Spread trading in Meta Trader - page 52

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forex-k писал(а) >>

I wonder which formula for delta calculation is the most objective?

1 formula: the difference between the price of bar closes and the average price for a certain period is counted.

2 formula: calculates as a difference between fast MA and slow MA.

3 formula: calculates the difference between close prices of bars and close prices of n-bars.

This is how these three indicators look like:

Adjusted your indicators and watching the market noticed the following thing: for example looking at the delta reading on the open chart ESH0 to YMH0 the difference is shown one (140), but when looking at the open chart YMH0 a little different (162). The same situation for gold and silver, for carcasses. Is it supposed to be like this or is there something wrong. Broker B.

Thanks for the help!

 
AlexLep >>:

Настроил Ваши индикаторы и наблюдая за рынком заметил такую вещь: например смотря на показания дельты по открытому графику ESH0 к YMH0 разница показывается одна (140), а если смотреть на открытый график YMH0 немного другая (162). Такая же ситуация по золоту и серебру, по тушкам. Так и должно быть или что-то не то. Брокер Б.

Спасиб за помощь!

this is because on different charts the ticks come at different times

 
Rid, forex-k, tell me what lots you get on CAC40/DAX (futures) ? or other instruments... i want to compare with my calculation
 
neoclassic Share your results better! For example on Gold/Silver. It's 1.5 to 1. Or 2 to 1 ?????
 
Gold-silver, in my opinion, is better not to trade at all, they do not correlate much. And I'm trying to figure out the correlation, I'll tell you when I have the formula
 
neoclassic >>:
Rid, forex-k, скажите, какие лоты у вас получаются на паре CAC40/DAX (фьючи) ? или другие инструменты... хочу сравнить со своим подсчетом

To be honest, I have not yet been able to find a formula, it requires both a mathematical approach and the consolidation of the result when making transactions

 
vldim >>:
neoclassic Поделитесь лучше Вашими результатами! Например по паре Золото/Серебро. Все таки 1,5 к 1. Или 2 к 1 ?????

2 к 1.

 
neoclassic >>:
Rid, forex-k, скажите, какие лоты у вас получаются на паре CAC40/DAX (фьючи) ? или другие инструменты... хочу сравнить со своим подсчетом


I'm not sure about SAS either. I can only say (again) that dax:futsi=1.2:3 or =1.3 : 3

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p/s - Information for thought (wheat and beans, M30) :


 

"Shallwe have some coffee ...? " (с)

Coffee (kc+rce) :


 

It would be interesting to track price movements(MICEX+RTS)

Here is the RTS in B. (- RIN0)

And the MICEX - something does not show up!

Can you tell me, who knows...?

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