Spread trading in Meta Trader - page 191

 
TheXpert:

This protection will only work online. In the tester, it is unnecessary and maybe even harmful.

Proper synchronisation is done via iBarShift. And identity can only be achieved if all bars used for the current situation calculation are synchronised. . .


In one of my spread indicators I used this kind of synchronisation:
double bidSymb1=iClose(Symbol_1,Period(),iBarShift(Symbol_1,0,Time[k],false)); 
double bidSymb2=iClose(Symbol_2,Period(),iBarShift(Symbol_2,0,Time[k],false));
//синхронизируем бары:
if(bidSymb1!=0 && bidSymb2!=0){//если бары имеются на обоих инструментах,- работаем

Would it be more appropriate in an EA for a tester for the current bar?
 

Hi all!

For those who have gasoline and fuel oil available in mt4 (broco, grandcapital, etc.)

A promising commodity seasonal entry can be realised today or tomorrow.
That's buying the gasoline-fuel oil spread! Here is a multi-year (5 and 15 year) chart of seasonal trends according to the renowned seasonal website MRSI:





Around December 12-13, XRB petrol starts actively rising (yellow field) against HO fuel oil, and continues this rise till the end of the first decade of January next year!
Over the last 10 years, every year the XRBG2 - HOG2 = 1:1 spread has shown this dynamic from December 12 to, around December 29-30:.

We can see that only one season the spread has broken even. In all other seasons, we had total profits ranging from a modest +50 points (1 pip = $4.40 on 1 contract spread) to massive +900 pips! On average, the profit is several hundreds of pips annually!
There is a good reason in MT4 to enter this spread in small sizes and hold positions until the last days of the year! Or, until the total profit is reached - a few hundred pips. For owners of exchange accounts I should warn you that spreads are often very volatile! And before you enter, you should correlate the perceived risk with the size of the deposit!
Good luck to all!

 

On the divergence of the price lines there is now a good (in my opinion) short-term entry - to buy the currency spread: EUR-FRANK. ( BUY 6E - SELL 6S = 1:1, or BUY EURCHF)

Close positions - at the point of convergence (crossing) of price lines on m15 (or m30).

Good luck to all!


 

Unfortunately, the entry was not a good one. Almost immediately went in the red. I was sitting on tf=n1 for few days and closed buy at breakeven yesterday at the point of convergence of price lines .....

 

ATTENTION AT ALL!

For those who trade futures at Alpari:

"Dear Clients!
We would like to inform you that as of December 23rd, 2011, due to changes in New Zealand legislation, Alpari is suspending trading in all CFD instruments: CFDs on US shares, CFDs on ETFs, CFDs on Russian stocks and CFDs on futures."

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Remember to close your positions by 00:00 Moscow time today, so as not to "get caught out".

 

And after opening a position, do you just wait for the lines to converge or do you make any additions/averaging? Because even if you just average where the blue lines are on my screenshot, you could close with profit. Of course for this kind of averaging it is necessary to collect statistics about the size and duration of spreads on a particular pair and to select the lot size and depot size, but the result will be positive much more often.

 

In this pair, if the price goes against me, I buy the same amount every 50-55 pips. And I work mostly only in buying. But closing all positions - strictly always at the point of convergence of price lines on m15 or m30. (on n1 - very, very rarely - when on smaller timeframes - I cannot follow it in time to close......)

 

Thank you, you've been very helpful. Apparently it's better to refill than to average.

 
tommy27:

Thank you, you've been very helpful. Apparently it's better to refill than to average.


Isn't it the same thing (forehead to forehead...)?
 

Of course it is the same, but with averaging we make a bigger profit or a bigger loss (we catch a loss earlier).

I also wanted to ask you, if you work with M15, do you look at the spread on a higher TF when opening next positions or do you pay more attention to the spread/cross chart, especially if you ignore seasonality?

Reason: