Spread trading in Meta Trader - page 195
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(quoting my message)
The CL-HO (oil-fuel oil) spread season ends today or tomorrow! Who has not yet left the spread - looking for an opportunity to close positions! The profit is successful!
(Total profit on the oil scale was more than +400 points!)
Another seasonal entry is looming on the soybean flour-oil spread:
ZMH2 - ZLH2 = 1:1
A graph of the multi-year seasonal spread trends according to the MRSI website is shown in the figure. I have marked the January movements of this spread with arrows:
If we plot a more detailed seasonal average of this ZM-ZL spread, we see a curious pattern. From about January 8-10 the spread rises sharply, impulsively, where it is fixed until January 18....
Since the seasonal entry date for buying the spread falls on a weekend, we can open positions right now (or on Monday):
buy ZMH2 - sell ZLH2 =1^1
===========
This "Friday" (or yesterday's) entry pleased us! Right away the spread ZM-ZL actively went up, seasonally, and in two days of trading it managed to pass about +150 points (on the scale of ZM flour) in profitable direction:
Almost in two days the average two-week seasonal spread has been worked out! Today, at the opening of evening grain trades (after the break, at 19:30 Moscow time), we'll be figuring out whether to lock in the total profit. And calmly wait until January 18 to sell the spread...
A curious and promising short-term entry is outlined by a non-standard currency spread EURGBP-DXH2 = 1:2 (EUR£-USD) at tf=M15.
We wait for the beginning of the convergence of price lines and sell both instruments simultaneously! Closing of positions - in a point of convergence (crossing) of price lines of the upper indicator:
sell EURGBP - sell DXH2 = 1:2
A curious and promising short-term entry is outlined by a non-standard currency spread EURGBP-DXH2 = 1:2 (EUR£-USD) at tf=M15.
We wait for the beginning of the convergence of price lines and sell both instruments simultaneously! Closing of positions - in a point of convergence (crossing) of price lines of the upper indicator:
sell EURGBP - sell DXH2 = 1:2
I closed my positions at the point of convergence of price lines - with a tiny profit in total.
Almost breakeven:
========
wersuk, what - you suggested - is not spread trading. Moreover, your idea is already implemented in MT4 - there's an "installed" Expert Advisor for automated trading - Moving Average!
Besides, the article https://www.mql5.com/ru/articles/1385 - has a description of choosing optimal parameters by your tactics (taking into account that the main thing here - not the lot size, but the entry/exit point)!
If you're a trader, I'm sure you'll be able to find the best way to trade with me... If you're a trader, you'll be able to find the best way to trade with me...
I've been interested in pair trading for a long time, but I never got around to it.
You need to sort out the designation of the futures contracts. Those contracts - which were loaded into the template - are from last year (the last digit is the year) and have long expired (experimented). Now, the current liquid contracts are different, besides in mt4 Alpari the designation is not exchange - but its "own": #SIH2, #GCG2.
But that's not all! In Alpari, the size (in pips) and tick value of the silver and gold futures are also not exchange ones, - but some "own" ones, so the ratio of position sizes here will be different. The price line indicator has calculated this ratio approximately as #SIH2: #GCG2 = 3:1 (see 1.00:0.36 in the right window of the indicator).
This is the ratio that needs to be "charged" in the spread indicator. And the volatility option for drawing price lines should also be disabled. Then we will get such a chart in the mt4 Alpari:
PRICE LINE INDICATOR Options for mt4 Alpari:
Spread indicator for mt4 Alpari:
I'm a little confused by the mt4 ALPARI such a non-exchange SI-GC=3:1 ratio, so - before real trading, scrupulously work out THIS SPRED ON DEMOCRETARY.