Spread trading in Meta Trader - page 221

 

Российская фонда также поддаётся дрессировке.

More on that point.

 
sayfuji:

More on this point.

Thanks to Leonid, articles for thought, in particular definitions of trading criteria:

1. T. Pravdyuk - Applied Correlation.

2. T. Pravdyuk. The Practice of Steam Trading. Part 1. Regression.

3 T. Pravdyuk. The practice of paired trading. Part 2. Recursion.

P.S. Still familiarising myself with the material.

 
IgorM:
Did Leonid share the code for MT5 with you?

Here is the archive with the expert indicator and inludes

I want to say right away that it is just an idea check draft, not ready-made solution

Here is a picture

AlpariFS-MT5 server

PS Pay special attention to the comments in the code.

Files:
mt5.zip  6 kb
 
sayfuji:
Where is the myth? Everyone has already drawn their own conclusions and there is no way to change it.

Myth is that everyone thinks the correlation always converges, but once every quarter or 3-4 years it does not happen, during this period you just lose your deposit ... and after trading for a long period, losing time and money...
 
Invest777:

The myth is that everyone thinks that correlation always converges, but once every quarter or 3-4 years it does not, during this period you just lose your deposit ... Having traded for a long period, losing time and money ...

Invest777: - you forgot one important condition that I keep repeating (drumming into you) in my announcements for my short-term arbitrage entries XAG-XAU, DX - EURGBP on m30 and m15.

Be sure to close your position at a price line crossing (or when the spread line reaches the opposite limit of the channel) , with any current result! The lines on thesefrom any time will converge within 2-3 days, and the spread line very soon will also cross the channel - and at this closing the risks are reduced to a reasonable minimum.

Of course there is "no ideal in the world", but with some skill with such short-term arbitrage entries one can work calmly, without jumpiness - quite stably increasing profits, even at small rates.

 
leonid553:

Invest777: - you forgot one important condition that I keep repeating (drumming into you) in my announcements for my short-term arbitrage entries XAG-XAU, DX - EURGBP on m30 and m15.

Be sure to close your position at a price line crossing (or when the spread line reaches the opposite limit of the channel) , with any current result! The lines on these TFs will anyway converge within 2-3 days, and the spread line will very soon cross the channel as well - and with this closing the risks are reduced to a reasonable minimum.

Of course there is "no ideal", but with some skill with such short-term arbitrage entries you can work calmly, without jumpiness - quite steadily increasing your profit, even at small rates.

And how do you survive the most important thing in my opinion? You have to monitor the account for open or closed signals 24 hours a day, or at least you have to be near the computer too often, how do you sleep, it breaks a man :-)

If you work, you may not get a job and your profit is not big, is it reasonable?

 

==========

Well, there is no question about closing. In the last, 31st issue of Leprechaun , I gave a Limit EA which implements the paired close function (of 2 instruments) on a given total profit/loss. See the picture above - it is right on the chart!

And at the same time, implementing the "paired trailing stop" option - see there the article"Quasi arbitrage again"! And it also has the option of closing at the point of convergence of price lines. http://www.lepreconreview.com/

Now you can rent a remote server for a miserable price! Earnings are more important!

--------------------------------------------

And on the entry signal... You have to keep an eye on it. Usually, I call 2-3 of my buddies if I see an entry signal. The same is done by them, - either in ICQ/Skype. For the "silver-gold" spread, the signals usually occur (90 percent. cases) in the second half of the Amer. trade - and this input "comes up" not overnight, - and gradually, over the course of 2 or more hours.

 
Got it, thanks.
 
leonid553:

==========

Well, there is no question about closing. In the last, 31st issue of Leprechaun I gave a Limit EA which implements the paired close function (of 2 instruments) on a given total profit/loss. See the picture above - it is right on the chart!

And at the same time, implementing the "paired trailing stop" option - see there the article"Quasi arbitrage again"! And the option to close at the point of convergence of price lines is there too. http://www.lepreconreview.com/

http://www.procapital.ru/showpost.php?p=1181871&postcount=2343 - upgraded version
 

leonid553:

Thanks, I once chopped on euro and pound, doubled in 5 days, on bare charts, I will try your style later)
Reason: