Spread trading in Meta Trader - page 122
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DAX and USDCHF have broken up nicely, you can try to enter
The Euro was going down vigorously.
But now Europe finishes trading and you can try.
On the correction the Euro...
USDCHF + DXM0
It was a bit early to enter at the time.
The Euro was going down vigorously.
But now Europe finishes trading and you can try.
On the correction of the Euro...
USDCHF + DXM0
i got a good entrance on 5M and i already confirmed it on 5M. i got a small profit, but i can try it.
You can try to go in on GFJ0 and LEJ0 meat. I rushed a bit and went in an hour ago, now seems like a good time to me
1997-2007
Seasonal schedule by livestock.
1997-2007
Thank you for the information, only I don't understand which contracts to buy and which to sell.with delivery in December LE to buy and with delivery in February HE to sell ?
посидел с калькулятором,учел стоимость пункта и среднюю волатильность за месяц, неделю и примерно получается 1:395.не знаю насколько правильно,но для себя я так рассчитываю плюс скрипт лот2
The methodology for calculating lot size depends on the spread methodology - in this case your price lines. If you do not use any weighting factor for the lines, then the lot size should be the same in the currency of the deposit. Volatility and other things have nothing to do with it. Volatility should be taken into account when determining when to enter, but not lot size.
The physical meaning of the process: let's take, for example, silver and gold, two metals similar in their use properties. The hypothesis is that we assume that they "move" together, i.e. if gold goes up in price by 5%, then silver will also go up by 5%. Gold has jumped sharply, and silver is slowing down, i.e. they have diverged - the spread has increased, you can trade gold down, silver up. So you have to invest the same amount in each metal. Gold lot size in dollars should be equal to silver lot size in dollars. And so for any instrument.
timbo, smart man, explain to me
why the textbooks and articlesteach you to consider volatility and
point value?
Here is an excerpt from the article:
the guy who wrote this calculated the average daily ATR
over 6 weeks, and then he calculated the pip value and figured out that
FDAX and FESX should have a 1:5 lot ratio
And this banana (here he is by the way, John Netto, president by the way):
didn't say a word about cointegration, he just said he was using
trading instruments with correlation >0.9
---
Personally, I still can't figure out why
why we need to take volatility into account and why we need to
why 6 weeks and not 8 or 246?
but it is a fact - even the presidents of LLC take volatility into account
Физический смысл процесса: берём, например, серебро и золото, два сходных по своим потребительским свойствам металла. Гипотеза заключается в том, что мы полагаем, что они "двигаются" вместе, т.е. если золото подорожало на 5%, то серебро тоже подорожает на 5%.
You need to balance the lots so that a 5% change in gold and a 5% change in silver are equal in the currency of the deposit. Hence the normalisation for volatility. For gold, 5% can be 100 pips and for silver, 50 pips.
СПАСИБО за информацию,только я не понял какие контракты покупать, а какие продавать.с поставкой в декабре LE покупать и с поставкой в феврале HE продавать ?
This is essentially the LE / GF cross chart .Either - if we enter buy LE / sell GF, then (as can be seen from the blue seasonal chart) we can assume that our total profits will fall in March and rise in April-May.
Approximately like this.
//--------------------------------
According to the seasonal trend on Friday(B.) I entered on grains SELL ZWN0 + BUY ZCK0
Both positions went in the plus.
Seg. morning, now - discovered that during the night SELL ZWN0 was impudently, unceremoniously closed without any warnings and notifications.
2010.03.12 17:28 sell 0.08 zwn0 494.00 0.00 0.00 2010.03.16 04:04 493.25 -0.80 0.00 0.00 3.00
Please use previous contract