Spread trading in Meta Trader - page 168

 
leonid553:

Ok. Please charge it too on the euro chart 6EH1

The rest of the parameters:


I forgot to warn you. Every time you start mt4 you have to flip back and forth between timeframes - because otherwise the tool won't draw the spread correctly. I don't know why.

And with the internet disconnected, it often does not work...

 

With the internet disconnected a lot of parameters from the trading environment are null.

Since the indicator is multi-currency, the history should also be pumped up by the relevant FI.

 

Here's another curious triple spread. Silver-platinum-palladium.

Gold is better not to be taken here.

If we estimate the situation by the divergence of price lines, now on m15 a short term entry can be realized

"Platinum vs (silver + palladium)" - the spread is built for this version of entry.

My inductor has calculated the dimensions - in the picture. Platinum is taken with a double lot, as it is against all now.

Some disadvantage - too big an asc bid for palladium.... But you can catch the moment when it is minimal.

hrenfx, - And how would your indicator calculate the size in this version of entry?

Palladium for calculations in the indices is strictly set - ticker PAH1#I

 

Entered experimentally in tiny lots. We'll see how it turns out tomorrow:

 

And our currency triple RP-6E-DX I closed recently. There you go:

 
leonid553:

hrenfx, - And how would your indicator calculate the dimensions in this version of the input?

In order to calculate the dimensions, I simply run Recycle2. I don't do anything else.

It is important to understand the interval for which the calculation is done. Here is a smaller interval (between the vertical blue lines) with a much more attractive spread:

Statistical arbitrage has been talked about in a general way on this forum. Now just pictures.

 

Yes, - that's why I asked. It's a little different for me:

 
The construction interval is specified in the number of bars (Depth). In the drawings, the number of bars was 1000.
 
leonid553:

Here's another curious triple spread. Silver-platinum-palladium.

Gold is better not to be taken here.

If we estimate the situation by the divergence of price lines, now on m15 a short term entry can be realized

"platinum vs (silver + palladium)" - the spread is built for this version of entry.

My inductor has calculated the dimensions - in the picture. Platinum is taken in double lot as it is now - against all.

Some disadvantage for short term trading - too big an asc bid for palladium.... But it is possible to catch the moment when it is minimal. ... ... ...

Entered experimentally with tiny lots. We'll see how it ends tomorrow:


Here's the result of closing positions (now closing) when the price lines converge:

.

 

Apparently, it is no coincidence that April platinum is going up so much. Here is a graph of seasonal trends from MRSI (http://www.mrci.com/web/index.php)