Spread trading in Meta Trader - page 147

 
It's a good thing, but it has nothing to do with forex or MT4.
 
Historicaldatabase. Can be applied to a market-neutral strategy (general case of spread trading).
 
hrenfx:

Historicaldatabase.
For example, the archive of currency quotations there is terrible, i.e. the same as HC's.
 
hrenfx:

Spread trading is the simplest way to trade a portfolio. The optimal portfolio is determined by the Recycle method. I ran the Recycle-indicator to analyse all the symbols of one of the brokerage companies. For spread trading, it immediately became obvious which two financial instruments are the most suitable. Here are their charts:

But spread trading in the classical sense is quite simple: the weights do not change. That is why such spreads give little profit. But if we take dynamically changing weights from Recycle, the spread becomes very tasty...

Once again, classical spread trading is a special case of portfolio equity trading: equity trading of an unchanged portfolio of two financial instruments. The result shows that even this oversimplification gives results. However, equity trading of a dynamically changing portfolio is much more promising.


hrenfx = mais_ ?
 

UP

the topic got a bit stale...

Or have the MM issue been resolved and the results quieted down?

 
Let's take currency pairs - eu and pound, for example, one pair will be settled, the other will be banned - and see if the pair is suitable for trading initially 1 lot, Total trades - yellow - Positive....
 

it's a simple visual check to see if it's a good fit for trading... anyhow since 2006 - in 5 years - simply placing 1 lot at a time gives profits....

about +36.187 $

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hmmm... I guess you could try to add some MM to avoid losing periods and only chop Bublop....

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in the next picture i will give an example of using MM "Bablokos" - and let's see the final result...

 

turned on Bablokos... No Reinvestment, No Martingale.... - hmmm... what can I say, the result is better.... + 256304.00$


 
genro:

hrenfx = mais_ ?
hrenfx = getch
Reason: