Spread trading in Meta Trader - page 238
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Some DCs for futures instruments have their own specification parameters rather than exchange parameters. It is not clear where it came from.
The question is not only for Leonid.
Now MetaTrader 5 is installed (in test mode, for now) by some reputable brokers. In particular"MetaTrader 5 for working with futures on the FORTS market" (from the news of the broker I'm interested in). Has anyone tried working with spread indicators in MT (albeit not on the forum topic) 5 and trading in QUICK? (Exactly "spread trading" albeit manually. I traded with MT4 and Quick myself).
About the relevance of quotes in MT5 of the broker I'm interested in, I don't know yet, but ... But ... "if, then".
I think that "binding" the seasonal trends, proposed by Leonid, to FORTS will also be a problem. Not interested yet.
I.e. the question sounds as follows: Has anyone traded spreads in FORTS (in manual mode), using Leonid's indicators for MetaTrader, including the analysis of seasonality?
Unfortunately, for the instruments available in Quick, which are usually Russian instruments, there are no seasonal statistics at all. I did not come across it.
I tried to arbitrage on rossakii in mt4, but the short-term (m15) arbitrage is inexpedient there, because of the inappropriate "asc-bid" in mt4.
Greetings all! Curious seasonal pattern on the gold-platinum spread:
http://www.profi-forex.org/birzhi/futures/gold/entry1008148423.html
Warning. Due to the threat of the so-called The threat of the so-called "Fiscal Cliff" (and as a consequence, the uncertainty of precious metal price movements) - there could be a major disruption of the described seasonality.
(p.s. - the grammar and style of my review has been heavily amended, apparently by the editor of "The Exchange Leader" - not for the better!)
Greetings all! Curious seasonal pattern on the gold-platinum spread:
http://www.profi-forex.org/birzhi/futures/gold/entry1008148423.html
Warning. Due to the threat of the so-called "fiscal cliff". "Fiscal cliff" - the described seasonal pattern could be violated.
(p.s. - the grammar and style of my review has been heavily corrected, apparently by the editor of "The Exchange Leader" - not for the better!)
Thank you, Leonid. Silver-gold also went up against seasonality...
Unfortunately, it is not possible to do so. The iCustom function does not support calling such multicurrency indices.
The only thing I can recommend you is to write a similar indicator with manual setting of multiplying coefficients directly in the EA code - look it up at: http://www.procapital.ru/showpost.php?p=1355343&postcount=2604
and check the cited links there too. If you don't understand it, ask right here!
Greetings all! Curious seasonal pattern on the gold-platinum spread:
http://www.profi-forex.org/birzhi/futures/gold/entry1008148423.html
Warning. Due to the threat of the so-called The threat of the so-called "Fiscal Cliff" (and as a consequence, the uncertainty of precious metal price movements) - there could be a major disruption of the described seasonality.
(p.s. - the grammar and style of my review has been heavily amended, apparently by the editor of "The Exchange Leader" - not for the better!)
Below are statistics for entry SELL GCJ13 - BUY PLJ13 = 1^2 from 3rd to 15th of January for the last 13 years.
I set the formula to build it so that the spread statistic is displayed in units of the gold scale:
Happy New Year to all! Happiness and good luck to all!
A modest gift for those present: The latest issue of the 34th issue of Leprechaun magazine is now available! http://www.lepreconreview.com/
The article"Techniques of seasonal trading" (p. 48) describes prospective mid- and long-term January paired entries on the multi-year seasonal trends of some commodity and stock spreads, available for realization in the MT4 trading platform of some brokerage companies. In addition, the expected seasonal movements of certain instruments of the commodity and stock market for the month of January are described.
Here are just some of the anticipated entries:
Fragments of the seasonal survey (grains)
=============
Since the first exchange working days of the new year there is a useful seasonal pattern for us in major grains! Almost during the whole first half of January the demand for "feed" instruments (soybeans, corn) exceeds the demand for wheat!
Below is a graph of the averaged multi-year (10-5-3 year) seasonal trends of the wheat-corn spread,ZWH3 - ZCH3 = 1^1, -
The spread is steadily going down in the analyzed time frame!
I even remember this entry (only inversely, ZC-ZW) from last year - I announced it at http://www.procapital.ru/showthread.php?t=41813&page=9, posts 133-135, and I remember it worked very well a year ago!
Let's look at the ZWH3-ZCH3 spread sales statistics = 1:1 from January 3 to January 15 for the last 13 years (since 2000):
The statistics (given dimensionality on the ZW scale) are quite satisfactory! The average profit (over +90 ticks) over 13 years is almost 3 times the average loss (about -30 ticks)! And the average drawdown over that time is quite tolerable!
more to come