Spread trading in Meta Trader - page 251

 

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https://www.mql5.com/ru/forum/148676/page439#898940

"For lovers of currency trading we suggest to consider an interesting seasonal pattern of CADCHF pair (spread: Canadian dollar - Swiss franc)! As a rule, from the end of the last decade of the current month the seasonal growth of this instrument begins!..."(c)

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Alternatively: https: //panteon-finance.com/analytics/view/sezonnye_perspektivy_cadjpy

 

Information for reflection:

Chart of average multi-year seasonal trends.
Flour, Butterfly spread, as an option for small deposits - seasonal short selling by limiters with small (+7/+10 ticks) targets on pullbacks:


Good luck to all!

Источник: http://procapital.ru/showthread.php?t=41813&page=310&p=1637199&viewfull=1#post1637199

 
leonid553:

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https://www.mql5.com/ru/forum/148676/page439#898940

"For lovers of currency trading we suggest to consider an interesting seasonal pattern of CADCHF pair (spread: Canadian dollar - Swiss franc)! As a rule, from the end of the last decade of the current month the seasonal growth of this instrument begins!..."(c)

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Alternatively: https: //panteon-finance.com/analytics/view/sezonnye_perspektivy_cadjpy

So how do you buy it? Stop where?
 

strange, I'm not a "guru" and I don't teach you when to buy/sell here. I only give statistics and share my opinion!

As for this buy, then I propose to work this way: Let's put the price lines indicator on tf=M30 (or H1). Then - set pair USDCHF and USDCAD in indicator properties (I have given this indicator today at: https://forum.mql4.com/ru/60478/page2).

We are waiting for the next significant (more than 0.1000 according to the scale) divergence of price lines, so that the green line is at the bottom. And at the beginning of a further convergence (triangle turn point to the right) - buy CADCHF pair!

Exit - strictly at the point of convergence (crossing) of lines! At any current result! Entry - exit is shown with arrows.

Work in a sensible brokerage company - i.e. where the Ask-Bid is not too high for these pairs. For example, in mt4 Exnis.

 
leonid553:

strange, I'm not a "guru" and I don't teach you when to buy/sell here. I only give statistics and share my opinion!

As for this buy, then I propose to work this way: Let's put the price lines indicator on tf=M30 (or H1). Then - set pair USDCHF and USDCAD in indicator properties (I have given this indicator today at: https://forum.mql4.com/ru/60478/page2).

We are waiting for the next significant (more than 0.1000 according to the scale) divergence of price lines, so that the green line is at the bottom. And at the beginning of a further convergence (triangle turn point to the right) - buy CADCHF pair!

Exit - strictly at the point of convergence (crossing) of lines! At any current result! Entry - exit is shown with arrows.

Work in a sensible brokerage company - i.e. where the Ask-Bid is not too high for these pairs. For example, in MT4 Excel.

I am not thinking straight, just asking.

Really, I read and read and nothing, but now I get the gist)



 
strange:

I wasn't thinking straight, just asking) Thank you.

Really, I read and read and nothing, but now I get the gist)


Yes - it was a sell signal! But shouldn't have entered as it was against seasonality! As I described above - until the beginning of the second decade of February, according to the seasonality CADCHF pair is better to buy only short-term!

As well as CADJPY (set in the USDJPY and USDCAD...).

Of course, it is not forbidden to use other usual methods of tehanalysis as well.

 
leonid553:


Yes - it was a sell signal! But you shouldn't have entered, as it was against the seasonality! As I described above - until the beginning of the second decade of February, according to the seasonality CADCHF pair is better only to buy!

Like CADJPY (set in USDJPY and USDCAD...)

Got it, thanks.

Another question, I had in my bookmarks a site about seasonality, but I have forgotten it, does anybody know?

 
strange:

Got it, thanks.

Another question, I had a website bookmarked on seasonality of tools, but I missed it, does anyone know?


I emailed it to you.
 
strange:

Another question, I had a tool seasonality site bookmarked, but I missed it, does anyone know?


