Spread trading in Meta Trader - page 219

 
Heroix:

There are a lot of results, you'd better tell me what to provide.

A test on your TS? It is possible. Only, let's be more specific and formalize it for you:

1. Entry - on which candle at the beginning of the convergence, or at what % of change in the synthetic?

2. The exit - at the moving average crossover?

3. M15 TF, EURUSD vs GBPUSD?

4. Please let me know the MA settings.

5. If you missed any parameters - let me know.

If possible for silver-gold spread (1:2 or 2:3), tf=m30, periods 18 and 6.

For currency pairs - spread I described above (p. 215) EURUSD-EURGBP=2^3, TF=M15, periods 21 and 8

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Entry - on the next candle after the start of the convergence, i.e. :

if (  MathAbs(MA1(1)- MA2(1)) <= MathAbs(MA1(2)- MA2(2))  ) { //входим
Closing - at the point where the lines cross. Or (if possible) when the spread indicator line reaches the lower limit of the channel.
 
leonid553:

If possible, for silver-gold spread (1:2 or 2:3), TF=M30, periods 18 and 6.

For currency instruments - the spread I described above (page 215) EURUSD-EURGBP=2^3, TF=M15, periods 21 and 8

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Entry - on the next candle after the start of the convergence, i.e. :

Closing - at the crossing point of the lines. Or (if possible) when the spread indicator line reaches the lower limit of the channel.


OK. I will reset the results tonight or tomorrow - it is not clear when I will be at my computer.
 
I would definitely test it on 5, maybe you could put it out there, test it yourself and include it in the analysis and then refine it further.


think about it.Heroix
 

I tested the Expert Advisor in MT5 on silver-gold spread trading 1 to 2

I tried to trade some profit at the beginning of the year, but since mid-summer it starts to show some profit. the similar situation was in 2011.

Parameters for entry Sell spread if spread turns beyond the upper envelope line (21,0.5) exit through the opposite signal

if spread returned to the envelope channel and then went out in the same direction again, then we scale in.

So be careful with the exit on the opposite side of the envelope channel.

 
alexsandr11:
I would definitely test it on 5, maybe you could post it, from you, testing and proper inclusion in the analysis and further refinement.


think about it.Heroix

OK, I'll think about it.

--

Sorry for the delay with the test results, lots to do. I'll try to post it soon.

 

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Wait for the price lines to start converging (the triangle will turn right) to buy the spread:

BUY XAG - SELL XAU = 1^2 (or 2^3)

Closing of positions- at the meeting point of price lines or when the spread reaches the upper limit of the channel:

 

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It's been a long wait! Since Friday. Switched the chart to tf=n1 as I did not want to take a loss on m30. Could have also closed at breakeven yesterday, but did not.

Only now I have closed positions with profit at the point of convergence of price lines on tf=H1:

 
leonid553:

Not just on crossing lines. It is quite acceptable to close positions without waiting for a crossover - but when the spread line reaches the opposite channel boundary!

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I suggest fans of short-term "quasi-arbitrage" to try and test such a variant of currency spread:

Arbitrage of EURGBP-EURUSD=3^2

I have now entered into an experimental spread sale. Let's see how it will end:


Hi all! I "bet" the quoted message on September 10! And since then I've been "snapping up some dough" in real time with this variant of the currency spread!

Yes, at least for the last days - all these entries (except for the last one, today) I have successfully activated!

And how do other visitors deal with this(EURUSD - EURGBP = 2^3) spread?

 
leonid553:


Hi all! I "put" the quoted message on September 10! And since then I've been "snapping up good money" on the real account with this variant of the currency spread!

In the last few days, at least, I have successfully used all of these entries (except for the last one, today)!

And how do other visitors deal with this(EURUSD - EURGBP = 2^3) spread?

I've been tracking the movements of this spread visually, without making any real trades, I've been messing around with entering the market just this morning...

I'm using it for real trades starting next week. I`ve got no metals on my account on 4th, only currencies. I will try it.

Thanks, Leonid, for the interesting information on trading!

 

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Here comes the entry to buy the spread again:
BUY EURUSD- SELL EURGBP = 2^3
We are waiting for the price lines to start converging (the triangle will turn to the right).

Let's see what happens! Even though I don't really want to go in under the weekend. Well, let's see, let's estimate the dynamics of further movement!

Reason: