Spread trading in Meta Trader - page 139

 
rid писал(а) >>

Change to N contracts urgently.


I think I will fill the second orders with long ones on the pullback, and I will close the short ones in a couple of days. But I thought I will fill with M contracts - there is still some movement till May 3-5-7

 
Scorp1978 писал(а) >>

Tomorrow I start to collect tick statistics (synchronously) for FTSE - FDAX - CAC until Friday, may I add some more? I made an experiment today, the tick chart is not the same as in MT4, it is drawn by Clause. Can you advise how to set the condition to start the EA from a certain time to this.


add FESX, it also correlates well

 
Scorp1978 >>:

....... Подскажите как поставить в советнике условие чтоб начинал работать с тогого то времени по такое.

Right here - https://www.mql5.com/ru/forum/107476/page81

 

rid, hippy thank you

 

What is the minimum distance for placing limit orders on FTSE - FDAX - FESX on a real account, can anyone see? Does it differ from demo or not? Is it technically possible to use limit orders when arbitrating these instruments, has anyone had any experience? I thank you in advance.

 
Scorp1978 >>:

Технически возможно ли использовать лимит-ордера при арбитраже данных инструментов, имел ли кто нить опыт? Заранее благодарен.

It cannot be unambiguous. The moment of opening/closing depends on the ratio of prices of different instruments, not on the price of each specific instrument. I.e. you never know at which price level of the instrument the opening/closing of a trade will take place, and therefore you cannot place a pending order there.

 
timbo писал(а) >>

It cannot be unambiguous. The moment of opening/closing depends on the ratio of prices of different instruments, not on the price of each specific instrument. Therefore, you never know at which price level a trade will be opened/closed, and therefore you cannot place a pending order there.


timbo, I can't attach a picture here, I'll try to explain in words. Spread occurs (in simple terms) when prices on 2 charts (corr) diverge. For example, a 1-instrument went further (1i), the price chart went up and the 2-instrument chart went further (2i) went down. Then we will see that these instruments will be converged. What I do further, I put a pending sell order under the price of 1 and a pending buy order over 2, if prices have started to converge, both orders have triggered and we respectively wait for the opposite situation to close, but there are also two situations where one of the orders will not work (it is a limit) and the price at one of the instruments has not gone in his direction, respectively, at the other order has worked and the price has gone in his direction as a result we have one profitable position, and yet the situation where both orders have not worked, ie, the spread continues to increase.i.e. the spread keeps increasing. In my opinion, this tactic widens the limits of working with this strategy. I am not sure where I am wrong, maybe I have missed something (I will waste a lot of time and wasted a lot of time).
 

In spread trading, it is not the prices of individual assets that are traded, but their composite price.
If you put a limit under the price of one asset, it does not take into account the movement of the other. The price of the asset under which you set the buy limit can fall, but at the same time the price of the second asset can fall even more (or less). Here, the price of one (any) asset of the pair means nothing - only the composite price matters. You cannot trade the spread with limits - only market openings/closures.

 
Scorp1978 >>:


..... и еще две ситуации, когда один из ордеров не сработает (он же лимитный) и цена на одном из инструментов пошла не в его сторону, соответственно на другом ордер сработал и цена пошла в его сторону в итоге мы имеем одну профитную позицию,.......

There is also a third situation. The most common.
One of the orders worked (and the other did not) and then the price went against us!
This is what will happen most of the time (by the law of meanness).
Do not waste your time.
//----------------------------------------
Here is prospective information for you to think about at the moment.
ES-NQ


 

Well, you have been on this topic for a long time, when the price of one order triggers and goes against us, the opposite order on the other instrument will trigger and we will find ourselves in a hedge on good terms, we did not just put orders for nothing, and if we move the limits to increase the spread (if price movement allows) we only increase the spread, the price of both instruments should still come together at some point!!! Simulate the situation when there will be a moose. (Except when the spread chart goes down or up as spread trading is difficult in this situation :)))))

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