Spread trading in Meta Trader - page 52

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forex-k писал(а) >>

I wonder which formula for delta calculation is the most objective?

1 formula: the difference between the price of bar closes and the average price for a certain period is counted.

2 formula: calculates as a difference between fast MA and slow MA.

3 formula: calculates the difference between close prices of bars and close prices of n-bars.

This is how these three indicators look like:

Adjusted your indicators and watching the market noticed the following thing: for example looking at the delta reading on the open chart ESH0 to YMH0 the difference is shown one (140), but when looking at the open chart YMH0 a little different (162). The same situation for gold and silver, for carcasses. Is it supposed to be like this or is there something wrong. Broker B.

Thanks for the help!

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AlexLep >>:

Настроил Ваши индикаторы и наблюдая за рынком заметил такую вещь: например смотря на показания дельты по открытому графику ESH0 к YMH0 разница показывается одна (140), а если смотреть на открытый график YMH0 немного другая (162). Такая же ситуация по золоту и серебру, по тушкам. Так и должно быть или что-то не то. Брокер Б.

Спасиб за помощь!

this is because on different charts the ticks come at different times

 
Rid, forex-k, tell me what lots you get on CAC40/DAX (futures) ? or other instruments... i want to compare with my calculation
 
neoclassic Share your results better! For example on Gold/Silver. It's 1.5 to 1. Or 2 to 1 ?????
 
Gold-silver, in my opinion, is better not to trade at all, they do not correlate much. And I'm trying to figure out the correlation, I'll tell you when I have the formula
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neoclassic >>:
Rid, forex-k, скажите, какие лоты у вас получаются на паре CAC40/DAX (фьючи) ? или другие инструменты... хочу сравнить со своим подсчетом

To be honest, I have not yet been able to find a formula, it requires both a mathematical approach and the consolidation of the result when making transactions

 
vldim >>:
neoclassic Поделитесь лучше Вашими результатами! Например по паре Золото/Серебро. Все таки 1,5 к 1. Или 2 к 1 ?????

2 к 1.

 
neoclassic >>:
Rid, forex-k, скажите, какие лоты у вас получаются на паре CAC40/DAX (фьючи) ? или другие инструменты... хочу сравнить со своим подсчетом


I'm not sure about SAS either. I can only say (again) that dax:futsi=1.2:3 or =1.3 : 3

//-----------------------

p/s - Information for thought (wheat and beans, M30) :


 

"Shallwe have some coffee ...? " (с)

Coffee (kc+rce) :


 

It would be interesting to track price movements(MICEX+RTS)

Here is the RTS in B. (- RIN0)

And the MICEX - something does not show up!

Can you tell me, who knows...?

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