Spread trading in Meta Trader - page 132

 
I can only suggest those indices that are on my charts. You can get them from http://forum.leprecontrading.com/viewforum.php?f=92&sid=d2bc9794e202988999bcda23ebf96700
Leprechaun in issues 3 and 4 (quasi-arbitrage in mt4)
 
Read it... Seems to be working now... I'd like to point out that it was a smart thing to do, I think the indicator will help me a lot. I'll try to use it.
I'll keep an eye on this thread... Very interesting! :)
 
goldtrader >>:

И ещё одну.

Of the three books, Vidyamurthy is by far the best.

 
HELP PLEASE! I don't understand the "dimensionality" setting of the indicator... What is meant by "dimensionality"? How do you calculate it correctly? I really need it, I'm in a bit of a rut :)))
 
I do it roughly like this:
Here are the currency futures, for example.
6B & 6S (POUND AND FRANC)
The pound (1.5217) is approximately 1.5 times bigger than the franc (0.9500).
For correctness of price lines we balanced dimensions of these instruments.
For this purpose we multiply the franc quote by 1.5.
In other words, we set the coefficients of the pound N1=10, and the franc N2=15 (in both indices).
Is it clear now?
See figure :


.
 
Yeah... now I know what I'm talking about :) That's what I thought, but... Thanks for the clarification. :)
 
In that case you could do the following... Simply divide 1.5217 by 0.9500... To make the number more accurate. 1.5217 / 0.9500 = 1.6017...(many more digits) and take this number without the dot (as written in N1 and N2). So, you get "16017" and you know where to paste it :) I kind of want to do it automatically. You can do it that way, too, right?
 
rid >>:
Размерность котировок фунта (1.5217) примерно в 1.5 раза больше размерности франка (0.9500)
Чтобы ценовые линии смотрелись корректно, мы как бы уравниваем размерности этих инструментов.
Для этого умножаем котировки франка на 1.5.
Иначе говоря, задаем коэф-ты фунта N1=10, а франка N2=15 (в обоих индюках)

So I was right when I said your turkeys were looking into the future.
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All right, I'll shut up and let you work it out.
I'm sick of talking about the same thing for the twentieth page.

 
How do they look into the future?
 
rid >>:
Каким образом они заглядывают в будущее?

For example, in your example above you took the last prices of the pound and the franc and used them to calculate the ratio
Then you threw the indicator on the chart and of course, you got a nice picture
You have to remember, the ratio is changing and in the past it was different than now.
(In the past you wouldn't know what today's ratio would be).

Reason: