Spread trading in Meta Trader - page 59

 
AlexLep писал(а) >>

Shu thank you very much!

I downloaded and somehow installed a lot of stuff, got all lost. It seems to be what I dreamed of, but please tell me if you can copy the description of the script. Otherwise I will be a week to figure it out. I'm an "x..........." programmer.

Thank you!!!

Yes, there really is one change - the ability to save and use the "set" ... how it is implemented - just poke around (button on the right) - made on the interface maximum to be convenient for work and not to spoil / delete anything accidentally. do not be afraid to experiment! ;-)

The "multiorder" script is part of the system. The second part works on order comments - it closes, but in this case it's not that important, everyone can close in 1000s of ways. By and large no one prevents to use magicians in multiorder script as well - source code is in distribution kit, as far as I remember. :-)

 

Observations on cereal 'crops' in recent weeks.

ZW-ZC-ZM-ZS

On my yields it turns out that all the time (system-wise) acceptable divergence of the instruments is observed at the border of the trading sessions. And then with the same constancy there is a similarity!

I.e. - if to go to bed later or get up earlier, then it is possible to enter the market with a hedge every day, and close it in the middle of the session! This is something to think about - to experiment with...


 

Wrote a visualiser for the equities.

The top one is with TP=200 pips,

The lower one - without TP, reversed.

It is interesting, that the top one is more pleasing to the eye, and the bottom one has more profit :-) I should check it for errors, it looks too nice)))


Rid, have you formalized the entry/exit rules?

 

Formalised a bit. Main signals, - Entry - divergence of price lines to an average high and exit of the DELTA line - from the current "overbought/oversold" zone from outside to inside!

Here - like my entry yesterday on the real ( audi+kivi futures) - shortly before the betting announcement.

Exit (close trades) - convergence of lines at the crossover point.


 
rid писал(а) >>

Observations on cereal 'crops' in recent weeks.

ZW-ZC-ZM-ZS

On my yields it turns out that all the time (system-wise) acceptable divergence of the instruments is observed at the border of the trading sessions. And then with the same constancy there is a similarity!

I.e. - if to go to bed later or get up earlier, then it is possible to enter the market with a hedge every day, and close it in the middle of the session! There is something to think about - to experiment with ...

Hello, RID, how do you calculate the different ratios for different symbols and what timeframes are specified in your tool?

 

- Put the spread calculation into a function. SpreadVar.mqh file

Calculation by two variants (subtraction and division) It will be possible to add more (logarithms, etc.). Now only "from open sources" ;)

//Var=1 askSymb1 - bidSymb2
//Var=2 askSymb1 / bidSymb2

Address

double SpreadVar(string Symbol_1, string Symbol_2, string AskBid, int ShiftS, int Variant)

'

- Indicator that draws - SpreadCharts 2 (Function ).mq4 uses function above.

Visually, the two variants (there was a request to change subtraction to division) are very similar, but it is more pleasant and easier to work with "dimensional" figures.

The proposed calculation of Average Spread is in fact iMAOnArray - in indicator.

'

- Non-trading Expert Advisor SpreadAnaliz.mq4 (works on closed bars, i.e., it should be placed on the most "ticking" one)

On the basis of the Pair.csv file

SpreadCSV.csv file - spreads on all combinations of pairs from Pair .csv. ("Mirroring" and "quiet by itself" excluded, otherwise for 310 pairs.... Nevertheless... Average spreads are not output yet (I've already got too many columns, but for analysis it may be calculated in an external program - Access/SQL)

bidaskCSV.csv file - options for all pairs. (so far.)

The intended purpose is to collect (collect) "pseudoscientific" ;) data about "eh kaby" and "spreads".

Since the Expert Advisor is supposed to work in Demo, the 'eh kaby' is unknown and will have to be computed in the analysis, in an external program - Access/SQL.

'

- Pair.csv file was obtained using SymbolList_fromSet.mq4 (Copyright c 2006, komposter). There are a lot of unnecessary fields in this file. If we leave only pairs, it's enough to change string StrParam[15]; (I guess I was too lazy to make/cut the file myself)

- Expert Advisor uses "variant 2"

TmpStr = TmpStr + DoubleToStr(SpreadVar(Pair[iSymbol1], Pair[iSymbol2], "ask", 0, 2), 7) + ";";
Files:
spread.rar  4 kb
 
hippy >>:

Всем добрый день.RID,как вы определяете коэффициент для разных инструментов и какие периода машек в вашем индюке?интересуют зерновые,нефть и дах с фтсе.спасибо


Periods are the difference between the 21 and 13 wands respectively. Wands are smoothed (i.e. method=2)

I select coefficients so as to adjust the dimensionality of tools to approximately the same value.

For example, for ZS=930.00 and ZW=470.00 I take coefficients 10 and 20, respectively.

On CL+BRN - coefficients and lots are the same.

On Dax and Footsie the coefficients are the same. Lots 1.2:3

 
RID, can you please check your personal message?
 

Sugar "sweet" futures!

A promising situation is looming.


 
Shu писал(а) >>

there's really only one change - the ability to save and use "sets"... how it's implemented is easy (the button on the right) - the interface is designed to be as easy to work with as possible and not to spoil/delete anything accidentally. don't be afraid to experiment! ;-)

The "multiorder" script is part of the system. The second part works on order comments - it closes, but in this case it's not that important, everyone can close in 1000s of ways. By and large no one prevents to use magicians in multiorder script as well - the source code is in the distribution kit, as far as I remember. :-)

I have understood the new version, it is very handy, thank you.

2010.01.28 20:19:00 MultiOrders GCG0,M5: Alert: Cannot get information about symbol ---. I am giving up!
What to do?

Reason: