FORTS: Strategies and how to implement them - page 4

 
Edic:
And I usually take the attitude.
Not exactly either.
 
Mikalas:
What's the right way?
Now you try to guess )). Since you didn't want to answer right away.
 
Prival-2:

The thing is, it's not so easy with settlement ones, with delivery ones it can be even more tricky. Here's an example of an expiration

First screen.

The big player started to keep his favourable price at 12:30 and the line is flat. The screenshot is made at the moment when the big player started to keep the price of futsch Ri-3.15. Pay attention to the glass, how it is done.

And here is the screenshot of the whole day

this is the old futures price (ri-3.15). You can see that they kept it till the end of the day, at the price they wanted.

And here is a screenshot of the new futures Ri-6.15.

As you can see, not everything is that simple.

So I am very interested in how the calendar spread is calculated and what is the entry and exit signal since there are many trades.

This example is not valid.

Ri and Si are not deliverable futures.

 
Prival-2:
Now you try to guess )). Since you didn't want to answer right away.

That's the attitude, what has changed?

 
Mikalas:

The ratio of what to what?

One futures to another?

Yes. Only synthetic to futures. And I keep working with that. But not on the calendar. It's different there. I care about relative changes, not absolute ones.

 
Prival-2:

Maybe we should take graphs of percentage change and then count the difference...? though...same thing...
 
Prival-2:
I'm not just asking for a reason. If you're taking a simple difference. That's not right.

Again.

WHAT'S THE RIGHT THING TO DO?

 
Mikalas:

You surprise me (about the formula), try to guess it yourself!

And here is the current spread chart (Br-4.15 and Br-5.15) in pips.

Actually, this chart should not be taken seriously.

The charts in MT5 Forts are plotted using fin prices and the liquidity at BR-5.15 is very small. That's why you get such a sprawling chart.

In fact, if you chart by bid-ask, it won't look so optimistic.

 
Serj_Che:

Actually, this chart cannot be taken seriously.

The charts in MT5 Forts are based on flipper prices and there is very little liquidity on BR-5.15. That's why you get such a sprawling chart.

In fact, if you chart by bid-ask, it won't look so optimistic.

You should plot the bid/ask and test by the flipper.
 
Serj_Che:

Actually, this chart cannot be taken seriously.

The charts in MT5 Forts are based on flipper prices and there is very little liquidity on BR-5.15. That's why you get such a sprawling chart.

In fact, if you build the chart by bid-ask, it won't look so optimistic.

In fact, the chart will be poor!

But there are 1 or 2 virtual deals a day.