Spread trading in Meta Trader - page 112

[HIPPYODESSA]

and it looks fine on 4h too

[Maicl_Shuvalov]

neoclassic писал(а) >>
Man, we should look at the biggest interval of history. Even on H4 timeframe. It is necessary to know for sure, that the synthetic pair has never made a trend change and all its history has been in flat - in this case the chocolate :-)

Of course chocolate, just not on futures. You forget about expiry dates, and the behaviour of the symbols as they approach those dates. Try to close before expiry - and the whole trade is screwed in a couple of months.

The "eternal flat" in the "futures markets" - a pun, isn't it?

And the indicator doesn't work correctly after all... there is a more reliable way to represent this process...

[Олег]

If I may, an argument

[Maicl_Shuvalov]

neoclassic писал(а) >>
If I may, an argument.

Arguments for what?

If it's about futures spread trading - I've made my argument quite well.

And if it's about the indicator, I have something to compare the spread values with. The readings do not add up much.

[[Deleted]]

What does this have to do with expiry dates? Trading is done almost daily, without reference to any timing, at the moment of spread divergence. rid has already proved by practice that trading is profitable, almost all trades are in the plus - and that's just his experiments. I will also start trading on the demo from tomorrow. I think the indicator works properly. It is able to synchronise time for two currency pairs, everything seems to fit together. It is much more accurate than indicators that calculate the correlation by some average price. To make sure that a synthetic pair is obtained correctly, the indicator can plot EURGBP from EURUSD and GBPUSD, for example. As a result, I have checked - the chart drawn by the indicator corresponds to the EURGBP chart.

[Rid]

Futsy Dax spread chart.

Looks like we need to be careful with this pair of indices!

And it is better to exclude this tandem altogether!

European indices should be merged with European indices. American indices with American indices...

[[Deleted]]

rid: Are you sure that your indicator builds the correct synthetic pair? I have another indicator Syntetic, which does not. I tested it on EURGBP and it builds exactly.

[Олег]

Nevertheless, the profit shows, even without optimisation, by eye:

Interestingly, even with a trend in the synthetic pair it manages to make a profit. Perhaps flatness is not the only criterion for the suitability of the pair for trading.

[Rid]

neoclassic >>:

Тем не менее, прибыль показывает, даже без оптимизации, на глазок:

Интересно, даже с трендом по синтетической паре удается извлечь прибыль. Возможно, флетовость - не является единственным критерием пригодности пары для торговли.

neoclassic, you have to be very careful here ! -These places where profits are theoretically made are probably due to the fact that Dax starts an hour earlier than Futsi every day. And the spread spikes on the chart because of the gap at the opening. But in practice there will be no profit physically!

Because at this point in the spike, we can open only a position on Dax. And the futsi will open only in an hour.

[Олег]

rid >>:

neoclassic, тут надо смотреть оч. осторожно ! - ЭТИ места, где теоретически извлекается прибыль обусловлены возможно тем, что дакс стартует на час раньше футси ежедневно. И на графике из-за гепа на открытии получаются всплески спреда. Но на практике, - тут физически прибыли не будет!

Т.к. мы в этот момент всплеска сможем открыть только позу по даксу. А футси откроется только через час.

Right! That's a good point :-) I was wondering what those spikes were