Spread trading in Meta Trader - page 69

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For rid:

Actually, I loaded EURUSD, GBPUSD and EURGBP pairs into your indicator. When the delta between the euro and the pound increases and the pound is down, the euro is going up and when the pound is up, the pound is going down. When the delta starts decreasing - the movement is reversed. That is quite effective signals not for spread trading, of course, but for cross trading. And this is more a discussion on cluster indicators and cluster Expert Advisors. And for futures - clearly, you can trade spreads, and everything is very clear. I should look for a broker, I don't want to.


I am thinking of writing an EA, hence the question. For sure you have considered this problem. It is the calculation of the delta when this indicator is called through iCastom and a filter for cutting off small movements. Let's calculate the delta and say that it increases. What threshold do you set as a signal? That is, after what divergence is it considered significant for position opening?

 
I've sent you the address of the DC - there are no fewer tools there.
 
The delta is different for different pairs of instruments and different timeframes. Indeed, it may be picked up by manually adjusting the value of the external variable - one of the options.


I am also considering the option of automatically determining the signal delta as a fraction of the maximum divergence over a given period.

Actually, I will try both of them. Thank you!

 
I have previously described the delta channel principle and the position entry principle (as one possible)
 
rid >>:
В личку скинул адрес ДЦ- там тож не меньше инструментов.

rid, if you don't mind sending me the address of the DC as well

 
Dropped
 
rid >>:
Скинул

Thank you very much!

 
neoclassic >>:
Я ранее описывал принцип построения канала по дельте и принцип входов в позиции (как один из возможных)

Yeah, I saved the message. I just don't know how to implement it in an EA. Not that level of programming. Manually, yes, it's understandable.

 

At a glance: calculate an array with n-bar spread. Determine current max/min minsp/maxsp, counters countmax=0; countmin=0;


if ( spread[1]>= maxsp) { продаете спред; maxsp= spread[1]; countmax=0;}
else { countmax++;}

if ( spread[1]<= minsp) { покупаете спред; minsp= spread[1]; countmin=0;}
else { countmin++;}

if ( countmax> n) { maxsp=ArrayMaximum( spread); countmax=0;}
if ( countmin> n) { minsp=ArrayMinimum( spread); countmin=0;}
 
neoclassic писал(а)

Yeah, got it, thanks.

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