Spread trading in Meta Trader - page 216

 
leonid553:

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I've gone into buying the XAG-XAU spread - dangerous, really, to go in now - after such sharp moves. Well, let's see. No strong moves are likely to be expected at night. We will see in the morning.

Especially - towards the seasonal spread!


As usual I missed the entrance. :-)

Profit will be closed soon on crossing the lines of the first indicator... I also connected the oscillator described in one of the Leprechaun issues. It recommends entering on divergence, but leaving the 0 - 0.2 zone is also a signal to go long!


 

Gentlemen, I think someone has posted a set of indicators/advisors and videos on how to calculate a neutral market portfolio online or on history.

If it's not too much trouble, please point me there (or better yet, put it in a separate thread)...

 
Joker:

Gentlemen, I think someone has posted a set of indicators/advisors and videos on how to calculate a neutral market portfolio online or on history.

If it's not too much trouble, please point me there (or better yet, put it in a separate thread)...


if I understand you correctly...https://www.mql5.com/ru/code/10096
 
Snegovik:

if I understand you correctly... https://www.mql5.com/ru/code/10096
Yes, that's it. Thank you!
 
leonid553:

==

I went in to buy the XAG-XAU spread - dangerous, really, to go in now - after such drastic moves. Well, let's see. No strong moves are likely to be expected at night. We will see in the morning.

Especially - towards the seasonality of the spread!


Closing spread positions! It did not let me down!

However, I had to sit through a small drawdown! The news movement came out just in time!

 
Leonid, what is the point of closing exactly when the averages cross?
What is the rationale behind it?
 

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In general. It is assumed (imho) that after the divergence and the gradual ending of strong movements at the moment of crossing the price lines, the spread returns to its "initial", initial - neutral state. In other words, the situation "zeros out" and since this moment we again start to watch the divergence, which can start in any direction.

And the constant practical trading (at tf=30 on spread SI-GC) has confirmed the correctness of such closing. Probably I have been announcing these short-term entries/exits here for more than a year (several times a month) and all of them (well, almost) have been closed either on profit or without loss!

And I even without paired shares! By the way, what is not a grail?...

Only, - shh-shh-shh, - to no one! ...

 

Ahem, there is one thing that confuses me. It is the period of the fast and slow MA of both instruments. Let's say by halving the fast MA, we get an earlier crossover and consequently a close... and vice versa.

So, how do we know that the current МАA period is optimal? And how should it be adjusted, in your opinion? Maybe, it would be more logical to look at the equity, rather than the crossover?


p.s. I've been testing this TS on MKL5, and I have my own opinion, but I'd like to hear a second opinion.

 

I find it difficult to answer which periods are optimal. For GC-SI - I have experimentally picked 18 and 6.

Apparently, it is easier in mt5. You can run optimization in the tester there. At the same time you can optimize the channel width of the spread line.

 
leonid553:

I find it difficult to answer which periods are optimal. For GC-SI - I have experimentally picked 18 and 6.

Apparently, it is easier in mt5. You can run optimization in the tester there. There you can run optimization in the testerwith simultaneous optimization by channel width of the spread line.


This is all true, there is one "but". Where to find a broker with MT5 on real accounts with at least silver, gold, in addition to currencies? :-)

I'll look at Alfa Bank and VTB24 soon - they offer real trading via MT5.

Regardless of this situation, there are still a number of spreads available for trading, such as the EURGBP-EURUSD= 3^2 recently announced by you...

Therefore the owl has to be written. For a start - to translate these indicators to 5... I am preparing to do it myself, I am studying the material...

I would've started sooner, but the championship's coming up... I can't get enough of the preparations...

Reason: