Spread trading in Meta Trader - page 29

 

Off-topic. But I can't resist.

This afternoon - there's a message like this on the DPO ribbon:

January 8. /Dow Jones/. According to the latest International Monetary Market (IMM) data on positions and currency trends, the U.S. dollar is long against other Big Ten currencies this week before the release of the U.S. non-farm payrolls data, Lloyds Banking Group said. That means disappointing data could trigger gains in the euro/dollar pair and the British pound/dollar pair, the bank said. However, the bank nevertheless recommends selling on such a rise, with key resistance for the euro/dollar pair expected at 1.4450. As for the pound/dollar pair, the bank expects that the growth above 1.60 will run out of steam and the pair will aim at the levels below 1.59. At the time of writing, the pound/dollar pair was trading at 1.6030 and the euro/dollar pair at 1.4327.

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Curiously, I was standing in a buy on the pound and euro at this point. After this message I stayed in buy (because I decided - this is a direct hint - to the upward impulse!) And on release of the news-payrolls- did not regret about it at all!

After that - at the very peak of impulse - I went downwards (as I was told above) and now I'm going to close the sell on euro and pound.

There you go...

 
rid >>:

Не совсем в тему. Но не могу удержаться.

Сегодня после обеда - обнаружилось вот такое сообщ. на ленте ДОУ:

8 января. /Dow Jones/. Согласно последним данным Международного валютного рынка /IMM/ о позициях и динамике валют, на этой неделе перед выходом данных по числу рабочих мест вне сельского хозяйства США преобладают длинные позиции по доллару США против других валют стран Большой десятки, говорят в Lloyds Banking Group. Это означает, что разочаровывающие данные могут спровоцировать рост пары евро/доллар и пары британский фунт/доллар, говорят в банке. Однако в банке, тем не менее, рекомендуют продавать при таком росте, при этом ключевое сопротивление для пары евро/доллар ожидается на 1,4450. Что касается пары фунт/доллар, то в банке ожидают, что рост выше 1,60 выдохнется, и пара нацелится на уровни ниже 1,59. На момент написания статьи пара фунт/доллар торговалась по 1,6030, а пара евро/доллар – по 1,4327.

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Любопытно, что я стоял в этот момент в бай по фунту и по евро. После этого сообщения я остался стоять в бай (поскольку решил - что это прямой намёк - на импульс вверх!) и на выходе новостей - ничуть не пожалел об этом!

После чего, - на пике импульса - я перевернулся вниз и сейчас собираюсь закрывать селл по евро и по фунту.

Вот так...

now open the buy again

 

OK. - Got into a buy on QMG0 oil.

//----------------------------------------------------

20:19 Moscow time

P.S - CLOSED THE POSITION!


 

Yes, it's been a great day today. By the way , there is also an index on the euro.

EURX calculation
The current value of the euro index (EURX) is an average of the exchange rates of the five world currencies (US dollar, British pound, Japanese yen, Swiss franc and Swedish krona) against the euro.


EURXt=34.38805726 x (USDt)-0.3155 x (GBPt)0, 3056 x (JPYt)- 0.1891 x (CHFt) 0.1113 x (SEKt) 0.0785

The calculation of the euro index on the five currency basket is not random - it matches the data used by the European Central Bank to calculate the trade-weighted euro index for the currencies of those countries which form the main foreign trade turnover of Eurozone countries. Most of the international trade of the Euro-zone countries falls on the USA (31.55%), followed by the United Kingdom (30.56%), Japan (11.13%), Switzerland (11.13%) and Sweden (7.85%).

It is necessary to note, that the ECB in studying the current situation is guided exactly by the index of Euro, but not by current spot rates of Euro in relation to other world currencies. For the most accurate analysis of the international currency market many leading experts recommend to analyze the movement of the Euro index, and take into account the results of such analysis when making trading plans.

Here appears to be a good idea, but you have to think it over ... If I have any ideas - I will post them. But the idea is good.)

I actually have two ideas, one of them is less formalized. I proposed it to one guy for realization but he disappeared and never contacted me again (sometimes such people come and go) ) ) ... Probably he was scamming for money.

 

At one time I was using this topic with a programmer friend (about a year ago), we built an EA (we made it for spot/futures) - it gave above-standard profits on demo. But in real trade ...

We wanted to convert it to Ninja, but there were some pitfalls - the main one is the mismatch between the futures and spot lots. And we need 10 lots and more to make it consistent.

(I have not got the right idea, although the potential is great)).

 
al982 >>:

В свое время юзал данную тему с другом програмистом(где-то год назад), собрали советник(Делали непоследственно под спот/фьюч) - на демо выдавал сверх прибыли. .

This is just what I'm seeing on the demo right now

EURUSD and 6EH0

And just thinking about the ninja...)

 
Fduch >>:

Cейчас как раз это наблюдаю на демо

EURUSD и 6EH0

И как раз думаю про нинзю..)


Ninja, yes, it's a very fast terminal and the execution is instantaneous. But how are you going to get around the fact that there are no fractional lots (meaning on the exchange). For euro futures, price pips = 1.2 quid, and the euro is of course a quid. Of course arbitrage is possible, but then you need lots 12 and 10 respectively. And this is a depot of about 100 K. Of course if you have 100 K, God help you.
 
I even have quotes from ninzi with comparative analysis and spread output in Excel somewhere, if I haven't deleted them. I'll look for it if I need to...
 
al982 >>:


Но как вы собираетесь обойти нюанс..?

Haven't figured it out yet... This strategy is likely to go into a drawer for at least a few years...

 
rid >>:

Кстати. Оч. любопытно идут линии этих инструментов на н4 - в текущую неделю !-

Интересно, продолжаться ли они до полной симметрии ?



And yet continued :

_DX + EURUSD(green) + USDCAD


Reason: