Spread trading in Meta Trader - page 103

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It is probably advisable to insert the calculation of the approximate lot ratio (at the moment) directly into the indicator - see the window of the bottom indicator

GC : SI = 7.65 : 10.5


 
forex-k >>:

и еще один момент

тик это не всегда пункт,и это нужно учитывать

допустим для серебра 1 тик равен 5 пунктам

That's why I take both MODE_TICKVALUE and MODE_TICKSIZE into account. i.e. both the tick value and the tick size. 

double ynax=MarketInfo(Symbol(), MODE_TICKVALUE)/MarketInfo( s2, MODE_TICKVALUE)*
(iOpen(Symbol(),0,0)/MarketInfo(Symbol(), MODE_TICKSIZE))/(iOpen( s2,0,0)/MarketInfo( s2, MODE_TICKSIZE));

It turns out (Ratio of tick values, say 10 dollars by 20) * (ratio of prices expressed in ticks). It is possible to use volatility instead of Open, but it doesn't influence much + it is necessary to define the period.


And the number of ticks per instrument is an additional option, it defines the instrument, on which it is better to execute the Expert Advisor (with more ticks).

 
rid >>:

Наверное, целесообразно вставить расчет примерного соотношения лота (в текущий момент) прямо в индюк - см . окно нижнего индюка

GC : SI = 7.65 : 10.5


The proportions are the same, only your lots are bigger :-)

 
neoclassic >>:

Пропорции те, только лоты у тебя великоваты :-)


Lots are calculated there, - to open positions at 10% risk (the Risk parameter is set in PROPERTIES) of the deposit size.

And on this demo account, the current deposit size = $200000 !

The calculation is carried out, by the way - by your formula(Jahspear has inserted this formula into my indicator).


 
Ahh, great!
 
forex-k >>:

я тут подумал и пришел к такому выводу:

оно то компенсируется но не до конца, и если вывести формулу коэффициента этого неравенства компенсаций то можно более корректно высчитать лоты

в итоге получилась такая формула:

K = V1*S1 / V2*S2;

Lot1 = LotB*K; лот первого инструмента

Lot2 = LotB; лот второго инструмента

где

K - уравнивающий коэффициент

V1 - волатильность первого инструмента

V2 - волатильность второго инструмента

S1 - стоимость пункта первого инструмента

S2 - стоимость пункта второго инструмента

LotB - базовый лот

I misspelled the formula a little.

it's more accurate.

K =( V2*S2 )/( V1*S1)

Lot1 = LotB; the lot of the first instrument

Lot2 = LotB*K; the lot of the second instrument
 

Who-know-where in mt4 you can trade rossation with a small deposit?

Do not suggestB.! (shorts on Russian instruments are prohibited in B.)

 
Finam
 

OK. spsb.

//-----------------------------

Interesting 6S & 6N tandem ( spotted on f-factorie)

Might be a good entry coming up!



 

Information for thought:

"...Intermarket spreads ("intermarket-spreads")
This type of spread consists of futures which have the same basis but which are quoted and traded on different exchanges.
For example, one buys a March futures for Light Sweet Crude Oil on the NYMEX (CLH0) and sells a futures contract for oil of the same basis on the ICE (WBSH0). Figure 2 shows a graph of this spread from April 2009 to January 2010. "

Judging by the spread chart, this option is almost 100% profitable!

Remained to find two DC, where this oil is traded on different sites.

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