Here on this seasonal site (the only one on the Internet - Russian-language functionality) you can freely build charts and statistics of spreads and single futures instruments in a given time interval. But there are no FX futures on it yet. Only commodities. There are plans to introduce currency futures in the coming weeks.

http://seasonal-traders.com/

The "Charts", "Statistics" and "Specifications" menus

 

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Useful information for lovers of seasonal spread trading. Below are excerpts from the latest seasonal review I wrote for Pantheon-Finance on soft-group instruments:

Orange Juice JO (ICE) - February Outlook

A general, - "mid-year" seasonal review on Orange Juice we have previously given on Pantheon Finance's forum at:
http://procapital.ru/showthread.php?t=41813&page=74&p=1309335#post13093 35 post 737
Current weather conditions in the main 'orange' state of Florida (USA) remain quite favourable for most of the plantations right now, with dry 'weather' and moderate temperatures. Industry analysts, however, note the need for light rainfall as the irrigation structures are operating at full capacity. The good January harvest is coming to an end, but it is reported that the size of the fruit is very small this season.
In Brazil, orange plantation areas are currently experiencing slightly above-average temperatures - analysts note excessive dryness and say production of the fruit will fall this year.
Meanwhile, from the end of the first decade of February, we expect a seasonal increase in orange juice contract prices (in MT4 - usually ticker JO or OJ). Fundamentally, this increase is usually due to the end of the winter period in Florida (USA) when trees, ovaries and young fruits of the next, - future April crop are especially vulnerable to the last February frost! Recall that the most significant American harvest periods are in January and from mid-April to mid-June. Moreover, the summer heat in the US is not so terrible, as modern irrigation systems have successfully solved the problem. But frosts (for obvious reasons) are much more difficult to deal with.
In addition, as we noted in our "orange" review last year at this time - the popularity of soft drink substitutes as well as possible government (US) purchases of orange juice for distribution in the school lunch programme may have an impact on the price. The figure shows the multi-year seasonal trend graph for the JOK4 juice futures contract in May:

Seasonal growth is assumed almost to the beginning of the second decade of March. For a more concrete assessment of the anticipated seasonal movement, let's look at the full JOK4 buying statistics (see the chart below the chart above), for example, from February 10 to March 8 over the past 13 years. The average profit/loss ratio = +8.55/-2.75(+171 ticks/-55 ticks), as well as the percentage of profitable entries - look quite satisfactory.
In the MT4 trading platforms you can take any available orange juice contract for purchases. For owners of exchange deposits more attractive in the analyzed time interval look orange spreads. Consider the purchase of the calendar spread of juice, for example, JOK4 - JON4 (May-July). Let me remind you that such spreads are much more reliable and better respect the seasonality! Moreover, the most interesting thing for us here is that we often don't care in which direction the prices of single contracts will go! We have little interest in that! Because, we here can assume with great probability that, in any scenario, the demand for the short-range orange juice contract will outpace the demand for the long-range contract! In other words, the price of the near K-contract of orange juice will rise faster or fall slower than the price of the far N-contract.
In such an entry option, we get the following averaged 3 and 5 year seasonal charts(the blue line is last year's spread movement):

The average profit potential of such a pairwise entry(BUY JOK4 - SELL JON4) over the last 13 years is more than +50 ticks (1 tick = $7.5 according to JO). The percentage of profitable entries is also quite good: +9/-2.
Since the second half of March the spread starts its Down-turn, but it is the topic of our next review of the instrument! The owners of trading accounts - lovers of seasonal trading near the end of the week may start to monitor the movements of both single short contracts and spreads JOK4 - JON4 for seasonal buying.

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And more on the juice. More precisely on the spread described above. One of the frequent and famous visitors of our branch sent me an interesting statistic optimized on the basis of figures of the last 30 years.
If we had traded only spread of orange juice OJK-N from February 15 to March 6 every year since 1984, we would have received such a chart of equity growth:

Good luck to all!
Source: https: //panteon-finance.com/analytics/view/apelqsinovyj_sok_jo_ice__fevralqskie_perspektivy

Reason: