Spread trading in Meta Trader - page 51

[Олег]

I don't think it's worth throwing out these bargain cloths. It doesn't look good, and your advertising is annoying.

Thanks. I think it's just better to discuss methodology... like making a list of possible pairs to trade

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neoclassic >>:
Я считаю не стоит выкидывать эти полотна сделок. Некрасиво выглядит, да и реклама ваша поднадоела.

No problem I will quietly mow money, but if anyone is interested in my deals please speak up

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I wonder which formula for delta calculation is the most objective?

1 formula: the difference between the price of bar closes and the average price for a certain period is counted.

2 formula: calculates as a difference between fast MA and slow MA.

3 formula: calculates the difference between close prices of bars and close prices of n-bars.

This is how these three indicators look like:

[Олег]

Formulate the hypothesis you are using.

My hypothesis:

в коррелированной паре инструменты изменяются примерно на одинаковое количество %. Если % изменения одного инструмента существенно отличается от другого, то наиболее вероятно их последующее выравнивание. То есть разница % изменений стремится к нулю (собственно, спред)

So I think it is reasonable to use the ratio of the current closing price to the closing price of n bars ago. Close[i]/Close[i+n].

I drew an indicator showing our equity level from the moment of entering a trade (managed by the script).

Accordingly, it shows the virtual equity, as if we bought green and sold blue instruments. The lots are equalized by coefficient=ATR1/ATR2;

[Владимир]

People!!! I don't have time to close two trades FAST!!!

The gold/silver indicator is cool!!! Please advise me a script or an advisor of some kind where I could close both trades instantly!!! Even better would be... To close all deals when it reaches +$10 on all open trades (for example)

Can you please tell me where I can get one of those?

[Rid]

forex-k >>:

интересно какая из формул подсчета дельты наиболее обьективная?

1 формула: считается разница меду ценой закрытий баров и усредненной ценой за определенный период.

2 формула: считается разница между быстрой МА и медленной.

3 формула: считается разница между ценой закрытий баров и ценой закрытия n- бара.

Вот как выглядят эти три индикатора:

I am in favour of the second option (see fig. below), especially as it is possible to bring the MA periods into the external settings.

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

For those who are interested. An attempt to combine seemingly "incompatible" !

YM+GC

It's tempting to do it at the moment (buy YM + sell GC), lots = 2:1 sootv.

And the tick size of these symbols is the same, which makes the analysis very convenient.

[Rid]

vldim >>:

Люди!! Я не успеваю закрыть БЫСТРО две сделки!!

...... А еще лучше было бы... закрытие всех сделок при достижении +10$ по всем открытым сделкам (например)

Подскажите, пожалуйста, где такое можно взять???

Don't make a fuss!

Look here: http: //www.kimiv.ru/index.php?option=com_remository&Itemid=13&func=select&id=4

[Rid]

neoclassic >>:

Набросал тут индикатор, показывающий состояние нашей эквити с момента входа в сделки (управляется скриптом).

Соответственно на картинке виртуальная эквити, как если бы мы купили зеленый и продали синий инструменты. Лоты выравнены через коэффициент=ATR1/ATR2;

Interesting indicator. I would also like to add to the window of the indicator the moment when "hedge" is closed. And then on the history it would be possible to trace and evaluate trades by "segments" of equity.

By the way, my hedges on grains worked very well on the real market!

[Олег]

Here's a bit of a tweak:

start the indicator, indicate the second instrument for the hedge.

buyfirst - the indicator "buys" the underlying asset (whose chart is open), false - vice versa

atrperiod - it is clear, it is a period of ATR calculation for normalization

2 lines, dashed line - without normalization on ATR, solid line - with.

We throw the script on the chart (it can be directly on the spread chart) and move the LR here and there.

[Олег]

rid >>:

Любопытный индикатор. Ещё бы добавить в окно индюка момент закрытия "хеджа". И тогда на истории можно было бы по "отрезкам" эквити отследить и оценить сделки.

Кстати, на реале у меня оч. неплохо отработали "хеджи" по зерновым!

If you want to make a full-fledged equity, you have to add conditions for opening/closing trades to the indicator; I have not yet created them. I have not formed them yet. But you can run the channel and see how it would be.