Spread trading in Meta Trader - page 75

 
neoclassic >>:

Сделал в скрипте расчет готовых лотов для хеджа (раньше была только пропорция).

Разница - между идеальным отношением (по формулам) и фактически получившемся. Как видим - 0.0001 погрешности совсем не много :-)

Еще интересно сделать минимизацию суммы лотов, чтобы риски снизить. Но тут придется жертвовать точностью...

Удачи :-)


With each version - the work gets better and better.

Now it's counting quite well!

 
rid >>:

В Обзоре рынка обнаружил большую группу инструментов (на зел. фоне)

С обозначниями:

#XLP - SEL SECTOR: C STR SPDR

#XLV - SEL SECTOR: H CARE SPDR

#XLC - SEL SECTOR: C DSC SPDR и т.п. ....

или

#DBC - POWERSHARES DB CM IDX и т.п.

Не нашел там (в Б. ) расшифровки.

Кто-ниб, подскажите, что это за символы и где про них написано?

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

И ещё.

FGBSH0 - это что такое (рядом с евробоблами в ОБЗОРЕ)?

Have a look here. SymbolDescription might help

 
good option 30 and 10 year old bonds-ZBH0 and ZNH0
 
Talex >>:

Посмотрите здесь. Возможно поможет SymbolDescription


Thank you.
 
rid >>:

Вот еще - как вариант торговли.

Берем инструменты : EWA-EWB-EWG-EWJ, и т.п. ...

И каждому из них ставим в пару соотв. свой валютный фьюч или свой индекс, - или и то и другое.

Возможно, что-то может получится.




Looks like we got our hopes up for nothing. As with the EW... tools, so with the XL funds... !

For B. has made an exorbitant commission on these instruments! Comparable to the scope of the day's traffic.

It is not a great pleasure to obtain the initial loss of 20 points when opening a tandem.

Besides, the spreads of instruments are 2-4 points!

In this case the maximum daily movement is 25-35 points!

And we will have to wait for profits for weeks and months...

Like this...

 
rid писал(а) >>

Looks like we got our hopes up for nothing. As with the EW... tools, so with the XL funds... !

For B. has made an exorbitant commission on these instruments! Comparable to the scope of the day's traffic.

It is not a great pleasure to obtain the initial loss of 20 points when opening a tandem.

Besides, the spreads of instruments are 2-4 points!

In this case the maximum daily movement is 25-35 points!

And we will have to wait for profits for weeks and months...

Like this...

I made good profit today on grains and bonds (I'm still working on the demo).

 

Today I earned some good money on grains and bonds (although I am still training on the demo).

..............................................

Don't get too excited. I work on B. I am working in B. Trading on the demo accounts may be profitable but it does not mean it will be profitable on the real account. The profit of a few pips when closed on the real account is converted into nil at best, and so minus!!!!

 

Here's a trade today that was on the plus side. Closing with a minus.

85176742010.02.01 11:10sell0.01znh0118.000000.000000.000002010.02.01 11:55118.06250-0.100.000.00-0.63
85226262010.02.01 16:13sell0.01zbh0118.281250.000000.000002010.02.01 16:15118.21875-0.100.000.000.63
 
Winner >>:

да и без них хватает.сегодня на зерновых и бондах неплохо заработал(правда пока на демке тренеруюсь)

..............................................

Не сильно обольщайтесь. Работаю на Б. Закрытие несколько пипсов в плюс на демо не значит что так будет на реале. Профит в несколько пипсов при закрытии на реале превращается в лучшем случае по нолям, а так минус!!!!


Apparently, we have to move away from pipsing! I did not feel lazy this morning - got up at 5 am (according to the alarm clock) and entered in two tandems sell ZL + buy ZS and buy ZW + sell ZC!

I was preparing these deals since Friday! And only 20 min. ago I closed in very good profit both tandems!

I worked on two reals, in Broco and IBC.

And as for ZB & ZN, I haven't seen any sensible entries yet. I'm just getting there:



 
rid писал(а) >>

Apparently, we have to move away from pipsing! I did not feel lazy this morning - got up at 5 am (according to the alarm clock) and entered in two tandems sell ZL + buy ZS and buy ZW + sell ZC!

I was preparing these deals since Friday! And only 20 minutes ago I closed both tandems in very good profit!

I worked on two real accounts - in Brokaw and IBC!

But ZB & ZN have not yet had any profitable entries. I'm just getting there:

RID, what is your lot ratio in grains? With the NEOCLASSICA script it turns out ZS-ZW 1:2, ZW-ZC 3:4, ZS-ZC 1:2.5.

Reason: