Spread trading in Meta Trader - page 234

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avatara:

How is it?

Some DCs for futures instruments do not set their own specification parameters, but rather their own. It is not clear where it is "sourced" from.

Usually it happens because of exorbitant greed of DTs owners. For example, they make tick price (Gold, DX-index, NO-oil, KC-coffee, etc.) 6-18 times less than exchange. And the commission will remain the same as usual. And it turns out - to win back the commission you have to wait half a day at the most positive price movement.

And I've seen the gold-silver=1:6 ratio in some brokerage house! This is where short-term arbitrage (mf30-n1) is impossible "by definition"! Usually spot silver brokerage companies set exorbitant spreads, and with such a ratio it increases sixfold (!)!

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In any case, we first need to put the price line indicator on the chart, and it will display the optimal ratio of sizes according to the specification of a particular dealer! After that we set this ratio in the spread indicator! Below, the spread of silver-copper,SI-HG = 2^3

 

Optimized EURUSD^GOLD M15. Decided to do a back test to see the survivability of the parameters.

If it were not for one trade (31.10.2011: -880$), I would say that equity is perfect.

I'm struggling with GOLD^SILVER pair, I haven't managed to get anything adequate yet.

 
leonid553:

I don't know... Almost all of my previously (!) announced (on two forums) entries for the last year and a half for this spread (tf=m30) were closed profitable or at breakeven!


I have not got to M30 yet, I am looking for a pip on M1-M15 ))
 
I don't think there will be a positive result on very small timeframes. The Ask Bid values of spot precious metals are too high and in fact the profits here turn into a random catching of "noise" emissions! All the more so when optimising.
 
Dima.A.:
GOLD^SILVER M5. (no negative positions). The red line is the drawdown.


Good day! Let me ask you - what are you drawing such a beautiful chart with?
 
leonid553:
I don't think there will be a positive result on very small timeframes. The Ask Bid values of spot precious metals are too high and essentially profit taking here turns into randomly catching "noise" spikes! All the more so when optimising.


Not if you make entries in different directions of movement of the working pairs (Ind 2 lines are directed in different directions), then you can work even on M1, at least use these entries for a more accurate entry, or the moment when you need to fill in. In the figure below I see at least 3 such entries, on both of them the return of 20 quid. The bottom chart is drawing equity including spread and commissions.

 
The spread on the chart is too much like the Eurodollar price chart. Is volatility taken into account when calculating the size ratio?
 
leonid553:
The spread on the chart is too much like the Eurodollar price chart. Has volatility been taken into account in calculating the size ratio?


Yes, the indicators draw with volatility in mind, volatility is calculated on each bar and the indicator draws with this in mind.

Hooked on the Euro Gold, it is hard to tell whose movement the indicator resembles.

 

Yes, Gold^Silver M30 can participate too. parameters Ind 2 Line: 43, 6, 3, 6 Vol.AtrPeriod: 130.

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