMA=1 Экспоненциальное скользящее среднее 
                                           // - MODE_SMMA=2 Сглаженное скользящее среднее 
                                           // - MODE_LWMA=3 Линейно-взвешенное скользящее среднее 
extern int MA.Price=6;                     // Расчетная цена:
                                           // - PRICE_CLOSE=0 Цена закрытия 
                                           // - PRICE_OPEN=1 Цена открытия 
                                           // - PRICE_HIGH=2 Максимальная цена 
                                           // - PRICE_LOW=3 Минимальная цена 
                                           // - PRICE_MEDIAN=4 Средняя цена, (high+low)/2 
                                           // - PRICE_TYPICAL=5 Типичная цена, (high+low+close)/3 
                                           // - PRICE_WEIGHTED=6 Взвешенная цена закрытия, (high+low+close+close)/4 

Such a picture:

Thank you.

[Роман]

On the silver graph, the same shit. Sorry if I'm getting confused... :-))) the parameters on the first indicator are like this (also not showing):

extern string    Symbol1.Name="SIU1";      // Нога BUY#I. Если не указан, берет по умолчанию текущий инструмент.
extern string    Symbol2.Name="GCQ1";      // Нога SELL#I.
extern double    Symbol1.Vol=1;            // Множитель ноги BUY
extern double    Symbol2.Vol=3;            // Множитель ноги SELL
extern bool      BidAsk.Show = false;      // Показывать линии бид-аск
extern bool      Env.Show = false;         // Показывать конверт
extern bool      EquityScale = true;       // Показывать масштаб эквити
extern int       Env.Period = 89;          // Период усреднения конверта
extern double    Env.Dev = 1.0;            // Девиация конверта в процентах
extern double    Alert.BidMore = -1;       // Цена спреда, выше которой включает сигнал
extern double    Alert.AskLess = -1;       // Цена спреда, ниже которой включает сигнал

Here's a picture

[Leonid Borsky]

I have these spread indicator settings (the indices are on the SIU1 chart):

After installation and also after each launch of MT4 flip the timeframe back and forth so that the indices "self-adjust".

[Leonid Borsky]

The price line indicator:

This is the situation on the chart at the moment:

[Роман]

leonid553:

The price line indicator:

This is the situation on the chart at the moment:

Leonid, thank you. Could you attach the second one as well, maybe I have the wrong version - on M30 - it refuses to work with the same settings as yours, on M5 - it shows something.

Pictures like this are the input parameters like yours.

On M5:

[Leonid Borsky]

In the download - the price line indicator. This indicator has only one version. There is no other one.

Maybe you, Roman, do not have enough history for the second instrument? I.e. the number of bars in the window of one symbol in this timeframe is less than the number of bars of the second symbol in the window of the same timeframe? In this case - the lines will be glitchy-straight lines, like in your picture!

Pump up the history. Or, if this is not possible, do the analysis in MT4 of another brokerage company, where there is enough history.

[Leonid Borsky]

leonid553:

Interesting current entry option on the soybean calendar spread!
The expected profit is small (see swag on the right), but judging by the multi-year lines - quite reliable!

Current situation in mt4 on this spread:

This is the chart I suggested for implementation on July 21.

And indeed! The current total profit of the spread immediately after the July 21 entry - is very reliable and progressively moving in the profitable direction. Today, after the opening of the CME grain trading after lunch at 18:30 Moscow time, I am closing the ZSU1-ZSX1 spread positions:

[Роман]

leonid553:

In the download - the price line indicator. This indicator has only one version. There is no other.

Perhaps, you don't have enough history on the second instrument? I.e. the number of bars in the second symbol window in this timeframe is less than the number of bars of the first symbol? In this case - the lines will be glitchy-straight lines, like in your picture!

Swap the history.

Yes, indeed, I looked - the files do not have any differences.

I downloaded F2 history for gold and silver - it works, but it says it started on July 27... I downloaded the terminal itself from Broko.

It is strange.

For gold - everything is fine.

For silver - no data earlier - it started on July 27, of course, that is why the indicator lines are "glitchy-straight" - I am dealing with this issue further.

[Leonid Borsky]

Roman.:

Gold - everything is fine.

For silver - no data earlier - started on 27 July, of course, so the indicator lines are "glitchy-straight" - dealing with this issue further.

The indicator uses iMA - so to calculate the silver line you need to have at least 21 bars outside the SIU1 chart window on the history (MA.Slow = 21)! And you don't have that.

Therefore, the rendering is glitchy on this TF. You can go straight to their forum and ask for technical support - let them add the history for silver in this timeframe.