Spread trading in Meta Trader - page 74
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Yes, - that's right.
It's very simple to explain.
In Broko's mt4 - the quotes go all the way to the end of the trading session.
And in this address and in IBC too - the quotes stop coming in the afternoon (lunchtime - for the American session).
Yes, - that's right.
It's very simple to explain.
In Broko's mt4 - the quotes go all the way to the end of the trading session.
And in this address and in IBC too - quotes stop coming in the afternoon (lunchtime - for the american session).
>>Thank you, I got it. did not pay attention to the time.
Made the script calculate ready lots for the hedge (before it was only a proportion).
Лот FCEG0 = 0.79, Лот FDAXH0 = 0.21, Разница между эталоном и фактом = 0.0001
The difference is between the ideal ratio (according to the formulas) and the one actually obtained. As we see - 0.0001 error is not much at all :-)
It is also interesting to minimize the amount of lots in order to decrease the risks. But you'll have to sacrifice accuracy here...
Good luck :-)
Made the script calculate ready lots for the hedge (before it was only a proportion).
The difference is between the ideal ratio (according to the formulas) and the one actually obtained. As we see - 0.0001 error is not much at all :-)
It is also interesting to minimize the amount of lots in order to decrease the risks. But you'll have to sacrifice accuracy here...
Good luck :-)
i can't tell you the difference between the prices and the order value.
on everything I could think of :) volatility, point value, tick size in pips. Volatility is different, but changes proportionally
PS still not sure if the calculation is correct... It seems to be correct from the theoretical point of view, now I have to try it out in practice.
on everything I could think of :) on volatility, point value, tick size in pips. Volatility is different but changes proportionally
>> thank you
Сделал в скрипте расчет готовых лотов для хеджа (раньше была только пропорция).
... ...
Удачи :-)
Thank you. We'll be running it in....from a theoretical point of view, that's right...
One of the "publications" is no more than
5. Step Two: Determining Contract Size & Currency Conversions
When looking to trade the FESX/FDAX spread, the average true range of the FDAX market from June
23 to July 30 was approximately 117 points, while the average true range of the FESX was
approximately 58 points. This can give you a good indication of average moves during a given trading
day, which can be helpful in determining profit targets and stop loss levels.
Another important consideration is determining a "spread ratio", or the number of contracts of each that
you should trade as part of each leg. Multiply the daily range of your chosen products by their value in
euros (contract multiplier), (the FDAX is 117 points x EUR 25 = EUR 2,925 versus 58 points times EUR
10 = EUR 580) we can see the proper contract ratio to trade would be approximately 5 FESX contracts
for every 1 FDAX contract.
2,925/580 = 5.04 FESX contracts to 1 FDAX contract which will be rounded to 5 to 1. Please note that I
round the spread ratio when trading small sizes. However, beware that if your trading sizes increase
rounding may cause inaccuracies.
Here's another - as a trading option.
Take instruments: EWA-EWB-EWG-EWJ, etc. ...
And pair each of them with an appropriate currency futures or an index, or both.
Maybe something can work out.