Spread trading in Meta Trader - page 26

 
al982 >>:
rid, в Б. есть инструмент "индекс доллара"? Если есть попробуй его наложить на евро и на канадца. ...

There is no way to superimpose it now. The dollar index started trading a few hours later than currencies in the morning.

That is, the "penultimate" bars do not coincide in time and the chart will be unreliable. At the end of the day, when the bars that coincide in time are accumulated, I will post this "cluster".

 
timbo >>:

Ну и в чём разница по твоей версии? И ознакомился ли ты с альтернативными версиями или это твои "оригинальные" разработки, типа "я буду называть это хэдж..."?

I won't crap on this thread by responding to the sarcastic invective. There is a rational core to this thread. A small part without theorising from myself has been given - Trade-Arbitrage advisor. Accordingly, there are some thoughts on the subject in practice. Consider that I am wrong. Let's finish the discussion on nothing.

 
getch >>:

Не буду гадить эту ветку флудом, отвечая на язвительные выпады. В ветке есть рациональное ядро. Малую часть без теоретизирований от себя дал - советник Trade-Arbitrage. Соответственно, на практике имеются некоторые мысли по теме. Считайте, что я не прав. На этом закончим дискуссию ни о чем.

Indeed, definitions for such things as statistical arbitrage and pairs trading are completely flooded. It's much better to keep coming up with your own names for things that everyone knows, like "I'll call this tricycle the Jeep Cherokee".

 
al982 >>:
rid, в Б. есть инструмент "индекс доллара"? Если есть попробуй его наложить на евро и на канадца. Сам не пробовал, но будет интересно посмотреть. Евра - основная валюта, входящая в индекс, канадец по моему на втором месте.

On Alpari's mt4, the bars seem to coincide in time for these instruments.

tf=M30

Dollar index - red line

EURUSD, - green line

USDCAD, - blue line

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

Here's how prices were going on tf=n4 for this "trio" :


 

By the way. Very curious about the lines of these instruments on n4 - in the current week !

I wonder if they will continue until full symmetry ?


 
rid >>:

Кстати. Оч. любопытно идут линии этих инструментов на н4 - в текущую неделю !-

Интересно, продолжаться ли они до полной симметрии ?


Shh...) That's what I wrote to you in private). But this branch is spread trading. (futures, including currency futures).

If you take just currency pairs, as in CC indicators, - this is in any case a much more profitable strategy,

than spread trading. Moreover, the only strategy, which I have always had and I am sure will always be profitable

at all without any changes in TS. Lots of people have been working on these indicators. I'm sure most banks trade

I'm sure most banks trade on large TFs primarily on similar TS.

 

Yes, I guess so. But I (like many people) sometimes - want a lot of everything at once - right "here and now" (c).

Therefore, my "naughty" hands try to reach for low TFs!

And(USDCAD+DX), perhaps, the tandem is quite promising!

These instruments almost "go along" all the way together - and if they occasionally diverge, they are very soon almost guaranteed to get back together!

Here, for example - let's observe now -


 
rid >>:

Where can I see the source code for this indicator?

 
rid >>:

Да, пожалуй. Но мне (как и многим) иногда - хочется всё сразу много, - прям "здесь и сейчас" (с).

Поэтому, "шаловливые" ручёнки так и тянуться к малым тф!

А вот (USDCAD+DX), возможно, тандем - достаточно перспективный!

Инструменты почти "всю дорогу" идут вместе, - и если изредка расходятся, то оч. скоро практически гарантированно опять сойдутся!

Вот, например - сейчас пронаблюдаем -


The usd/cad has simply been trading in a tight corridor for months. And the bounces of the dollar

and bounces of the dollar against the euro, pound etc. are almost irrelevant to this

corridor. Therefore it may be simpler to have an even more blunt strategy. If we're in

in the middle of the channel, just open with a PULLOT (from standard for your MM)

both ways. Depending on how long you're willing to wait (you're itching to trade

more:)), put a take line of 50 or 100 pips. Stops (fire stops) outside the channel boundaries.

When the price goes to the upper or lower limit (having closed only one take, the second is in

is negative), we average with the second halves, and stop outside the channel again. And constantly

...we pick up 50-100 pips in both directions. Until... until the price decisively

goes in one direction.

 

For 8 instruments, it may be worth taking:

--Dollar Index

--Fund indices

--Oil

--Drag Metals

--Grain

One or two instruments for each group. Then we get a normal sample of different

markets, which will not always move in parallel with each other.

Reason: