Spread trading in Meta Trader - page 247

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Can you tell me how to make a formula for a combination like this?

buy Pound 0.02, sell Cad 0.04, buy Audi 0.05, sell New Zealander 0.06.

I want to turn this formula into an indicator

 

look for chartbuilder

 
YOUNGA:

look for chartbuilder



want to understand the principle of the chartbuilder
 
vgeny:

I want to understand the principle of construction


for the chartbuilder:

first stand equity of each currency pair:

Formula1: 0.02 * (GBPUSD-LINECLOSE(GBPUSD))

Formula2: -0.04 * (USDCAD-LINECLOSE(USDCAD))/USDCAD

Formula3: 0.05 * (AUDUSD-LINECLOSE(AUDUSD))

Formula4: -0.06 * (NZDUSD-LINECLOSE(NZDUSD))

then Formula5: F1+F2+F3+F4

OnlyNumbers: 5

then move a vertical line to the desired start position

Explanations: the function lineclose() returns the close price of the currency pair, in this case the starting price; as a result, in parentheses we have the difference in pips, which we have to convert into the deposit currency (here USD); to do this we multiply the expression by the pip value, this should be done only for currency pairs without USD in the denominator; if you need more explanations, welcome

everything is much easier to do with a wonderful indicator Virtual Equity, the formula is much simpler there GBPUSD+0.02 USDCAD-0.04 AUDUSD+0.05 NZDUSD-0.06, all the intermediate calculations the indicator makes itself, you only need to draw a trend line to set the start and end points, and I made a handy variation of this indicator for myself, you can find in codebase: Equity Hedge Graph

 
is it sure it can do that? then Formula5: F1+F2+F3+F4
 
That's how HENEFIX wrote the synthetic formula:

>>>>>>>>>>>>>>>>>>>>>>>>>>>

hrenfx 2013.03.01 11:39 # RU

Young:
Is there any prospect to trade EURJPY/USDJPY-EURGBP*GBPUSD in the MT4 tester under Fxopen the spread is about 15 pips

Trading is simply this kind of synthetic:

Synth = EURJPY^(-1/4) * USDJPY^(1/4) * EURGBP^(1/4) * GBPUSD^(1/4) - one variant of a cointegrated synthetic that has Bid and Ask prices at any given time.

......

P.S. You should forget about addition and subtraction in synthetic formulas.

<<<<<<<<<<<<<<<<<<<<<<<<<<<<


about + - also wrote

That's what I want to know how a chart builder combination will look like (I know how to work with a chart builder). What is important is the approach, the algorithm for constructing such formulas, which I can use to build formulas for other combinations

 
Let's question the dickfx entry - write down this expression without degrees and the same result (the minus in the degree determines the direction in the transaction)
 
vgeny:

Can you tell me how to make a formula for a combination like this?

buy Pound 0.02, sell Cad 0.04, buy Audi 0.05, sell New Zealander 0.06.

I want to make an indicator out of this formula.


Look at this construction (chartbuilder already mentioned above): http: //procapital.ru/showthread.php?p=1193559#post1193559

Or a simple spread indicator for 4 instruments: http://procapital.ru/showthread.php?t=28081&page=184&p=1040139#post1040139 - enter names of currencies and their position sizes with corresponding signs. And you may have to use the ENV.DEV parameter to adjust the channel limits.

 

I wonder how you can take a currency pair to a degree?

what would be the physical meaning?

 
transcendreamer:

I wonder how you can take a currency pair to a degree?

What would be the physical meaning?


There is something to do with calculations like this: https://www.mql5.com/ru/forum/114579/page18 but how to do it for currencies which do not have a single link is not entirely clear

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