Spread trading in Meta Trader - page 106

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Another important tip for you. You have to consider what currency the instrument is denominated in. All day today looking for the missing element in the dax/futsi pair =)
 
Is there a software way to find out?
 
neoclassic >>:
Хм, странно. Предполагаю, что проблемы с синхронизацией, то есть на одном инструменте появился новый бар, а на втором - еще нет, в этот момент синхронизация говорит, что цена второго равна close[1], так как бар считается пропущенным. Спасибо за замечание, подумаю, как можно исправить это...


This is how I synchronise the drawing of the spread line:

int k;  for( k = 0; k < iBars( Symbol_1,Period()); k++)   {
  double bidSymb1=iClose( Symbol_1,Period(),iBarShift( Symbol_1,0,Time[ k],false));         
  double bidSymb2=iClose( Symbol_2,Period(),iBarShift( Symbol_2,0,Time[ k],false));
  if( bidSymb1!=0 && bidSymb2!=0)  {//синхронизируем бары
// рисуем линию спреда 
... ... ...
 
neoclassic >>:
А это программным способом можно узнать?

You can't do it with software. But when I got to it here I calculated that Dax has about 3.38bucks per point of 0.1 lot if the deposit is in dollars. But if you look at the tool properties in MT, the cost per tick = 12.5, and the tick size is 0.5, so we should have 2.5 quid per point of 0.1 lot. Well here is the catch, the fact that the dax is denominated in euros, which means that each point is more expensive in the EURUSD exchange rate, i.e. approximately 1.35. Well, by multiplying by the euro exchange rate, we get the true experimental value)) Well you have to multiply the futsi by the poundbucks.


There are few non-dollar denominated instruments. http://logosinvest.ru/trading-conditions/cfd-birzha.html looked up the specification here

 
Dementiev >>:

Вот еще вопрос. У брокера Б. на реале можно торговать спредом? Он не дает "другие" котировки в отличии от демо?


My observation is that with a deposit of up to 1800/2500$ orders are executed on a real account almost as well as on a demo account.

My friend had a deposit of a few tens of thousands of quid and he was often unhappy with the server's hesitation.

 
KiLL-ll >>:
Еще важная вам подсказка. Необходимо учитывать в какой валюте номинирован инструмент. Весь день сегодня искал недостающий элемент в паре дакс/футси =)


It's not quite clear to me why this should be taken into account ? Don't we account for all instrument differences by setting different "duo" position sizes (dax/futsi = 0.11:0.29) ?
 

The currency of the instrument must be taken into account when calculating the positions.

Since we normalise (at least I do) on MODE_TICKVALUE, and it is in different currencies, respectively, we need to normalise also on the ratio of these currencies.

 

Information for reflection.

However, - grains...

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

"...Thus, after the snow melt, the market is beginning to realise that wheat maturity is no longer threatened and the risk premium is reduced to almost zero. At the same time, the market is watching the new corn planting and trying to assess possible delays in planting time and size. As a result, wheat usually falls in price during the period from 10 February to 28 March, while maize rises. As traders, we can express this seasonal relationship to open a spread position in the two markets described above. " (c, VS-1/2001)

"...What is there to fear ? - Mondays and the 11th of each month. "Monday mornings don't take prisoners' - this grain traders' adage originated from the Weekly Crop Progress Reports published every Monday. On the 11th, the monthly USDA US and World Supply & Demand Report is published. On those dates, strong price movements are most likely on grain and agricultural markets in general. The most unpredictable and dangerous contracts are those against which new crop grains are delivered - July Wheat; Novie Beans; Sept, Dec Corn. The old/new crop spreads involving these months also carry higher risk, as reflected in the exchange's collateral requirements." (from)




 

Information for reflection...

("Gold beckons us "! (c) - http://musicmp3.spb.ru/info/281366/zoloto_manit_nas.htm)

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

#DBP & #GLD ( or & #SLV)


However, B. does charge a high commission on these instruments. It seems to be possible to halve it by taking GC futures instead of #GLD !

#DBP & GCJ0


 

Here is a graph of the dollar index DX and the euro index 6E


In the code, the lines are set like this:

 int k;    for( k = 0; k < limit; k++)   {  
 
      Symbol1[ k] = (iMA( Symbol_1,Period()....)* K1;            
       
      Symbol2[ k] =(iMA( Symbol_2,Period() ....)* K2;           
       
        
                        }

Please tell me how to make any of the symbols to be drawn inversely ?

I do it like this :

Symbol2[k] = 1 / (iMA( Symbol_2,Period()....)*K2;

But it doesn't work, I can't draw.

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