Spread trading in Meta Trader - page 4

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kombat >> :

Unprovable...

So no one needs to prove anything. They identify the cheater, they cut it.

 

C-4 писал(а) >>
В начале 2009 года некто по имени Оксана торговала в ххх контрактами на свинину в ночное время. За месяц она разогнала свое депо с 1000 до 10 000 или 20 000 $. Проблема была в том, что насколько я понял ей удавалось незначительно двигать котировки через сторонний брокерский дом, а в ххх она использовала полученные флуктуации уже в свою пользу. В общем по большому счету речь шла об откровенной уголовщине. Компания простила ей это преступление и даже заплатила часть "выигранной" суммы (хотя по большому счету за такие вещи в казино например как минимум ломают руки). Возникает логичный вопрос: "А оно Вам надо?" Руки конечно не кто ломать не будет, но как по-вашему брокер захеджирует ваши не полные лоты в ночное время на низколеквидных контрактах? Лично у меня возникают сомнения.

I'm not really sure what the crime is. Was she colluding with a broker to move prices? Or just with her dough? If it was her own money, I don't see the criminal element. Wit, yes. Criminal, no. And your "big score" is just neurotic moralizing. When banks do it, no one thinks to call it criminality. :)

 
MetaDriver писал(а) >>

I'm not really sure what the crime is. Was she colluding with a broker to move prices? Or just with her dough? If it was her own money, I don't see the criminal element. Wit, yes. Criminal, no. And your "big score" is just neurotic moralizing. When banks do it, no one thinks to call it criminality. :)

banks don't even do that, isn't B even a kitchen? manipulating the market to make money from the kitchen isn't even a crime?

If her operations were hedged in any way she wouldn't be making that profit, she would essentially be trading with herself.

 

If the kitchen screwed up like that, it's their problem )))) whose hole was it ? And the court ... Well, they would have sued - and them by the balls - why did you do the deal if the price was different, if so, the counter question - it means that the deal went nowhere. and the fact is that you have to file a case))) ? ^_^ If you start the process, the quote provider will be pulled out - and he will get his head kicked in. Why'd they give the money if they're so honest and right... Fuck.

 
vasya_vasya >> :

if her transactions were in any way hedged, she would not have made that profit, she would essentially be trading with herself.

Exactly! In fact she just punished xxx for being too freeloading. That's it.

 

It should be noted that in the recent past slippage on some volatile instruments (however, on any instrument) is often not 1-2 pips, but tens of pips. The cheeky way.

 
Fduch >> :

Wrote a simple indicator to visualise spreads (attached).

Just by looking at the charts you can see dozens of great opportunities to open and close positions. But how much confidence can I put in such a chart? Is it realistic to open positions with these quotes?


(B-quotes, spreads of CFD on GCG0 and GCZ9. They swear on their forum that their CFD price = the price of the real futures on the CME).

Would love to hear the opinions of spread traders, very much afraid of stumbling across another pitfall =)


Indeed. What does this have to do with the spread? As it was said above - the spread is present on the ticker from GCG0 - not on this instrument itself.

The question then is what does this indicator calculate and display on the graph shown ?

 

By the way - here's a link to an indicator that displays the true price (not the one on the chart - but the one - at which the order is executed.

 
rid >> :


Indeed. What does that have to do with the spread? As stated above - the spread is present on the ticker from GCG0 - not on that instrument itself.

What does this indicator calculate and display in the chart above?

In this topic, by spread is meant " Asynthetic derivative, usually consisting of two open positions with opposite directions and/or different underlying assets and/or different execution times. ", not the difference between Bid and Ask,


The formula for the indicator is given in the second post of this thread. In the chart shown, the indicator calculates the spread between GCG0 and GCZ9.

 

Thank you. I see.

If you don't mind, please tell me in a nutshell what criteria are used to open and close positions in the stats presented on page 1 ?

For example:

-------------------------------------------------Вход---------------------------------выход----------------------

19407571 2009.12.09 18:14 sell 0.10 gcgo 1136.7 0.0 0.0 2009.12.09 18:15 1136.0 =+7.00
19407572 2009.12.09 18:14 buy 0.10 gcz9 1135.6 0.0.0 2009.12.09 18:15 1136.0 =+4.00
That is, if price g0 is greater than price z9 by the value set in the parameters (delta), then the first instrument is sold and the second is bought. If the value (delta) decreases to the given size and there is a total (also given) profit - the positions are closed.

If originally g0<z9, the entry/exit is realized vice versa.

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

I have stated the work algorithm correctly ? Are there any other entry/exit conditions?

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