Trading spreads on currencies. Spreader 2 - page 17

 
pronych >>:

1) Имхо, от торговли кроссом его, всё же, отличает отношение лотов.

2) Может, если его хорошенько оптимизировать, что-нибудь путевое получится.

3) Че орать то...

1. Suppose we have three pairs of Aaabb, Bbb, Bbbzz and a cross of TszAAa.

Suppose (for clarity) that we play unequal lots by a ratio of 1/2 on the first two pairs.

One pair, naturally, according to the strategy developer's plan, "hedges" the second one, i.e. by coinciding currency they play against each other.

Then it is possible to replace half of the larger of the two trades and all of the smaller, with a cross trade of 1/2 of the larger trade (we calculate the equality of lots using the basket).

That saves 1/3 of the "spread" cost.

// If we abstract from the real spread size and assume that spreads are approximately the same.

Did I make a mistake somewhere?

2. Maybe it was the janitor.

He was walking through the countryside...

to the nearest hazelnut tree...

for a new broom...

3) That's right.

;)

 
baltik писал(а) >>

Versions come out before you have time to figure it out, let alone test it.

I would like to ask who has the patience not to remove the first, or even better this one

Spreader_v1_AvWMAGIC.mq4 or better yet display Spreader_v4.mq4 for testing

tested on 27 pairs https://forum.mql4.com/ru/29672/page9

 
sever29 писал(а) >>

tested on 27 pairs https://forum.mql4.com/ru/29672/page9

>> thank you.

 
baltik писал(а) >>

thank you - "projectcelim"

>> share it afterwards.

 
kharko >>:
Ребята, экономьте свое время. Сделайте индикатор виртуальной торговли по этой стратегии. Определитесь: с размером допустимого депо, с минимальным объемом позиций, с величинами максимального риска и оптимальной прибыли. И не надо гадать.

Done.

 
Vitya писал(а) >>

In case anyone is interested.

The idea was to hedge cumulative loss on EURGBP in case of a strong movement towards equity drawdown, but I do not know what to do about it. It is possible to hedge the drawdown, but we have to watch out for losses on EURGBP not to exceed profit on initial instruments, in case everything was guessed. It seems EURGBP lot should be such that at total closing of positions the loss would not exceed the profit.

...... But it may be nothing.

What do you think?

What needs to be corrected?

I tried to use some other variants, but I don't know why I tried to open cross for some other currencies.

 
Reshetov писал(а) >>

I am attaching

First of all.

Yuri, you ignored my code correction suggestion in vain. It solves the problem you mentioned.

* * * * *

Secondly.

What is Sreader? If anyone does not understand, it is two Pipsers in one body, whose operation is synchronized in time (simultaneous opening/closing) and directions. In addition, there is an attempt to coordinate the volumes.

-

It seems to me the approach has potential, but we need to work in the following directions:

1) to detach from time binding, to coordinate only directions (in different directions relative to the currency common to both pairs);

2) I think that the calculation of the volume of the "hedging" pair is wrong (I turn to the author, Yury, if you are interested in my opinion on this question, contact me personally);

 
MetaDriver писал(а) >>

// If we abstract from the actual spread size and assume that the spreads are roughly the same.

Did I make a mistake somewhere?

You are right as long as Speader opens/closes orders simultaneously on both pairs.
 

So far, version 4 has proven to be the most successful. It covers the dips and does not interfere with the profits.


I continue to test with it.

 
Reshetov >>:

На данный момент 4-я версия оказалась наиболее удачной. И висяки кроет и при этом не мешает профиту расти.


Продолжаю тестировать на ней.


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