Spread trading in Meta Trader - page 199

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leonid553:

Right - on "you" - remembered!

Yes - calendar spreads (i.e. for different contracts of the same instrument) are always taken 1:1 (and EquityScale = FALSE for calendar spreads).

Channel width ( Env.Show = true; // Show Env.

selected by the Env.Dev parameter // Env deviation in percents

Charge the spread indicator to the ticker chart #I (and the Price Line Ind. is not needed here at all):


I've got it all figured out, Leonid. I've got myself a record...

Heartfelt thanks for the masterclass and help.

 

Hi all. I have been getting messages in my mailbox asking me why I haven't posted profitable entries for a long time. Tomorrow we are expecting the seasonal entry of platinum-gold:

BUY PLJ2 - SELL GCJ2 = 2^1, - seasonal MRCI chart:

If we decompose by averaging years 1-2-3-3-5-10, we get a clearer picture (chart built and kindly provided by Valeri58):

Enter tomorrow afternoon and hold (as appropriate) until March 1. Or work as short term entries on spread line pullbacks!

Good luck to all!

 

Leonid, thank you very much for maintaining the branch!

Installed the MT4 from V...co. But there is no history of them. :( I have to get it myself.

 

It is unlikely that history will be needed on "them". Futures contracts generally become liquid (tradable in mt4) only a few months before expiry.

For old contracts, the history can be restored in mt4 B. using the Broco_Archieve_Client-ru_RU programme

 
Thanks for the insight! I'm digging in the direction of stat arbitrage, but the asset weights are dynamic. Then, I make a forecast with a neural network. But here is the dilemma: should weights on each bar be corrected during a deal or only at the beginning of a deal? :)
 

I would venture to guess that setting the weights once is enough - before entering.

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The next, 26th issue of the Leprecon Review has been made freely available. The article "Seasonal Trading Techniques" ( page 53) describes promising March spreads and single seasonal entries.

http://www.lepreconreview.com/

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The March calendar spreads on SB sugar and LE-horse are considered very reliable in terms of seasonal returns! Here are just some of the upcoming announcements in March:

I will especially note two medium term(AUDJPY and GBPCHF) reliable March currency entries in the second half of the month! Good luck to all!

 

"The next, 26th issue of the Leprecon Review magazine has been made freely available. The article "Seasonal Trading Techniques" ( page 53) describes promising March spreads and single seasonal entries.
http://www.lepreconreview.com/"

When you click on "Download", "No data available" is displayed.

Is it only possible to read the magazine on the website?

 

Try another browser! I'm fine with Opera. it's downloading:

 
Leonid, when you change the weights just at the beginning of a deal, the asset ratio can change a lot and there will be a huge moose... Here, now I think how to control it, at least somehow. :)
 

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In the last days of February, the well-known seasonal MRCI website (http://www.mrci.com/web/index.php) recommends currency entry: buying EURAUD(spread BUY 6E - SELL 6A =1^1) . Entry statistics are shown in the table:



It is estimated that by March 16, the average profit of this buy is about $1700 per 1 lot (roughly, +170 ticks)! Seems pretty good, out of the last 13 years - only one such entry has been a loss!
Here's a chart of multi-year seasonal trends from MRSI (5 and 13 year average charts):



I am somewhat skeptical of currency seasonal trends, so if I will enter, it will be by very small amounts of short-term buying on pullbacks!
The current situation on the EURAUD currency pair is on the chart:
(Good luck to all!)

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