Spread trading in Meta Trader - page 178
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However, I did it last night - before the ARI data came out - I entered like this:
buy XRBM1 - (sell HOM1 + sell CLM1) = 3 ^ 2^ 1
And now, we wait...
I closed these positions now . In 30-40 minutes I will go in again - just before the news at 18-30 Moscow time!
I closed it with this result:
So - the data came out pretty much as expected for our triple entry.
--------------------------------------
18:30:00 *Energy Department: US Gasoline Stocks -2.508 million bbl
18:30:00 *Energy Department: US Distillate Stocks -1.805 million
18:30:00 *Energy Department: US Crude Oil Stocks +6.156 million
-------------------------------------------
45 min before news I entered:
BUY XRBM1 - SELL HOM1 - SELL CLM1 = 0.1 ^ 0.05 ^ 0.05
4-5 min after the data release, the advisor closed the total profit like this:
Hello everyone! Happy Victory Day!
===============================
On the subject of this thread - a little present for the holiday:
On perennial seasonal trends, it now makes sense to keep buying the gasoline-oil commodity spread.
BUY XRB - SELL CL(QM)
Since the first days of May this trend has started to grow. And it will hold, judging by the chart, - all next week:
Payoff of seasonality has already started, here is the chart - in the bottom window of the spread indicator it is clearly seen,
see figure:
Here are my pairwise entries of this XRB - CL (QM) spread for the last days - just for the described seasonality - entries in pairs are separated by the red bar:
It is noticeable that the total result for XRB-CL - 0 very satisfactory (seasonality rules)! Of course, it is desirable to enter in pairs strictly on spread line pullbacks , otherwise you will often have to sit through small drawdowns.
So, until the end of next week we will monitor the pullbacks to buy the spread!
Hello everyone! Happy Victory Day!
===============================
On the subject of this thread - a little present for the holiday:
On perennial seasonal trends, it now makes sense to keep buying the gasoline-oil commodity spread.
BUY XRB - SELL CL(QM)
Since the first days of May this trend has started to grow. And it will hold, judging by the chart, - all next week:
Payoff of seasonality has already begun, here is the chart - in the lower window of the spread indicator it is clearly seen, see figure:
Of course, it is desirable to pairwise enter strictly on the pullback of the spread line, otherwise you will often have to sit through small drawdowns.
Thus, until the end of next week we trace the pullbacks on the spread line!
Entered this morning on a slight pullback to buy the BUY XRBM1 - SELL CLM1 spread =0.04:0.04.
Seasonality didn't let me down !
Now closed the spread in total profit:
Waiting for the next pullback !
Tomorrow seems to be a seasonally appropriate time to enter the sell-off of the
Mini indices(SP500 - Dow Jones)=1:1. And hold until May 19.
Let's see how it ends:
Hello Leonid,
Excellent thread, really interesting! Sorry but I don't speak Russian.
I would like to ask you where do you collect (download) the past years Futures values, because I would also like to explore different seasonality, but from my broker I get only the current year.
Thanks a lot for any help.
Good afternoon! I apologise for the delay in replying.
In mt4 dtz BROKO there is an instrument history in the form of gluing of these contracts, for example CL-CONT
Of course, the quality is far from ideal.... But at least this way.
Hello all! Don't think of it as advertising. Issue 17 of Leprechaun magazine is now freely available:
http://www.lepreconreview.com/arhiv-jyrnala/17
In my article QuasiArbitrage-15 I described an amazing technique of working on the news! Earlier I traded myself using this technique and somehow did not think much about it.
But when I started writing this article I was surprised myself! After statistical processing it turned out that within the last few months absolutely all of these "news" entries were profitable in total.
All these entries were described in my forum thread (!) beforehand and I simply gathered all these entries into one article - and it turned out to be a very good "tutorial"!
But I don't have to go far - many of these entries I have suggested in this thread as well - see for example upper posts on this page.
I think that those who read the article will not regret it.
"Classically it is considered that to work on the output of fundamental and statistical news is a thankless and unpromising business. Slippage of stop "news" currency orders makes trading in MetaTrader on news releases unprofitable in many brokerage companies. And anticipatory entry is fraught with the possibility of a strong loss-making movement. What about commodities? Or their spreads?
. . .Now, I invite readers to get acquainted with the amazing results of these months-long online experiments! "(с)
--------------------------------------------
This issue also contains another (and useful) article by my good friend - Sergey Ogarkov from his series "Spread Trading" - Entry & Exit.
Hello all! Don't think of it as advertising. Issue 17 of Leprechaun magazine is now freely available:
http://www.lepreconreview.com/arhiv-jyrnala/17
In my article QuasiArbitrage-15 I described an amazing technique of working on the news! Earlier I traded myself using this technique and somehow did not think much about it.
But when I started writing this article I was surprised myself! After statistical processing it turned out that within the last few months absolutely all of these "news" entries were profitable in total.
All these entries were described in my forum thread (!) beforehand and I simply gathered all these entries into one article - and it turned out to be a very good "tutorial"!
But you don't have to go far - many of these entries I have suggested in this thread as well - see for example upper posts on this page.
I think that those who read the article will not regret it.
"Classically it is considered that to work on the output of fundamental and statistical news is a thankless and unpromising business. Slippage of stop "news" currency orders makes trading in MetaTrader on news releases unprofitable in many brokerage companies. And anticipatory entry is fraught with the possibility of a strong loss-making movement. What about commodities? Or their spreads?
. . .Now, I invite readers to get acquainted with the amazing results of these months-long online experiments! "(с)
--------------------------------------------
This issue also contains another (and useful) article by my good friend - Sergey Ogarkov - from his series "Spread Trading" - Entry & Exit.
Good afternoon Leonid !!! On the website http://www.procapital.ru/archive/index.php/t-22696-p-7.html your branch has somehow changed. Where can I see (download) your indicators . I was looking for the "Ind3Line" for triple entry.
I think it's one of the best on the forum.
Sincerely Alexander .