Trading spreads on currencies. Spreader 2 - page 10
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
lot2=a*lot1/b, from the adviser. Let a/b = k
where a is volatility of the first instrument (gbpusd), b is volatility of the second instrument (eurusd).
Thus we make a larger lot of a less volatile instrument than a lot of a more volatile instrument.
Can we use one trade instead of 2?
Let's do the maths. The Expert Advisor's goal is to make profit.
Using two tools we can get profit, so profit = X0*lot1*tickvalue1+Y0*lot2*tickvalue2
but we also get profit from the cross-rate EUR/GBP: profit = Z0*lot3*tickvalue3.
The tickvalue is the profit/loss that a 1-lot trade generates per point.
X0, Y0 and Z0 are the number of points that a pair (gbpusd, eurusd and eurgbp respectively) will cover in the same amount of time
tickvalue1=tickvalue2=1$, tickvalue3=1.58$ (approximately)
Now let's try to find lot3 from the system of three equations:
tickvalue1*(X0*lot1+Y0*lot2)=Z0*lot3*tickvalue3
lot2=k*lot1
Z0=Y0/X0
The solution is reduced to the following form:
lot3=tickvalue1*lot1*X0*(X0+Y0*k)/(Y0*tickvalue3)
lot3 has a rational solution only if Y0>0 and X0>0.
These values will only be known in the future, so we can assume Y0=Y1, X0=X1 and calculate lot3 for EUR/GBP.
lot2=a*lot1/b, from the adviser. Let a/b = k
where a is volatility of the first instrument (gbpusd), b is volatility of the second instrument (eurusd).
Thus we make a larger lot of a less volatile instrument than a lot of a more volatile instrument.
Can we use one trade instead of 2?
Let's do the maths. The objective of an Expert Advisor is to make profit.
Using two symbols we can get profit, so profit = X0*lot1*tickvalue1+Y0*lot2*tickvalue2
but we also get profit from the cross-rate EUR/GBP: profit = Z0*lot3*tickvalue3.
tickvalue is the amount of profit/loss that a 1-lot trade generates per point.
X0, Y0 and Z0 are the number of pips that pass pairs (gbpusd, eurusd and eurgbp respectively) for the same amount of time
tickvalue1=tickvalue2=$1, tickvalue3=$1.58 (approx.)
Now let's try to find lot3 from the system of three equations:
tickvalue1*(X0*lot1+Y0*lot2)=Z0*lot3*tickvalue3
lot2=k*lot1
Z0=Y0/X0
The solution is reduced to the following form:
lot3=tickvalue1*lot1*X0*(X0+Y0*k)/(Y0*tickvalue3)
lot3 has a rational solution only if Y0>0 and X0>0.
These values will be known only in future, so we may assume that Y0=Y1, X0=X1 and calculate a lot3 for EUR/GBP.
Excuse me, I am illiterate, but please, tell me how much lot should I sell EURGBP in 2010.02.15 07:43 based only on four digits
5774159 2010.02.15 07:43 buy 8.67 gbpusd 1.5653 0.0000 0.0000 2010.02.15 08:36 1.5645 0.00 0.00 0.00 -693.60
5774164 2010.02.15 07:43 sell 10.00 eurusd 1.3599 0.0000 0.0000 2010.02.15 08:36 1.3583 0.00 0.00 0.00 1 600.00
Small correction in the "objectives"
Expert Advisor's profit target
The aim of "every barrel" is to prove that whatever lots we buy/sell GBPUSD and EURUSD, there will always be such a lot EURGBP, in which the balance/equity of both trades will always be equal (at any time in future).
And the calculation of EURGBP lot will be based only on GBPUSD and EURUSD lots and maybe quotes of all three pairs at the moment of trades opening.
SZY. we can forget about swaps/spreads etc. for now.
С помощью двух инструментов можно получить прибыль так profit = X0*lot1*tickvalue1+Y0*lot2*tickvalue2
No, this is not correct. In fact:
profit = X0*lot1 - Y0*lot2
Where:
X0 is the difference in pips by the bar opening prices of the first pair for some period
Y0 is the difference in pips by the bar opening prices for the second pair
The periods are the same for both pairs.
The pairs are selected in such a way that their point value is the same and expressed in one currency. I.e. tickvalue1 == tickvalue2
The matter is that we take two pairs that are positively correlated. The signs of X0 and Y0 are equal respectively. One of the pairs is reversed so that one of them is the leading one and the other one is hedging. We obtain the negative correlation. Correspondingly, signs of X0 and Y0 become different. When one pair is in the profit, the second one is losing. To find out which one will be the leading and which one will be hedging, we look at the sign of the result, i.e. profit.
If the sign of profit is positive, then the pair with the profit X0 becomes long, and the pair with Y0 becomes short. I.e. X0*lot1 > Y0*lot2
If the sign of profit is negative, then the pair whose growth X0 is short and the pair with Y0 is long. I.e. X0*lot1 < Y0*lot2
I.e. the main thing is to make the sign of the profit to be positive.
Я все думал, как же кратко назвать необходимое и достаточное условие для такого подхода, точно - синусоида кросса. Хотел написать туда сюда - но это уже не форекс :), поэтому пришлось изгаляться через пример с экономическими новостями.
Забавно, но судя по последним постам, пипл все равно ничего не понял.
А уж эта ветка https://www.mql5.com/ru/forum/122468, вообще превратилась в эталон мракобесия :)
Risk, don't mock, it's too much like the backdoor soldering iron specialist who started these threads ...
The purpose of the "plug in every barrel" is to prove that the
By the way, the age of the "plug" is easy to calculate - somewhere between the study of four actions and the study of "brackets".
Today's movement is more interesting and the drawdowns and equity are growing faster. Here are the last three trades.
Извините безграмотного, но, подскажите, пжлст, каким лотом необходимо было продать EURGBP в 2010.02.15 07:43 исходя только из четырех цифр
5774159 2010.02.15 07:43 buy 8.67 gbpusd 1.5653 0.0000 0.0000 2010.02.15 08:36 1.5645 0.00 0.00 0.00 -693.60
it means the profit of this instrument is 15645-15653= -8 points
Loss on this instrument: profit=-8*lot*tickvalue = 8*8.67*10$ = -693.60 $;
5774164 2010.02.15 07:43 sell 10.00 eurusd 1.3599 0.0000 0.0000 2010.02.15 08:36 1.3583 0.00 0.00 0.00 1 600.00
and on this one 1.3599-1.3583 = +16 points
Profit in the currency of deposit will be profit=16*lot*tickvalue = 16*10.00*10$ = $1,600.00;
Total: 16-8 = 8 pips
in this case the pair eurgbp should pass
Abs(eurusd1/gbpusd1-eurusd2/gbpusd2)/Point = (1.3599/1.5653-1.3583/1.5645)/0.0001 = 5.8 points
In order for the pair eurgbp to bring us a profit of $ 1 600.00 - $ 693.60 = $ 906.4
We should set the lot: lot = 906.4 $ / (tickvalue*5.8) = 906.4 $ / (15.69*5.8) = 9.96
Everything is very simple, but there is one BUT!!!! we need to guess how many pips eurusd and gbpusd will pass
У меня такое ощущение что цель товарищей Риск и иже с ним просто захаять Решетова . Заткнуть хлебало конечно рекомендовать им не буду т.к разговаривать с ними не хочу но было бы неплохо. Решетов не слушай их. Нормальные люди вообще делами доказывают что почем т.е взял написал и выложил а не блаблабла
I don't give a damn what the flounderers are making up. I can see from the equity what the EA is capable of. I don't care about the rest.
The dogs lie, the caravan comes.