Spread trading in Meta Trader - page 198

 
leonid553:

Another interesting signal for arbitrage entry was found. Sell copper-silver spread:
SELL HGG2 - BUY SIH2 = 2^1
The price lines here have diverged and are set to converge. And the spread indicator line has deviated upwards and seems to be preparing for a downward reversal:



We'll see how it ends here on Monday! Good luck everyone!


I got up too late today and therefore my entry was too late. Nevertheless, now I closed positions with total profit. Really tiny....

Ideally, I should have entered the spread on Friday, before the trading was closed. But I missed it - I noticed this signal too late!

 
leonid553: 31 ЯНВ.

As of the end of January, the soybean spread is supposed to be bought: buy ZSK2 - sell ZMK2 (flour-beans). To make the spread more balanced m reduce the risk - I use here, in MT4 not the exchange ratio of 1:1, but take ZSK2-ZMK2=2^3!
The figure below is a more detailed chart of multi-year seasonal trends (1-2-3-5-8-12) for the specified position size ratio. Here we can clearly see that we'd better split the buying of this soy spread into 2 stages:
The first stage is tomorrow's buying before February 12. And the second stage, - buying from February 22 until around March 5!


Closed this spread now with a profit! Since the seasonality ends, besides the average long-term profit of the first half of February, this spread has already worked out:



It remains to be regretted that I was stingy and entered with small amounts on this spread!
Now we wait for February 22 and again we will evaluate the situation for another seasonal buying of ZS-ZM=2^3 spread!

 
даleonid553: 1 февраля

By the way, just today the MRSI website's home page has the seasonal new entries freely available:

buying soybean oil and ...... http://www.mrci.com/web/index.php

For detailed statistics - click on any of the charts there and wait 10-15 seconds for detailed table charts to load!

Not really on topic. But since there was an announcement here, we should put a point! Soybean oil did very decently in the seasonality of the first half of February (first arrow)! But now there is a correction coming (and it already started at night), so it makes sense to temporarily close the oil purchases and resume them after February 18-20, according to the situation:

The current situation for ZL oil is on the chart below. The price broke through the support trend line and is clearly set for a further correction or sideways movement:

 

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An arbitrage situation has occurred at the silver-gold spread, XAGUSD - XAUUSD = 1^2

Wait for the price lines to converge (triangle will turn sideways to the right) and buy the spread: BUY SIH2 - SELL GCJ2 = 1^2

Good luck to all!

 
leonid553:

An arbitrage situation has occurred in the silver-gold spread, XAGUSD - XAUUSD = 1^2. Wait for the price lines to converge (the triangle will turn sideways to the right) and buy the spread: BUY SIH2 - SELL GCJ2 = 1^2 . Good luck to all!


The price lines have almost converged! And the spread line has reached (well, almost!) the upper limit of the channel. I am closing positions at a small total profit, - as expected!

Congratulations to those who took advantage of the recommendation!

 
leonid553:


The price lines have practically converged! And the spread line has reached (well, almost!) the upper limit of the channel. I am closing positions in a small total profit, - as expected!

Congratulations to those who took advantage of the recommendation!


Hello, Leonid - I looked at Broco - there are no contracts with such a long delivery month yet... so I'm not using the full range of opportunities, even from the ones you suggested

Of options... As long as I trade with them in demo mode, it's a bit uncomfortable to ask their support team for quotes for months like J-April...

Maybe then come here to test approaches to trade spreads, while in demo - options ... Recommend... Thank you.

 

Good afternoon.

You should have written about this problem a long time ago. It is solved in a couple of minutes. On a simple demo there are really only short-term (often illiquid) contracts. Right now, open a new demo account, but set the server to "Contest" (any of the two). There are at least 2-3 contracts for each instrument there!

By the way. The Orange Juice Spread is now a possible prospective buy through February 25-26:

Here is the seasonal spread chart:

Yes and singles juice is now turning around - you can clearly see it in the chart above. The down-trend in seasonality should change to an uptrend by the end of February (JO juice trading starts at 5pm Moscow time):

 
leonid553:

You should have written about this problem a long time ago. It is solved in a couple of minutes. On a simple demo there are really only short-term (often illiquid) contracts. Right now, open a new demo account, but set the server to "Contest" (any of the two). There are at least 2-3 contracts for each instrument there!

By the way. The Orange Juice spread is now available for prospective buying until February 25:

Here is the seasonal spread chart:

Yes and singles juice is now reversing - you can clearly see it on the chart. The up-trend in seasonality should change to an uptrend by the end of February (JO-juice trading starts at 5pm Moscow time):


Oh! Thank you, Leonid (I thought we were on a first-name basis). I'm doing it. I'm working it out.
 

All done. Thank you, Leonid.

Could you please show a screenshot or a description of the indicator parameters - my indicator refuses to draw channels...

And what is the ratio of open volumes... If you don't specify it, is it 1:1 by default?

 

Right - on "you" - remembered!

Yes, - calendar spreads (i.e. for different contracts of the same instrument) are always taken 1:1 (and EquityScale = FALSE for calendar spreads).

Channel width ( Env.Show = true; // Show Env.

selected by the Env.Dev parameter // Env deviation in percents

Charge the spread indicator to the ticker chart #I (and the Price Line Ind. is not needed here at all):