Spread trading in Meta Trader - page 98
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As for playing with lots. Here is the experiment. Entries with other things being equal (delta =100)
gold 1 : silver 1
Average max lot 350 average max profit 750
now
with gold 2 : silver 1
you can see the oil picture
now
gold 1 : silver 2
average loss a bit more than 1:1, but the average profit is 2500
"Do you feel the difference?
these are just thoughts and tests - i will keep digging... :-)
The forum is divided on the lots issue, some believe that it is necessary to select different lots, others say it does not matter.
As I have not studied this aspect in details, it is possible to test both ways and observe changes, so all deals are 1:1 according to the above screenshots.
>> Dimitri, please explain what you mean:
1:1 is the ratio of lots to each other, or is Lot_s1=1.0 and Lot_s2 = 1.0 ?
с лотами мнения на форуме разделились, одни полагают, что нужно именно подбирать разные лоты, другие говорят, что это не важно.
так как именно этот аспект я детально не изучал - тестировать можно оба похода и наблюдать изменения, то по указанным скринам все сделки по 1:1
The lots have to be chosen (calculated) differently. That's, I think, obvious.
A good example is Dax+futsi.
Дмитрий поясните пожалуйста,что имелось ввиду:
1:1 - это отношение лотов между собой, или Лот_ s1=1.0 и Лот_s2 = 1.0 ?
In fact, there is no difference (forehead to forehead ....)
Лоты нужно подбирать (расчитывать) разные. Это же, думаю, - очевидно.the lots should be 1:1 on any futures pair, this has been verified by the history of many spread combinations
the criterion is an even distribution of both profit and loss
on Dmitry's screenshots you can see that with 1:1 the most realistic profit and loss
лоты должны быть на любых фьючерсных парах равны 1:1, это проверено на истории многих спредовых комбинаций
критерий это равномерное распределение как профита так и убытка
на скринах Дмитрия видно что при 1:1 наиболее реалистичная прибыль и убыток
This doesn't quite make sense to me. Let's take RCE+KC.
I trade this spread = 4:1 .
I've already had (for the very first time) the imprudence to enter with 2:1 lots and then I had a loss for almost 2 weeks, so I closed in the red.
I made several profitable entries at 4:1!
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And with Dmitry - on (GC+SI) - so there and according to calculations the size comes out approximately = 1:1
Мне это не совсем понятно. Возьмем RCE+KC.
Я торгую этот спред = 4:1 .
Уже имел (самый первый раз) неосторожность войти лотами 2:1 и потом почти 2 недели пересиживал убыток и так закрыл в минусе.
А при 4:1 - уже несколько "заходов" были профитными!
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А у Дмитрия - на (GC+SI) -дак там и по расчетам выходит размер примерно = 1:1
I checked this pair as well with 1:1 lots as you can see even and fair distribution of profits and losses, without distortions
we enter on the green line with equal lots
The green histogram is equity.
In fact, there is no difference here (whether forehead-to-face or forehead-to-forehead....)
No, Roman. I think there is a difference if we are not talking about relative values.
Different amount of deposit, different cost of one pip, different time to reach profit, and in the end, the resulting profit is different.
Dimitri's screenshots show the manually built channel of the most probable and achievable profits.
Although it's just my opinion.
Дмитрий поясните пожалуйста,что имелось ввиду:
1:1 - это отношение лотов между собой, или Лот_ s1=1.0 и Лот_s2 = 1.0 ?
Yes Sergey, 1:1 is the ratio of lots. And in the screenshots I "entered" just in whole lots, for clarity's sake.
Лоты нужно подбирать (расчитывать) разные. Это же, думаю, - очевидно.
Наглядный пример - дакс+футси.
You see, there is even a discussion between you and forex-k about whether or not to calculate different lots. By the logic of the different cost of pps on one side - different,
by other arguments - the same. :-) I respect both opinions, now I will try to get my own after analysis, as well as you justified.