FORTS: Strategies and how to implement them - page 2

 
Mikalas:

( Read and think! Futures on ONE underlying asset - hence the price of (both) futures changes in ONE direction!)


I dabble in cryptocurrencies via api on a couple of exchanges. I was thinking the same thing. The instrument is the same - hence the price changes in one direction. Ultimate correlation. And then bam - and how arbitrageurs were torn! If I could sit with a leverage - there would be Margin Call.)
 
Prival-2:
Explain the situation. On one futures expiration, i.e. you were forced to close. You are left without a "leg", what to do next. Where the far futures will go you do not know (it may be against you).

That's right, but it's a "fallback". It might not be lucky - 50/50.

But it's better than "Hana" :) Still 50%.

There are options and time to decide on a positive outcome!

P / S I tried to "level out" the weaknesses of this strategy with the indicator, but

You read the theme "FORTS please help".

Delays (even on RTS-9.15) reach TWO MINUTES!

And without at least partial elimination of defects, the strategy will not bring profit.

 
Edic:
I dabble in cryptocurrencies through the api on a couple of exchanges. I was thinking the same thing. The instrument is the same - so the price moves in the same direction. Ultimate correlation. And then bam - and how arbitrageurs were torn! If I could sit with a leverage - there would be margin calls...)
Cryptocurrency trading is like flipping a coin! :)
 
Mikalas:

That's right, but it's a "fallback". It might not be lucky - 50/50.

But it's better than "Hana" :) Still 50%.

There are options and time to decide on a positive outcome!

P / S I tried to "level out" the weaknesses of this strategy with the indicator, but

You read the theme "FORTS please help".

Delays (even on RTS-9.15) reach TWO MINUTES!

From that description that you cited. I personally understood it this way. A trade is opened and held for several months (before expiry the spread is narrowed, we close it). Is this correct? Or do more trades take place?
 
Prival-2:
From that description you gave. Personally, this is how I understood it. A trade is opened and held for a few months (before expiry the spread is narrowed, we close it). Correct ? or more trades are made ?

The number of trades depends on your "passion for profit" :)

More "gates" to enter - less trades (less risk), and vice versa!

Unfortunately, I "trade" only theoretically, i.e. without actually doing the trades,

but in real time on a real account.

If I cannot eliminate these disadvantages at least partially - there is no point in opening

no point in opening a real trade :(

 
Prival-2:
Explain the situation. In one of the futures, the expiration occurs, that is, you are forced to close. You're left without a leg. You don't know where the long futures will go (it could be against you).

How about a deliverable futures?

There will definitely be a profit, you won't be left without a leg, but you might have to wait a long time.

 
Mikalas:
Working with cryptocurrencies is like flipping a coin! :)

It's a total dead end right now. No liquidity or volatility. TheXpert has mowed everyone down) . On one of the crypto exchanges, you can even trade via MT4 with a hell of a 0.5% round-trip fee. On others - only through POST requests.

I've even got one bot on MT4 - it works for metacurrents - in-built hosting barely kicks back) But still withdrew more than I entered 50 times. It's not a coin.

 
Serj_Che:

How about a deliverable futures?

There's sure to be a profit, you won't be left without a leg, but you might have to wait a long time.

Yeah, deliverable. There's cattle futures. If you want to make a delivery))), you'll keep the whole herd in your flat)). We'll have no legs at all, they'll trample everything...
 
Edic:

It's a total dead end right now. No liquidity or volatility. TheXpert has mowed everyone down) . On one of the crypto exchanges, you can even trade via MT4 with a hell of a 0.5% round-trip fee. On others - only through POST requests.

I've even got one bot on MT4 - it works for metacurrents - in-built hosting barely kicks back) But still withdrew more than I entered 50 times. It's not a coin.

Edward, I'm not satisfied with barely, I want a real strategy

Get a STABILIZED income!

 
Mikalas:

The number of trades depends on your "passion for profit" :)

More "gates" to enter - less trades (less risk), and vice versa!

Unfortunately, I "trade" only theoretically, i.e. without actually doing the trades,

but in real time on a real account.

If I cannot eliminate these disadvantages at least partially - there is no point in opening

No point in opening a real trade :(

Then give me the formula. how do you calculate the spread (or rather not the spread, but deltas between futures)? And the delta chart if possible. I don't understand how you do a lot of trades. delta should fluctuate plus or minus.