Spread trading in Meta Trader - page 130

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I do not trade currency spreads.
Above in this thread there are scripts for calculating lots.
I have an indicator which calculates the size of the lot ratio.
It's an indicator that shows the spread line delta. The calculation code from the script is inserted in this one.
(see bottom window)
And the script is in the download.
Files:
lot2.rar  1 kb
 
rid >>:
Я не торгую валютные спреды.
Выше в этой ветке выкладывались скрипты для расчета лотов.
У меня индюк расчитывает размер соотношения лотов.
Индюк, который показывает линию спреда Дельта. В этот индюк вставлен код расчета из скрипта.
(см. нижнее окно)
А скрипт - в закачке.

That's pretty clever.
Can you describe it in words? Because I didn't understand what's being calculated there.
Describe the methodology, how do you think the lots should be calculated?

 
I didn't really get into it. I only remember that
double ynax=MarketInfo(s1, MODE_TICKVALUE)/MarketInfo(s2, MODE_TICKVALUE)*
(iOpen(s1,0,0)/MarketInfo(s1, MODE_TICKSIZE))/(iOpen(s2,0,0)/MarketInfo(s2, MODE_TICKSIZE));

I think this is neoclassic's version of calculation, he is present here too - ask him about concrete calculations...
 
Listen, I think there's a big bug in the formula in the script, now I understand why your pictures are always so pretty, especially lately
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ok, let's wait for neoclassic, let him tell you how to calculate the lot in words
 
No, there is no joint here at all. The opening price of bar 0 is not the future at all.
Besides, what do my pictures have to do with it? The calculation of lots has nothing to do with drawing price lines and delta.
 
Wait, you have to ration two different instruments somehow
You can't just subtract one price from the other, that's why I'm asking you what's the ratio you multiply/divide one of the instruments by (I just thought you were calculating the lot values in the indicator and the delta is their difference)
 
I've just inserted the script code into the code of the inductor. These pieces of code work independently of each other there.
Otherwise my lot size would be calculated on every tick, which is not needed.
I've sent the index to you in your mailbox (coefficients there are for aligning dimensions).
 
how could you just put in code to calculate the lot, and yet you don't need to calculate the lot - you don't take it into account?
That's some bullshit you got there.
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You know what I'm talking about:
You're trading a synthetic instrument
To calculate the value of one lot of that instrument, you have to multiply the other instrument by a coefficient.
See the example:
gold/usd=gold/silver*silver/usd

the coefficient will be determined by the gold/silver ratio

in the same way as:
eur/usd=eur/gbp*gbp/usd
the coefficient will be determined by the ratio of eur/gbp

these ratios fucking change all the time, which is what I've been saying for the third page
and this makes trading on many spreads no better than trading on a regular currency crossover,
because this change (coefficient) is large and comparable to the change in the price of a currency cross
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I'll try to figure it out, but the main thing I don't understand is how neoclassic calculates the lot
 
I see, dude doesn't know<br / translate="no"> then I'll tell you
this "split" (and in the lit ration) is what reflects the value of one lot of spread (aka spread unit). No more, no less.
The spread is a synthetic tool. And to plot it, you actually need to "divide" it.
In short, one of us has got our heads screwed on straight.
You're confused about something, especially in terms of spreads. You're too lazy to look into the math. That's your right. You call your friends dudes dudes. I didn't drink vodka with you or serve in the army. He don't like maths, he don't like pictures of Reed. You make your own, show the results, and then give advice to whom and what is better to do.
 
knt-kmrd >>:
.... млять ..., о чем я толкую уже третью страницу
и это делает торговлю на многих спредах ни чуть не лучшей, чем торговля на обычном валютном кроссе,

For all those who don't think so!
The link below is a very useful table of seasonal trends in the commodity and stock markets FOR 2010!
The table is very useful. You may want to print it out and hang it above your desk!
http://www.pitnews.com/futures/articles/aaron/Commodity-Futures-Trading-Strategy-Grid.pdf

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