Spread trading in Meta Trader - page 73

 
Thank you, komposter. Duly noted.
 
hippy писал(а) >>

good conditions for currencies but almost no futures

i take it back, i downloaded the terminal, it's good, thank you.

 
rid писал(а) >>

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

Interestingly, the "healthcare companies sector" ( green ) flew up at the opening of the session on Jan 19


Note that at the session opening (as well as at closing) the maximum volumes are traded, and the spread in the first minutes of session opening is maximal and many times greater than its typical value. Also, the asynchronism of quotes can be maximized, which will distort the indicator readings. Trading at the exchange in the first 15-30 minutes after the opening represents the increased risks comparable to trading during the news release on the forex market.

 
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


Yes - this group is proving to be promising! There's a lot of work to be done here! Take SECTOR and match it with the shares of the relevant companies.

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Consumer Discretionary SPDR - XLY

Industries such as automobiles and components, consumer durables, clothing, hotels, restaurants, leisure, media, and retailing are primarily represented in this group. The index includes
McDonald, Walt Disney Co. and Comcast.

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Consumer Staples SPDR - XLP

Percentage is the estimated weight of ordinal components in the S&P 500 as 1/29/10.
Companies in this sector are primarily involved in the development and production of consumer products, which covers food and drug retail, beverages, nutritional products, tobacco, family products, and personal products. Constituents of the stock include Wal-mart Trading, Proctor's Gambling &, Philip Morris, International, and Coca-cola.

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

Energy SPDR - XLE

Percentage is the estimated weight of the order components in the S&P 500 as 1/29/10.
Energy companies in this Index primarily develop and produce immature oil and natural gas, and provide drilling and other energy-related services. Leaders in the group include ExxonMobil Corp., Chevron Corporation, and ConocoPhillips.

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

Financials SPDR - XLF

Percentage is the estimated weight of the order components in the S&P 500 as 1/29/10.
A broad array of diverse financial services firms are depicted in this sector with business lines hanging from investment management to advertising and investment banking. Among the companies in the Index are JPMorgan Hunt, Fargo Wells, and BankAmerica Corp.

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Health Care SPDR - XLV

Percentage is the estimated weight of the order components in the S&P 500 as 1/29/10.
Companies in this sector primarily include health care equipment and supplies, health care providers and services, biotechnology, and the pharmaceutical products industry. Pfizer Inc., Johnson & Johnson, and Abbott Laboratories are part of the mix in this sector.

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

Industrials SPDR - XLI

Percent is the estimated weight of the order components in the S&P 500, as 1/29/10.
General Electric Co., Minnesota Chemical & Manufacturing Co. and Incorporated are among the largest components of market capitalization in this sector. Industries in the Index include space and protection, construction products, construction and development, electrical equipment, conglomerates, machinery, commercial services and supplies, airline and logistics, airlines, fleet, road and rail, and transportation infrastructure companies.

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

Materials SPDR - XLB

Percentage is the estimated weight of ordinal components in the S&P 500, as 1/29/10.
This Index is primarily composed of companies involved in industries such as chemicals, construction materials, containers and packaging, metals and mining, and paper and forest products. Among its largest components are Monsanto, E. I. DuPont de Nemours & Co. and Dow Chemical Co.

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

Technology SPDR - XLK

Percentage is the estimated weight of the order components in the S&P 500 as 1/29/10.
Stocks primarily covering products developed by Internet software and service companies, E.I. consulting services, semiconductor equipment and products, computers and external devices, miscellaneous services and wireless services are included in this Index. Components include Microsoft Corp., AT&T, International Business Machines Corp. and Cisco.

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

Utilities SPDR - XLU

SPDR Utilities - XLU
Percentage is the estimated weight of the order components in the S&P 500, as 1/29/10.
The Utilities Index primarily provides for companies involved in the water and electric power and natural gas distribution industries. Component companies include Excelon Corp., Southern Co., and Dominion Resources Inc.

 
goldtrader >>:

Учтите что на открытии сессии (впрочем как и на закрытии) проторговываются максимальные объёмы, а спред в первые минуты открытия сессии максимален и в разы больше типового его значения. Также асинхронизм котировок может быть максимале что приведёт к искажению показаний индикаторов. Торговля на бирже в первые 15-30 минут после открытия представляет повышенные риски сравнимые с торговлей во время выхода новостей на форе.


Exactly! From my own experience I once opened a position on YHOO 10 min. before the end of trading - with a spread =33 pips! - More than the spread of the average daily movement.
 
rid >>:

Да, - эта группа оказалось перспективной! Тут работы "невпроворот"! Бери СЕКТОР и подбирай к нему акции соотв. компаний.

- XLK - Акции прежде всего, покрывая продукцию, развиваемую программным обеспечением интернета и сервисными компаниями, ЭТО консультационные услуги, полупроводниковое оборудование и продукция, компьютеры и внешние устройства, разнообразные telecommunication услуги и беспроводные telecommunication услуги входят в этот Индекс. Компоненты включают Components include Microsoft Corp., AT&T, International Business Machines Corp., and Cisco.

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For example, like this :




Not a bad website - http://www.sectorspdr.com/
 
rid писал(а) >>

For example, like this :

RID,compare the prices of XLF,XLE,XLK in B. and at the address you gave-is the difference that significant? Also YAHHO look at

 
rid >>:

По данной ситуации вырисовывается любопытный вывод.

Тут, при таком наборе "типовых" инструментов есть резон в некоторых случаях (вижу на графике) входить не парами, а четверками (2инстр.бай+2инст.селл) или шестерками (3+3) инструментов!

Например, 22 и 27 янв. - см. график выше.


It seems to me that there may be situations of divergence within the two or even more so the three ... then the sustainability of achieving TOTAL profits for the group seems to me to decrease...

Take a SECTOR and match it with shares of relevant companies.

Yes, I think this logic works very well.

 
hippy >>:

RID,сравните цены на XLF,XLE,XLK в Б. и по тому адресу,который вы дали-неужели разница настолько сушественна?Также YAHHO посмотрите


There doesn't seem to be any difference. Absolutely all the quotes seem to be the same!
 
rid писал(а) >>
There doesn't seem to be any difference. Absolutely all the quotes seem to be the same!

15.01-15.01 in B. YAHHO and 15.50-15.57 there, or am I looking at the wrong field?

Reason: