Spread trading in Meta Trader - page 231
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ExnESS has a very good quotation on commodities (oil-gasoline-oil-gas) in mt4. And there are 2 contracts for each commodity!
By the way, about commodities :
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___________ Commodities ____________
(Fragments of a seasonal review by Pantheon Finance)
In late November, there is a reason to pay attention to the intermarket spread between gasoline and fuel oil (1:1). In line with the multi-year seasonal averages (5 and 15 year trends), that spread is set to widen through the first days of January next year, 2013:
The chart shows the February fuel oil and gasoline contracts: XRBG3 - HOG3 = 1:1. Fundamentally, the growth of the spread can be explained by the fact that wholesale consumers of "heating oil" have already purchased for the winter heating period and there is not much demand for fuel oil. While demand for petrol will increase in the run-up to Christmas, New Year's Eve and New Year's Day!
We can see on the seasonal chart that there is a down-correction from around 10 to 15 December . After that, there is a sharp rise in the spread line all the way through Christmas! Let's keep this point in mind!
Here is the current chart for the gasoline-oil spread:
Assess the situation for buying the spread (you could well take the more liquid nearby F-contracts): BUY XRB - SELL HO = 1^1
The spread can be very insidious and very volatile, so we'd better not be greedy with the size of the positions! It is best to enter or exit during the American session to minimize losses on the asc-last-bid when opening/closing positions.
Good luck to everyone!
Thank you, Leonid. I will keep it in mind! I will use the information in trading, while on the demo... I'm trying out the technique...
So, this is the situation at the moment of trade according to your trading recommendations:
Thanks a lot! I am getting ready to start on the real account.
... ....
Evaluate the situation for buying the spread (more liquid close F-Contracts may well be taken): BUY XRB - SELL HO = 1^1
... Good luck to all !________________________________ leonid553
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Afternoon.
I have optimized several instruments (pairs trading). The most decent results are obtained by combinations with SILVER. The results are on the screenshot.
Interesting result!
And why are these instruments chosen in the pair? GBP - Silver?
Do pairs of related metals: silver-gold, silver-platinum, silver-copper give worse results?
GOLD^SILVER was not impressed with the results. Haven't gotten to the rest yet.
But if you look at the spread charts of the above mentioned instruments, the pound-silver bond looks preferable.
GOLD^SILVER was not impressed with the results. I haven't gotten to the others yet.
Although, if you trade without closing negative positions (overlapping losses), the results are not bad either - it indirectly confirms the cointegration of this synthetic. (Drawdowns are not shown on the chart!)
GOLD^SILVER was not impressed with the results. Haven't gotten to the rest yet.
But if you look at the spread charts of the above mentioned instruments, the pound-silver bond looks preferable.
If you do not want to change the indicator (if it is not difficult), the green line was horizontal, and everything moved from it (normalization in a word), it is uncomfortable to look. I am still skeptical.
Ps And the drawdown on the chart show too
Please tell me the number of the server Grandcapital, because I have stopped installing terminals
Where did you get the terminal from? Get it from the site GC
server real-standard GrandCapital-Server Grand Capital LTD 176.9.99.211