Basket trading, pair trading. - page 2

[Roman Shiredchenko]

Guys, the topic is interesting! I'm still getting acquainted with mcl5 myself. I'm posting links and my spread-trading archive from Leonid, who trades spreads on four.

I have a desire to transfer owls and indicators code to fiver, previously, I don't exclude changing entry/exit conditions.

I have this topic in my queue for consideration.

[Dmitry]

R0MAN:

Guys, the topic is interesting! I'm still getting acquainted with mcl5 myself. I'm posting links and my spread-trading archive from Leonid, who trades spreads on four.

I have a desire to transfer owls and indicators code to fiver, previously, I don't exclude changing entry/exit conditions.

I have this topic in my queue for consideration.

Interesting...but it's all on four, it's strange that there's not much useful information on this topic on five.

[Roman Shiredchenko]

07041982:
Interesting...but it's all on four, strange that there's not much useful stuff on five on this topic.

Not yet... :-)

All the more, that in the real world, only a few companies provide trading and that is ONLY forex + metals (some of them) and that's all... (Alfa Bank and VTB, which I have heard of).

I'll translate the owls to five. But first, in any case - we need to translate the indicators of this stat arbitrage... then - exp...

I will do it myself in the near future (autumn).

[Dmitry]

yes on peter there are few instruments to pick a good basket or currency pair, for example my dtz has only 25 currencies on mt5 and the quaternary has about 200 instruments. maybe someone knows where on mt5 there are a lot of instruments?

[Roman Shiredchenko]

07041982:
Yes, on mt5 there are a lot of tools for the selection of a good basket or currency pair, for example my brokerage company has only 25 currencies on mt5, while the quaternary has about 200. may be anyone knows where on mt5 there are a lot of tools?

There is another issue, this arbitrage shows best of all (even short-term) not in Forex (although you can do it too), but in commodities and raw materials!

If you want, I can put here the most suitable instruments for training and their TFs for short-term, selected by Leonid's experience of real trading...

[Dmitry]

would be interesting to read

[Roman Shiredchenko]

07041982:
will be interesting to read

I can't remember the exact location (from the trailer links)... The original is somewhere in the bowels of that forum...

Short term. Trade at the maximum spread (level - optics) of the indicator lines Ind_2 Line+1 + confirmation of the rebound from the channel borders Ind_I_env (there may be variants - for example, if the indic Spread_O confirms additionally - a divergence behind the line 20 or 80 - see. entry description in Leprechaun magazine № 11), exit - when crossing (collapsing) the tool lines on the indica Ind_2 Line+1 or when reaching the opposite channel boundary on the indicator Spread_I_env - also variants.

Instuments	Volumes, for balancing of spread positions	TF	Note
Silver-Gold	1:2	М30	One of the best (signals 1,2 per week)
Oil - Fuel Oil (BRN-HO)	1:1	М30
EURGBP-DX(ind USD)	1:1	M15	both positions are either buy or sell see folder "Indicators and Patterns" at the top of the page.
copper - silver HG-Si	2:1	M15-H1
EURGBP	1	M15	This page
ES-NQ	2:3	M15-H1
ES-DX	2:3	M15-H1	REVERSE - entry at one-way spread!
EURGBP-6EU2-DXU2	1:2:4	M15-H1	Journal. Leprechaun #14, p. 58
Notes - bonds ZN-ZB	3:2	M30	Towards seasonality
EURGBP-USDCHF	1:1	M15	REVERSE! Leprechaun #15 pg. 55 - Both in buy or both in sell direction EURGBP

[ALEXEY NIKOLAEV]

R0MAN:

I can't remember the exact location (from the trailer links)... The original is somewhere in the bowels of that forum...

Short term. Trade at the maximum spread (level - optics) of the indicator lines Ind_2 Line+1 + confirmation of the rebound from the channel borders Ind_I_env (there may be variants - for example, if the indic Spread_O confirms additionally - a divergence behind the line 20 or 80 - see. Leprechaun magazine № 11), exit - when crossing (collapsing) the tool lines on the Ind_2 Line+1 or when reaching the opposite channel boundary on the Spread_I_env - also variants.

I built a strategy using this indicator. It is good for hand work only. On TF no lower than M15. For an EA the indicator should be decomposed and data should be calculated programmatically. The problem is in missed bars. It is on currencies. It may be even more difficult for futures, because some instruments start working at different times. Although Leonid trades very well with the strategy manually.

[Aleksander]

Hi all :-) while i'm resting there :-) on 4... I can talk to you here too :-)

[Roman Shiredchenko]

Aleksander:
Hi all :-) while i'm resting there :-) on the 4... I can talk to you here too :-)

HOORAY!

We're waiting for the final richening and the palening of the GRAAL! :-)