Spread trading in Meta Trader - page 232
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
leonid553, could you please tell me how you enter the market and how you define what to buy and what to sell with your index?
I have described my "quasi-arbitrage" short-term trading technique many times. See posts 1-2 at http://www.procapital.ru/showthread.php?t=28081 and examples in the thread.
For the silver-gold spread you can find the description in the magazine Leprecon Review №16 (April 2011), article Quasi-arbitrage in MT4-14 (How to use it) http://www.lepreconreview.com/arhiv-jyrnala/year/2011/page/2
Thank you, Leonid, for giving me the opportunity to make money with your TS!
In and out profit!
Try to enter one (more than one - no need) paired topping-up (at current set loss - optimise this one too!).
Yes, refills do occur.
Here are 2 screenshots with the same parameters, the second with refill. Not optimised yet, set topping up at a pullback of $20
1. without shares, profit 6.12, profit 8606$.
2. With a fill, profit 7.99, profit 14293$. (Odds ratio = 1.6)
P.S. The test was done at closing prices, so the fill-in of $20 does not mean that we will fill in exactly at this pullback. (It would be more correct to write: we will fill in when the profit rolls back by $20 or more).Yes, refills do occur.
Here are 2 screenshots with the same parameters, the second with refill. I have not optimized yet, I have refilled it at pullback 20$.
1. without split, profit 6.12, profit 8606$.
2. With an add-on, profit 7.99, profit 14293$. (Lot ratio of a fill = 1.6)
P.S. The test was done at closing prices, so the fill-in of $20 does not mean that we will fill in exactly at this pullback. (It would be more correct to write: we will fill in when the profit rolls back by $20 or more).How many topping-ups do you think is optimal? How did you arrive at this ratio (1.6)?
How many refills would you say are optimal? How did you arrive at this ratio (1.6)?
In real trading I never use more than 2 fills (3 positions in one direction), this applies to all my systems, not only for pair trading. The coefficient 1.6 is obtained in other systems, as the most optimal one.
In real trading I never use more than 2 shares (3 positions in one direction), this applies to all my systems, not only pair trading. The coefficient 1.6 is obtained in other systems, as the most optimal one.
Thank you. I see, I'll check it out...
...
Ps And show the drawdown on the chart too