Spread trading in Meta Trader - page 124

 
yuripk >>:
Дивергенции :)



Divergences are good. But, the point on the topic is not quite clear.
 
knt-kmrd >>:

нет, эти контракты оба, сразу торгуются в евро (насколько я понял)
они ж с Eurex'a, к тому же это два европейских индекса, они и должны быть в евро
то что он учитывает стоимость пункта на один лот - это как раз понятно, ведь
один лот FESX не равен одному лоту FDAX в еврах - вот он их и уравнивает
непонятно другое - с какого боку там волатильность?
то есть по-моему, они должны браться 1:2,5 так как в еврах стоимость пункта на лот
FDAX = 25 eur, а FESX = 10 eur

Such a simple ratio only if both instruments are the same. What if one is more bouncy? If they walk sort of together, but one steadily overtakes the other. That is, they fall and grow at the same time, but one does everything with more amplitude. Then it is possible to trim wings of the jumper, to trade him with lower lot.

knt-kmrd >>:

don't understand how? build process 1:5

We have to understand what we are trading. This is a synthetic product x(i) = log(p1(i)) - log(p2(i)) . I take the logarithm to get at once the percentage of profit I will make and not to bother with different contract prices. The implication is that both products are traded for the same amount in the deposit currency.

Constructing the process 1 to 5 means that x(i) = 5 * log(p1(i)) - log(p2(i)). We invest 5 times as much money in the first instrument. It will be a quite different process than in the first case. If we calculate everything correctly, then perhaps this process will be more stable, crossing its minus more often and not leaving it to free float.

knt-kmrd >>:

actually this article, if you are interested, read

it

A vague feeling was left after this article. In particular, he put the Fibonacci in there. What's the point? There is no evidence that it works. The only clue is the psychological factor, when many people simultaneously put the same grid and act in the same way. Such a self-fulfilling prediction. But in spread-trading, no one sees your spread-process but you, no one knows your parameters, i.e. there can be no such effect.
It feels like dried fruit compote, all right in parts, but all together a luscious pop.

 
Food for thought.
Interesting situation Switzerland - Spain :
FSMI - IBX
 
I can't figure it out. Here is the chart - indicator window.
Please tell me how I can colour the area between the blue and green lines of the indicator?
Or please give me a concrete link where it is explained concretely?
(At the very least - at least a bar chart to fill in)

 
Give me the indicator, I'll paint over it.
 
I think the only way to do this is to add a histogram-style buffer
SetIndexStyle(2,DRAW_HISTOGRAM,STYLE_DOT);
For example, see how it's implemented in the Ishimoku
 
TheXpert >>:
Давай индикатор, закрашу.


Thank you. I've put the turkey in my personal message.
 
Information for reflection.
ZNM0 + ZBM0
An upward reversal of this spread line ( see bottom indicator) would correspond to the March seasonal trend chart for these German securities.


 
A gift to ALL in attendance.
Seasonal schedule ZN & ZB :
Until the end of March I assume - buy ZN & sell ZB

 
rid писал(а) >>
A gift to ALL in attendance.
Seasonal schedule ZN & ZB :
till the end of march i assume - buy zn & sell zb


thank you very much for the useful information.i just opened a buy zn and sell zb yesterday.Rid,do you get these charts on the site indicated on the bottom right of the picture? do you not have the chart FGBL,FGBM,FGBS? thank you

Reason: