Basket trading, pair trading. - page 5
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Before I start torturing the keyboard, I'd like to hear some preliminary comments from the community. The skeleton of the idea of shifting the grid and pair trading.
There are two pairs with high correlation such as euro and pound. The euro is the leading pair in this example. At a certain moment (I do not specify intentionally) we set a grid of orders for a breakthrough on both sides of the euro (I do not specify intentionally). If the grid of buy orders is triggered first, then the sell orders on EUR are deleted and a grid of sell orders on GBP is set. A grid of orders is permanently traced at a certain distance from the price. Positions are closed, the orders are deleted when the total profit is reached, and the cycle repeats all over again.
Before I start torturing the keyboard, I'd like to hear some preliminary comments from the community. The skeleton of the idea of shifting the grid and pair trading.
There are two pairs with high correlation such as euro and pound. The euro is the leading pair in this example. At a certain moment (I do not specify intentionally) we set a grid of orders for a breakthrough on both sides of the euro (I do not specify intentionally). If the grid of buy orders is triggered first, then the sell orders on EUR are deleted and a grid of sell orders on GBP is set. A grid of orders is permanently traced at a certain distance from the price. Positions are closed, the orders are deleted when the total profit is reached and the cycle repeats all over again.
:( You lose time and money.
It works only in theory... In practice (spread+swap)>profit, i.e., profit<0.
Ideal : profit=0, I only got it once out of ~100 pivots
:( you're wasting time and money...
It only works in theory... In practice (spread+swap)>profit i.e. profit<0.
Ideal : profit=0, I only got 1 time out of ~100 capitals
First try skeleton . Forward twice the back test. Generally need ideas for finding entry points.
Codes attached . I apologize that not combed with the heat of the possible errors.
I have analyzed charts of gold and silver, clearly visible dependence of silver chart on gold, the charts are identical, but gold outperforms silver for some time (up to 30 minutes), especially it is clearly visible on charts of M5. In my opinion, this is a great earning opportunity. What do you think? Has anybody traded using this dependence?
Leonid is trading. From a fresh perspective, read to the end of the branch...
Preparing the TS myself...
This thread may be placed in "Trading Systems" section, not in "General Discussions"...
Please help me to understand this business, if you don't mind, write to ritm77777@yandex.ru
Read all the trailer's links + literature for starters + Leprechaun magazine...
............ I created this thread in the general topics - I was in a hurry, but now I don't know how to move it
Ask the moderators to help. I think it can be done if you ask.
By the way, on the subject of spread trading and basketball trading, I have a few good suggestions for the developers:
1)Make it possible to view several charts in one window, otherwise you constantly have to make a homemade indicator and overlay it on a chart just to look and compare two currency charts.
2) Make a toolkit for trading spreads, instrument baskets (synthetic).
I think this is a good suggestion, I googled it, a lot of people around the world trade spreads and MT-5 has no ready-made tools for that, so they trade in all sorts of shacks with their trading terminals.