Basket trading, pair trading. - page 6

 
07041982:

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, very many people around the world are trading spreads, and MT-5 has no ready-made tools for that, so they trade in all sorts of shacks with their trading terminals.

With such an approach you will go far... :-)

Sustained! :-)

Here is a screenshot from multiexchanger Finam - two charts in one window - nice and more convenient to analyse at once + custom indices to make - all in MT5 - it will be a beauty...

But in this case I have to switch between two (or even more) charts of spread instants...

I train on bulls as well - calendar spread:


 
07041982:
I think you can trade silver predicting its price based on gold chart, manually, because silver chart lags behind gold by time (gold pulls silver).
Gold and silver are at the bottom and silver at the top in the M5 timeframe, the blue lines represent extrema that correspond to each other. It is clear that gold pulls silver which lags 30-40 minutes behind.
 
07041982:
Here is a picture of gold at the bottom and silver at the top, M5 timeframe, I have marked extremums that correspond to each other with blue lines. It is obvious that gold pulls silver after silver, which lags about 30-40 minutes.
Have you prepared the second chart as an indicator? If so, could you share the code?
 
R0MAN:
Have you made the second graph as an indicator? If so, could you share the code?
Just messengered it to me.
 
07041982:
Here is a picture of gold below and silver above in the M5 timeframe; blue lines represent extrema that correspond to each other and gold pulls silver that lags about 30-40 minutes behind.

for paired trading, there is no need to display both instruments, but rather the spread between them. In this case it is a private XAUUSD/XAGUSD. And of course we need to synchronize all the bars by time before we divide them. The half-hour lag is most likely due to this.

Crosses are spreads of two majors. You can see for example that EURCHF (EURUSD and USDCHF spreads) is now returned. But they "spread" before the return by not too much. As a result, the EURCHF is wobbling in very narrow ranges. Generally speaking, paired trading is trading of a flat/return spread between these instruments. Even visually from the spread chart you can see whether it is returning or not. But there are methods when the reversion moments are filtered - the same seasonal work with the spread.

 
Avals:

for paired trading, there is no need to display both instruments, but rather the spread between them. In this case it is a private XAUUSD/XAGUSD. And of course we need to synchronize all the bars by time before we divide them. The half-hour lag is most likely due to this.

In general, paired trading is about trading a flat/return spread between these instruments

That's the thing, all the bars are synchronous in time, check on your terminal GOLD and SILVER
 
07041982:
That's the thing, all the bars are synchronous in time, check your terminal for GOLD and SILVER

Here's the m5. Gold on top, silver on the bottom. Yellow is where silver is missing bars. If you draw without taking this into account, there will be an offset:

 
Avals:

Here's the m5. Gold on top, silver on the bottom. Yellow is where silver is missing bars. If you draw without taking this into account, there will be an offset:

Open the tools one below the other and look... :-)

 
What's with the fuk? Really your logic makes it sound more like the truth... And how did you get such a chart out with the missed bars, and how do you spot the missed bars on a normal chart (not on an indicator)?
 
R0MAN:

Open one tool under the other and have a look... :-)


No, that way you can't see the bars skipping on one of the instruments and you'll get an offset
Reason: