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Whoever downloaded it, please delete it. - delete it. Found a mistake! Fixed it!
Here - in the download corrected version.
Why is it that when I first open a trade using your script Market_Buy1_Sell2 , both orders trigger, but if I want to average, only one triggers.
EXAMPLE
Sell - GCG0
Buy - SIH0 - both triggered
AROUND a little later
Sell - GCG0
Buy - SIH0 - only SIH0 to buy triggered
GCG0 to sell - Had to open manually.
Maybe I'm dumb, or maybe there's something in the script???
Good health to all!
Very interested in this topic. I've been dealing with pair trading myself lately.
I do not quite understand. Why do you perform the analysis on traded instruments (for example GCG0) and not on indicative instruments (for example GCG0#I)? Also, I do not understand why you look at the profit, with open positions in the column "balance" and "equity", because this profit is fake!!! HOWEVER, positions are opened and closed on the traded chart (for example, GCG0) at indicative prices (for example, GCG0#I). And then your perplexity is clear, when profits seem to be hovering, and you start closing and "something" has eaten your profit!
Conclusion: You should not pay attention to the quoted price of the instrument being traded, and thus to the profit, which is displayed in the client terminal when the position is opened. And make a calculation that shows the current real profit. That is the current price in the indicative (GCG0#I) minus the opening price (Bai in this example). Then on m1 you will have no problems at all!
About the calculation of lots of an instrument I'm more inclined to the ATR ratio on m1 with a period of 60. When the ratio changes while the position is open with large volumes it is reasonable to buy or sell some part of one of the instruments. Because volatilities change over time. And the conditions that were at the opening will not always be valid for the current moment. But these are subtleties.
Всем доброго здоровья!
Очень интересна эта тема. Сам разбираюсь в парном трейдинге последнее время.
Не совсем понимаю. Почему вы анализ производите на торгуемых инструментах(например GCG0), а не на индикативном (например GCG0#I). Также не понимаю, почему вы смотрите прибыль, при открытых позициях в графе "баланс" и "эквити", потому как эта прибыль - липовая!!! ТАК КАК открывается- закрывается позиции у нас на торгуемом графике (например GCG0) по ценам индикативного (например GCG0#I). И Тут понятно ваше недоумение, когда прибыль вроде бы висела, а начали закрывать и прибыль "ЧТО-то" съело!
Вывод: Необходимо не обращать внимания на котировки инструмента торгуемого,а значит и на прибыль, что отображается в терминале при открытой позиции. А делать расчет, показывающий текущую реальную прибыль. То есть текущая цена на индикативном (GCG0#I) минус цена открытия (Бая в данном примере). Тогда и на м1 у вас никаких проблем не будет!
Yes it is very important to consider the real total profits
I made a looped script to show the real profit
you have to specify the correct order wizards (if a wizard is the same then specify the same ones), the base lot and the names of the instruments
Ну а теперь до завершения советника не хватает только четких математических правил входа и соответственно переворота позиции. Всё остальное уже есть: И лоты и профит реальный видит.
What is the purpose of a rollover? Just exit on a given total profit
neoclassic, поясни пожалуйста в твоем скрипте какой инструмент нужно вбивать в символ 1 и в символ 2. Пример: в одно и тоже время вбивал и так и наоборот:
1. – КСК0 = 0,34
ССК0 = 0,55
2. – ССК0 =0,81
КСК0 = 0,5
Какой вариант правильный и почему если внести эти же символы через 1 минуту цифры будут уже другие.
Спасибо
It is not a matter of principle. The proportion is the same for any sequence, so you can enter any pair of lots. I'll finish the script later, it will become more convenient :-)
KiLL-ll писал(а) >>
As for the calculation of instrument lots, I'm more inclined to the ATR ratio on m1 with a period of 60. If the ratio changes while the position is open with large volumes, it is reasonable to buy or sell some part of one of the instruments. Because volatilities change over time. And the conditions that were at the opening will not always be valid for the current moment. But this is the subtlety.
The idea, yes. I have so far gotten to the point where APR period = average position holding time.
rid, скажи пожалуйста, почему при открытии в первый раз по твоему скрипту Market_Buy1_Sell2 оба ордера срабатывают, а если я хочу усредняться, то срабатывает только один.
может я туплю, а может и в скрипте чего???
Set a different magik at each input and you won't have any problems! That's what the magik is for! - So that it is different for each tandem.
And so you could close any tandem by the advisor of I. Kim(http://www.kimiv.ru/index.php?option=com_remository&Itemid=13&func=fileinfo&id=44 ) according to the set magik - without touching other tandems!