Spread trading in Meta Trader - page 165

 
leonid553:


I'll continue later. I'm distracted by domestic matters.


Continuing. We only track the divergence of the blue EURGBP price line and the middle lilac line. We do not pay attention to other lines! We wait for the simultaneous bounce of the line of the triple spread indicator from the upper or lower border of the channel - in!

And go in! I chose the size of the positions "by eye" based on the above fundamental reasoning.

I've got the following ratio:

EURGBP - (6E + DX) =6 :9:10

For cent microaccounts you can round up accordingly 001:002:002

By the way, triple entry on divergence of price lines is just about to happen. And the spread line comes to the upper limit of the channel.

I.e. supposed to triple entry sell EURGBP-0.06 - (buy 6EH1-0.09 + buy DXH1-0.1)

 
leonid553:

I.e. a triple entry of sell EURGBP-0.06 - (buy 6EH1-0.09 + buy DXH1-0.1) is assumed.

Again the problem with extremely little history from Broco. Therefore the results are inaccurate. Try lots like this:

 

Let's give it a try.

Now I've entered experimentally (while typing, the trade has already started):

Tracking! Let's close the spread at the point of convergence of the lilac and blue price lines.

 
leonid553:

Let's give it a try.

Whatever the closing of this spread will end up telling us nothing about its statistical robustness.

Just suggesting the lots that will allow you to build the most balanced spread.

 

Well the spread indicator can be traced visually. Entries in the last couple of months.

Or in any other brokerage company where there is enough history of these instruments and where there is a dollar index. You can use any other brokerage company that has enough history for these instruments and where dollar index is available.

It should be noted that Alpari has the index, but only "at a glance". It is not traded there.

And my entries of this "trio" in the last couple of months were all profitable. Or at breakeven!

But the last entry on February 4 suddenly malfunctioned. I have found the mismatch between indications of the spread indicator and real data. I have not yet figured out what is wrong.

 
leonid553:


Only the last entry on the 4th of February - suddenly glitched. I found a discrepancy between the spread indicator and the real data. I have not yet figured out what is wrong.

The spread indicator showed a good profit - when entering on the 4th of February on the divergence of price lines. In reality this profit was not there for some reason. There was a small loss.

I still do not understand what is the matter!

 
Your spread chart is pegged to pips and because of that has one serious nuance. This is a nuance that you are not taking into account, so such discrepancies are bound to occur.
 

For m15 your sizing option is clearly less successful.

My spread is in a more balanced channel. Here is a picture with your dimensions:

 
Unfortunately, I can't connect (to check) to the Broco server, there's no connection to it at the moment for some reason.
 
hrenfx:
Your spread chart is pegged to pips and because of this has one serious nuance. This is a nuance you are not taking into account, so such discrepancies are bound to be there.


This seems to be the case. All three instruments are traded on different platforms.

DXH1 - on ICE

6EH1 - Globex

eurgbp - in general, "no idea where..."

Well, the currency can be replaced by the euro pound futures RPH1 (- to charge the index strictly RPH1#I) - with Globex

What about the index?

Reason: