Spread trading in Meta Trader - page 72

[Rid]

hippy >>:

Добрый день.RID,скиньте пж и мне в личку адрес и вопрос:с этим ДЦ вы работали?на выходных нашел еще пару инструментов с хороше корреляцией:CH0,CCH0,CCK0-какао,СTH0,CTK0-коттон

It won't work. Remind that on a "far" low-liquid contract of the same instrument (CCH0+CCK0) - ticker #I will open/close the "far" contract so that in the best case the total result will be "with itself" !

And most likely - it will close with a loss.

[HIPPYODESSA]

rid писал(а) >>
The script works correctly only for a pair of tools with the same dimensionality - same order.

ZSH0-1---ZWH0-1.5; ZCH0-1---ZSH0-0.4; ZWH0-1---ZCH0-1.7.

[HIPPYODESSA]

rid писал(а) >>

It won't work. I remind you that on a "far" low-liquid contract of the same instrument (CCH0+CCK0) - ticker #I will open/close the "far" contract, so that in the best case the total result will be "with itself" !

And more likely - will close in the end with a loss.

As for the position of the brokers, i should have traded at the same time.

[Олег]

changed the script a bit, tried to normalise by dimensionality. try it:

//+------------------------------------------------------------------+
//|                                                          Lot.mq4 |
//|                      Copyright © 2010, MetaQuotes Software Corp. |
//|                                        http://www.metaquotes.net |
//+------------------------------------------------------------------+
#property copyright "Copyright © 2010, MetaQuotes Software Corp."
#property link      "http://www.metaquotes.net"
#property show_inputs


extern string s1;
extern string s2;

int start()
  {

Alert("Лот символа ", s1," = 1, Лот символа ", s2," = ",
      MarketInfo( s1, MODE_TICKVALUE)/MarketInfo( s2, MODE_TICKVALUE)*
     (iOpen( s1,0,0)/MarketInfo( s1, MODE_TICKSIZE))/
     (iOpen( s2,0,0)/MarketInfo( s2, MODE_TICKSIZE)));

   return(0);
  }
//+------------------------------------------------------------------+

[Rid]

hippy >>:

спасибо за ответ,не обратил внимание.получается надо торговать контракты примерно одного времени?

In B. you should try to trade different instruments in pairs.

And avoid combining different contracts of the same instrument in tandem.

[Rid]

Volumes >>:

.... например XLV - сектор компаний здравоохранения,

его доля (доля компаний) 13,17% http://www.sectorspdr.com/eqsnaps/?do=snapshot&symbol=XLV

XLP - компании, которые входят в СИп 500, занимающиеся потребительскими товарами http://www.sectorspdr.com/eqsnaps/?do=snapshot&symbol=XLP

ну и т.д.

полагаю для данной темы корреляция с СП500 может быть очень интересной.

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

Also a curious correlation XLV-XLB-XLP-XLY-XLE-XLF-XLK-XLY

Interesting that "healthcare companies sector" (green) flew up at the opening of the session on 19 Jan.

[HIPPYODESSA]

neoclassic писал(а) >>

I have changed the script a bit and tried to normalise by dimensionality. try it:

Thank you, the results are different from the first version, I'll try the second one for the calculations.

[Rid]

rid >>:

Тож любопытная корреляция XLV-XLB-XLP-XLY-XLE-XLF-XLK-XLY

Интересно, что "сектор компаний здравоохранения" ( зел) 19 янв. улетал вверх на открытии сессии

There is an interesting conclusion from this situation.

Here, with such a set of "typical" instruments, in some cases (as seen on the chart) it is reasonable not to enter in pairs, but in fours (2inst.buy+2inst.sell) or sixes (3+3) of instruments!

For example, on Jan 22 and 27. - See chart above.

[HIPPYODESSA]

rid писал(а) >>
I sent you the address of my brokerage company in my personal message.

good conditions for currencies, but almost no futures

[Andrey Khatimlianskii]

rid писал(а) >>

I have found out that in the visual chart the comment values do not coincide with the values of the indicator I pulled to the visual chart

Firstly, you should specify all parameters when calling iCustom ("extern string _________ = "=== Parameters MA ===";" - the same parameter as the others, although it is not involved in the calculations).

And secondly, I would compare the results online (the indicator + EA on a normal chart) - in the visualizer the drawn indicator works with the real account data (for example, AccountBalance() and MarketInfo() will not work correctly).