Spread trading in Meta Trader - page 40

 
skv. >>:

По последнему скрину... Оно конечно красиво... Но постфактум... Перед каждым отмеченным пиком были ещё пики, которые "отбились от общего стада" :) ИМХО, необходим дополнительный критерий изменения тенденции по тому же золоту

an additional criterion is the average gap analysis of gold behaviour and therefore the use of the optimal delta value for market entry

 

here is another version of the indicator using gold, oil, and several major currency pairs

yellow is gold

mauve is oil


 

two pairs of counter orders on the gold-silver hedge were triggered

20048888 2010.01.14 18:39 sell 0.10 gcg0 1140.0 0.0 0.0 2010.01.14 18:53 1138.5 -1.00 0.00 0.00 15.00
20048890 2010.01.14 18:39 buy 0.10 sih0 18.640 0.000 0.000 2010.01.14 18:53 18.620 -1.00 0.00 0.00 -10.00


20054687 2010.01.15 01:09 buy 0.10 sih0 18.655 0.000 0.000 2010.01.15 01:09 18.685 -1.00 0.00 0.00 15.00
20054688 2010.01.15 01:09 sell 0.10 gcg0 1145.5 0.0 0.0 2010.01.15 01:09 1145.5 -1.00 0.00 0.00 0.00


on dollar pairs

639428082010.01.15 02:54buy0.10eurusd1.443041.437861.453042010.01.15 02:551.443750.000.000.007.10
639428342010.01.15 02:54buy0.10usdjpy90.94290.42591.9422010.01.15 02:5590.9740.000.000.003.52
639430482010.01.15 02:55buy0.10eurusd1.443951.438771.453952010.01.15 04:471.443540.000.000.00-4.10
639430532010.01.15 02:55buy0.10usdjpy90.99490.47691.9942010.01.15 04:4791.1260.000.000.0014.49
 
forex-k писал(а) >>

two pairs of counter orders on the gold-silver hedge were triggered

20048888 2010.01.14 18:39 sell 0.10 gcg0 1140.0 0.0 2010.01.14 18:53 1138.5 -1.00 0.00 0.00 15.00
20048890 2010.01.14 18:39 buy 0.10 sih0 18.640 0.000 0.000 2010.01.14 18:53 18.620 -1.00 0.00 0.00 -10.00


20054687 2010.01.15 01:09 buy 0.10 sih0 18.655 0.000 0.000 2010.01.15 01:09 18.685 -1.00 0.00 0.00 15.00
20054688 2010.01.15 01:09 sell 0.10 gcg0 1145.5 0.0 0.0 2010.01.15 01:09 1145.5 -1.00 0.00 0.00 0.00

on dollar pairs

63942808 2010.01.15 02:54 buy 0.10 eurusd 1.44304 1.43786 1.45304 2010.01.15 02:55 1.44375 0.00 0.00 0.00 7.10
63942834 2010.01.15 02:54 buy 0.10 usdjpy 90.942 90.425 91.942 2010.01.15 02:55 90.974 0.00 0.00 0.00 3.52
63943048 2010.01.15 02:55 buy 0.10 eurusd 1.44395 1.43877 1.45395 2010.01.15 04:47 1.44354 0.00 0.00 0.00 -4.10
63943053 2010.01.15 02:55 buy 0.10 usdjpy 90.994 90.476 91.994 2010.01.15 04:47 91.126 0.00 0.00 0.00 14.49

Your EA makes trades when the delta diverges by a given distance, if you could elaborate a bit more.

 
west >>:

Ваш советник совершает сделки при расхождении дельту на заданное расстояние, если можно чуть подробней.

yes when the delta reaches a set value, counter trades are opened

 
Hello, what timeframe does the EA work on and what is the delta size of the currencies?
 
forex-k писал(а) >>

I finalised the indicator in terms of synchronisation of bars on different currency pairs, the data was distorted due to missing minutiae

Share a piece of code, how exactly do you perform the synchronisation. I often miss some data on exotic deals with hourly data. That's why I faced this problem too.

 

At the moment, I trade on the minutes, concerning Expert Advisors for this indicator, please contact me in my personal area

there are currently six advisers working:

1. on the dollar pair gaps

2. on gold and dollar pair breaks

3. on gold, oil and dollar pair breaks

4. on light oil and BREND breaks

5. on gold and silver price breaks

6. on gold and oil breaks

 

gold-silver continues to enjoy hedges

20061100 2010.01.15 09:04 buy 0.10 sih0 18.480 0.000 0.000 2010.01.15 09:09 18.505 -1.00 0.00 0.00 12.50
20061101 2010.01.15 09:04 sell 0.10 gcg0 1133.7 0.0 0.0 2010.01.15 09:09 1133.6 -1.00 0.00 0.00 1.00


20069602 2010.01.15 14:33 sell 0.10 gcg0 1136.1 0.0 0.0 2010.01.15 14:35 1133.8 -1.00 0.00 0.00 23.00
20069603 2010.01.15 14:33 buy 0.10 sih0 18.600 0.000 0.000 2010.01.15 14:35 18.575 -1.00 0.00 0.00 -12.50

 
forex-k >>:

дополнительный критерий это среднестатистический анализ разрывов поведения золота и соответственно использование оптимального значения дельты для входа в рынок

Regarding filters for opening and spread trading possibilities... I have applied the index2 - V4udemo indicator on EURUSD (false) and USDJPY (true), period - 144 to the EURJPY M5 chart. Open points - vertical lines