Spread trading in Meta Trader - page 128

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rid >>:
Всем привет.
Пож. подскажите. Вдруг перестал работать советник.
А В ЖУРНАЛЕ ПОЯВЛ. :
2010.03.25 21:01:54 Old tick 6CM0#I30 0.98110/0.98120
 Что это означает?

it's most likely a requote, and they swore in a webinar today that there have been no requotes in B. for two years now.

 
Here's the link https://www.mql5.com/ru/forum/100317
// but there's not much clarity there...
 
Figured out what was wrong. Turns out I had recompiled it this afternoon.
And it had the old, expired 6CJ0 contract loaded by default - THAT'S WHY 6CM0 wouldn't open...
 

I use it on grains and sugar. You type in the instrument and it shows percentage increase/decrease for the period from 1 minute to a month. 4 timeframes can be set.For example yesterday after the opening of trading in the afternoon wheat fell by 1.5% in 30 minutes from the day's opening, while soybeans remained almost flat and corn dropped only by 0.45%. It would be a good entry to buy wheat and sell soybeans and corn. Then within another half hour all grains started to fall fast and reached about -2%.

Files:
archive.zip  21 kb
 
Yes... I'm disappointed in the whole spreads thing, of course... anyway, here's the deal:
spread trading is essentially no different than trading a normal currency cross
For example, let's take a chart of the gold/silver ratio over the last 7 years or so (see on the indicator):

you can see that the value of gold to silver has changed by about 2 times over this period (from about 40 ounces to 80 ounces)
Now take the EURGBP currency cross over the same period:

you can see that it's changed even in a slightly smaller range from about 0.6 to 1.0 (approximately).

One can only hope that something can be squeezed out of seasonality (I have not studied seasonality yet)
 
Gold and silver are not the best choices for spread trading. They are poorly correlated though precious metals. Not recommended. Work in commodity markets with a different focus.
 
rid >>:
Сезонная тенденция 30-летних бондов ZBM0 : - не сегодня-завтра - вниз пойдет.
А у ZN (- десятилеток) - флет наступает.
Т.е. спред должен вверх вот -вот развернуться!

ZBM0 :


And he turned around! And how he did!
 
sayfuji >>:
Золото и серебро не лучший выбор для торговли спредом. Они слабокоррелированы, хотя и драг. металы. Не рекомендую. Работайте на товарных рынках иной направленности.

I agree, not the best, but it's a matter of principle:
for example, let's take eur/usd and gbp/usd - their correlation is greater than 0.9
now open the chart of eur/gbp (i.e. their spread) -
does this look like a stationary process, which is a no-brainer to trade?
i did not check other spreads except gold-silver, but i think it will be the same there:
i.e. these spreads won't be any easier to trade than regular currency crosses
(although I'll try it first and report back later)

 
For example, take eur/usd and gbp/usd - they have a correlation greater than 0.9<br / translate="no"> now open the eur/gbp chart (i.e. their spread) -
It's not really a spread at all. It's a simple division of one into the other, no proportions, no classic difference between the instruments. Also, please don't confuse the horses with the people, but understand the materiel.
(although I will try it first and report back later)
Good point. You read the thread, don't you? And so you see that the method is capable of producing a profit, it's just not as simple as it seems. If it were so, and the algorithm was as simple as the door, there would be no one to work in the factories - everyone would trade.
 
sayfuji >>:
Это не есть совсем уж спред. Тут простая делёжка одного на другое, ни пропорций, ни классической разницы между инструментами. К тому же просьба коней с людями не путать, а разбираться в матчасти.Верное замечание. Вы же читаете ветку я надеюсь? А значит видите, что метод способен приносить прибыль, просто это не так просто как кажется. Если бы это было так, и алгоритм был прост как двери, на заводах бы некому было работать - все бы трейдили.

And how do you think the spread is different from this, as you put it, "sharing"?
---
I get it, the guy doesn't know.
Then I'll tell you
This "division" (in lit. ratio) reflects the value of one lot of spread (a.k.a. spread unit). No more, no less.
Spread is a synthetic instrument. And to plot it, you actually need to "divide" it.
So one of us is sure to be "out of the loop"... )))

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