Spread trading in Meta Trader - page 86
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
Да нет, работает. Проверил щас. Возможно история не подгружена по обоим инстр, или стрелку и крестик на график не поставили (см. верхнюю часть рисунка).
Got it. Thank you!
I will try to summarise some of the work done:
How to build a spread: the difference between the price and the muwings, normalised by volatility. As far as I understand, the muwings smooth out differences in the time of quotes (even though I do a second-by-second synchronization before constructing the spread).
When to enter: I have already written, the picture will be clearer:
Accordingly, when touching the border of the channel, we buy spread.
the channel 1 parameter is the period of extremum update (30 in the picture);
The lower bar chart shows our equity - in this case, I disabled TP - the system is reversed and equity is measured in the minimum ticks of the main instrument (speaking of poor results in the tester!)
When to exit: I thought about using TP, but optimization has shown that TP reduces profit (about drawdown I have not investigated yet, in future) - in fact I optimized by 2 parameters - channel period and TP, here is a typical result:
Z-axis - profit in ticks. The real commission for the instrument is already included in the result - the variant of pipsing with a very small TP is excluded. From the picture, we can see that with the increase of TP, the maximum profit tends to the maximum, but not more than the results with no TP. Moreover, the variation of the indicator period does not greatly affect the profit at TP=0. It follows from this that at this stage it is not profitable to use TP - we use the reversal system.
I hope this information will be useful for someone, good luck! :-)
Thank you.
What instruments were tested? When crossing the lower boundary of the channel, one instrument was bought and the other was sold, and when crossing the upper boundary it was closed by or what?
Both here (rid) and on procapital (leonid553) multiply these or those "tools" by the right numbers. (rid=leonid553 ? - The indicators and their distribution policy are too much the same)
That doesn't seem right. :(
As neoclassic's variant, "normalised to volatility" is better.
But, IMHO, it's even more correct to "divide".
!?
ZS. And this is not a question about indicator for "millipedes" :) - 'butterflies.
'
I'll do 'wrong' - I'll add to my post rather than create a 'new' one.
What I think is bad about 'normalisation on volatility' - you won't be able to talk about such a point in the strategy as
Т.е. основный наш сигнал на вход - это достижение среднестатистического (это - важно!) локального экстремума и начало разворота линии индикатора, показывающего разность цен (Дельту) анализируемых инструментов (верхний индикатор SpreadCharts).
(c) leonid553И здесь (rid) и на прокапитал (leonid553) умножают те или иные "инструменты" на правильные числа. (rid=leonid553 ? -....
Good afternoon everyone! Not really!
I and rid are mates, countrymen and even more than that, neighbours in the entrance hall!
Rid has stated it on the forum many times and even in this thread ( - see the last post at https://www.mql5.com/ru/forum/122468/page10.
Our developments in this topic are our general developments.
//----------------------------------------
As for multiplication, it is carried out only at an analysis of tools with different orders of dimensions or with dimensions which differ in times and more. (e.g. NQH0=2*ESH0 - see the upper indicator).
Meanwhile, using exactly the average divergence of the top indicator and delta line reversals of the bottom indicator - it's very easy and reliable to "formalize" the input conditions!
I don't quite understand about the division...
Our designs in this thread are our common designs.
Then I'll take the liberty of handwriting the last drawing of rid's from this forum:
And excerpts from your description of other instruments on other dates
Last Friday, January 15, on the "tandem" chart of GC + SI (gold + silver) in the middle of the day in the bottom indicator the blue line SIH0 crossed above the yellow line GCG0, after which...
(c) leonid553I.e. it would be logical for the "bottom indicator" to cross at least "horizontal line", if not zero.
But ... myself so far in researching "formulas", so I assume AND your rightness.
I didn't quite understand about division...
Not to subtract from "NQH0" "ESH0" (how they are counted we will see after the 10th of February ;)), but to divide one by the other.
Agree that by multiplying one of the indicators by "another number", the crossover point will turn out to be in a different place.
it turns out very simple and reliable to "formalise" the input conditions!
After arithmetical operations - yes "simple and reliable", but
That's why I increased the second coefficient in increments of =10 and got the lines on the history to be "in unison", - the display of price lines became much clearer! I could see at once - when there were divergences!
:)
At the same time "addition" and "subtraction" (without adding) look quite close!
Both graphs are #AA and #INTC.
Only Blue fSpreadAsk = askSymb1 - bidSymb2;
And red fSpreadAsk = askSymb1 / bidSymb2;
All names are conventional for now :)
'
ZS. Added
'Subtraction' (without domaining).
Naturally, I divide each 'tool' by its MODE_POINT, otherwise ....
I use division as well. The result is a virtual cross chart, which can be subjected to tehanalysis. And by the results it is possible to choose which instrument is to sell and which is to buy.
I'm lost in the middle of nowhere!
For the second day I cannot figure out what is the matter.
Using the forex-to indicator I entered the market according to the chart - on February 5, at the histogram's peak:
BUY FGBLH0 + SELL FGBSH0 (German papers), ÊÎÝF-TY = 1:1
I cannot seem to understand why I am in redemption instead of good profit!
Here's the current result from the demo account:
Even if I miscalculated a little bit with lots - still, not to that extent!
I'm lost in the middle of nowhere!
For the second day I do not know what is wrong.
Using indicator from forex-k, I entered in accordance with the chart - on February 5, at the peak of the histogram:
BUY FGBLH0 + SELL FGBSH0 (German securities)
I cannot seem to understand why I am in red-eye instead of good profit!
Here is the current result from my demo account:
Even if I've miscalculated a bit with lots, - still, not to such an extent!
Judging by the chart the colours of curves are mixed up, so instead of buying spread narrowing it was selling.
Another thought is more dramatic. Or maybe as a result of multiple smoothing and averaging, the natural spread goes in antiphase with the synthetic one...? А..?