Spread trading in Meta Trader - page 115

 
rid писал(а) >>

I agree with the lots - something is wrong.

But the delta by TF is not.

Your indicator works very well - here on m5 period=800

Below is my iRSI indicator

and you can see that the very bottom indicator of Spread Lines confirms your and my Inductions.

i put 10:11 and it shows that deals should have been closed yesterday at 5pm and now they are apart again

 
rid писал(а) >>

Yes, - on the m30 they split up nicely. But one does not want to sit and wait for months for convergence on m30.

I want "a lot and immediately", "here and now" (c) - to enter and finish trades within 3-4 days and make a profit.

As for the symbol, if you want to open an open position, you have to choose one of them, and then open another one, and then close it.

 
hippy >>:

какие параметры у среднего индюка?я поставил 10:11 и по нему на 5М получается,что сделки надо было закрыть вчера в 17.00,а сейчас они опять разошлись


___ Yes, - could have been yesterday ... - didn't keep track...

 
rid писал(а) >>

___Yes, - could have been yesterday...-I didn't follow...

why 1:1? they have about 10% difference in price ?

 

I use H4 with practically no errors and everything is within the margin of error.

I use H4 with almost no error in everything. That is, the balance is following exactly how the indicator behaves and not separate lives from each other))

 
KiLL-ll писал(а) >>

I use H4 with practically no errors and everything is within the margin of error.

I use H4 with practically no error in everything. That is, the balance goes exactly as the indicator behaves and not separate lives from each other))

which indicator exactly?

 


Indicators

I have several of them. So far, I'm testing to see which one is more accurate. There are 2 broken lines at the top: 1) The close prices of the second instrument compared to the first one. 2) The open prices of the open chart themselves.

The yellow histogram is difference between these two lines.

Below is the indicator that defines the correlation coefficient (on this example, on 1283 bars H4, the average correlation is 0.87. Well, most of the values in the array are 0.99)

Below is a redesigned "EPO" indicator. It used to draw signal and slow MA in relative units. Now it draws 2 МА in given relative units but with different symbols. In fact, now I test it and see which one is more precise - yellow or red.

And at the very bottom it is entirely my own development. It takes into account volatility at a given time interval and prices points with the instrument's denomination. Multiplies the coefficients and we obtain the beta-neutral position with the smallest error.


The system turns out to be medium term. I expect profit from an hour to a week. Now I have averaged on ZS/ZM. I have entered on the 25th on spread compression. I think the tandem will surely converge.


P.S. I cannot give you the indicators yet. I need to work out everything to perfection...

 
KiLL-ll писал(а) >>


Indicators

I have several of them. I'm still testing out which one is more accurate. There are 2 broken lines at the top: 1) The close prices of the second instrument compared to the first one. 2) The open prices of the open chart itself.

Yellow histogram is difference between these two lines.

Below is the indicator that defines the correlation coefficient (on this example, on 1283 bars H4, the average correlation is 0.87. Well, most of the values in the array are 0.99)

Below is the "EPO" redesigned indicator. It used to draw signal and slow MA in relative units. Now it draws 2 МА in given relative units, but for different instruments. In fact, now I test it and see which one is more precise - yellow or red.

And at the very bottom it is entirely my own development. It takes into account volatility at a given timeframe and points prices considering the instrument's denomination. It multiplies the coefficients and obtains the beta-neutral position with the smallest error.

The system is medium-term. I expect profit from an hour to a week. Now I'm averaging on ZS/ZM. I have entered on the 25th to narrow the spread. I think the tandem will surely converge.

P.S. I cannot use indicators yet. I have to work out everything to perfection.

As for the time I have lots of good indicators, they may be good for you.

 
Can you tell me what the graph with the prefix CONT means?
 

This is a sequential glue of all traded contracts.

To track quotes on history.

Reason: