Spread trading in Meta Trader - page 95
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Мог ошибиться "в персоналиях" - года полтора-два прошло после очередного всплеска требований у MQ хранения тиковой истории.
Просто Вашу фразу
Apparently...
Because it means that the current value of profit will be written to the file.
And in the indicator you can only see an approximate value...
I take it that testing in a tester will not work (with TesterCommander, etc.).
Yes. It cannot be performed using the standard means in the mt4 tester, I'm afraid I do not use crutches.
Me, so far the opposite experience (Naturally, I understand that one negative experience speaks only about the crookedness of the subject's hands and nothing more). True, I tried to look for correlated (by formulas) "pairs" (In this sense, Reshetov's idea from the "co-directed branch" seemed to me sensible - "correlation is when directions (straight line/beam) coincide" (I exaggerate).
Ehhh :( brains :( not all "OnArray" work correctly. And this with paired combination of all RS tools :( And how to realize analysis of "millipedes" cannot even be understood in my brain.
There is a good phrase about correlation:
To search for patterns, it's necessary to analyze the influence of various factors on MTS characteristics. And there are a great many of them. Therefore, it is necessary to connect your intuition to choose the most significant and logically justified. Example. Perhaps there is a dependence of MTS trading results on the value of atmospheric pressure in the village of Kukushkino, i.e. one can create an appropriate filter and improve the profitability of the Expert Advisor that will take into account the weather in the Russian hinterland. However, not many people will appreciate such an innovative approach to filtering, despite the fact that it can improve the profitability of the system.
Why should we select correlated pairs?
Pay more attention to the number of instruments, for example...
Посл. время на форуме появляются валютные версии по арбитражным тактикам.
Это соседняя ветка Ю.Решетова - https://forum.mql4.com/ru/29786
Кроме того, были еще версии советника от getch - https://www.mql5.com/ru/code/9356
Некоторый недостаток таких версий - это довольно значительная возможная текущая просадка.
Зачастую, приходится долго пересиживать убыток, прежде, чем суммарно "тандем" выйдет в плюс.
А можно ли свести к разумному минимуму этот пересиживаемый убыток ?
...
Добавлю, что при такой тактике у нас будут в рынке присутствовать одновременно три позиции :
Например :
бай EURGBP + (селл EURSUSD + бай GBPUSD)
Соответственно, нужен расчет оптимальных размеров лотов
I'll intervene a little bit for the above mentioned my fix. My variant trades 100% arbitrage. And not on three specific pairs, but on thousands of variants. The detailed statistics on arbitrage situations is collected immediately after runtime of my Expert Advisor, so there is an opportunity to assess whether it is worth digging 100% arbitrage or not.
Also, in the case of 100% arbitrage the drawdown does not grow because of multicurrency hedge. The entire trading part of the Expert Advisor is present and the correct calculation of lots for all of the thousands of arbitrage options. The pitfalls, however, are different.
Why pick exactly correlated pairs?
You're lying :) What about
that at some moments there are more moms going up than down
And this is correlation, isn't it!?
I'm ready to agree with you that two arbitrary pairs can jump up and down at the same time.
But here's to the cumulative total at the end of the day....
Here (there - onyx) it's either your intuition in picking pairs or you read it somewhere ;) As with the bulk of the 'spreads' in this thread.
'
Worse for my poor brains is another
This phrase.
Why pick correlated pairs specifically?
Sounded here for pairs traiding as well and I've seen it in foreign literature too. But to be sure/read that a choice of such pairs (not correlated) gives some advantages, I can't be sure yet. And I am not a believer :(.
Но вот в суммарный итог в конце дня....
Тут (там - на ониксе) или Ваша интуиция в подборе пар или вычитали где-то ;)
The basic principle of how the dance started is briefly described here.
The principle, the basic principle, of where the dance began is briefly described here.
I see why I missed it. I only read topics with interesting letters in the title :)
Немного вступлюсь за упоминаемую выше мою поделку. В моем варианте торгуется 100%-й арбитраж. И не по трем определенным парам, а по тысячам вариантов. Подробная статистика арбитражных ситуаций собирается сразу после запуска советника, поэтому есть возможность оценить, стоит ли копать тему 100%-го арбитража или нет.
И еще, в случае 100%-арбитража просадка не растет из-за мультивалютного хэджа. Вся торговая часть в советнике имеется и правильный расчет лотов для всех тысяч вариантов арбитража присутствует. Подводные камни, однако, в другом.
I didn't mean to speak negatively about your design. On the contrary, I'm going to look into the code, but I haven't got around to it yet.
By the way, what are the pitfalls you mention there?
Information for reflection.
Cocoa (ICE & EURUNEXT = 3^4)
(watch out ! - watch the ticker price !)
Я вовсе не хотел негативно отзываться о вашей конструкции. Наоборот, всё собираюсь вникнуть в код, но руки пока не доходят.
В чем, кстати, у вас там подводные камни, о кот. вы упоминаете ?
The Expert Advisor calculates everything perfectly, identifying arbitrage and sending the right trade orders... but the execution is not instantaneous, so such orders are executed with slippage, which negates arbitrage. So the problem is purely technical, not with the EA.
If we use excellent communication channels and create on their basis a liquidity aggregator from interbank platforms (or better directly from banks), then 100% arbitrage will be implemented exactly as it is done now in the Expert Advisor: between different variants of the same synthetic currency pair.
I know for a fact that arbitrage is successfully traded between the same currency pairs of different venues (for example, EURUSD at Barclays and EURUSD at HotSpotFXi). Whether synthetics are traded this way - I don't know. But if I was able to formalize it and implement it as an Expert Advisor even in such a slow and limited language like MQL4, then I'm sure it was done at high level. If not, then you have to go directly to the current liquidity aggregators with a business proposition...
There is another nuance, if the bank finds out (unconfirmed information from conversations) that it has been used for arbitrage, it reserves the right to at least cancel suspicious transactions. The explanation for this is simple, the bank did not have enough information about the rates to create the arbitrage opportunity. Or it may have made a mistake.
Информация к размышлению.
Какао (ICE & EURUNEXT = 3^4)
(осторожно ! - следить за ценами тикера!)
Here is the "smart" setting of Ask and Bid tickers for this instrument against the price of Last.
It is better to stay away from a CC instrument in B., because when you open a position, you make a loss comparable to the spread of the daily price movement. The same thing happens when the position is closed.
That's how the Ask and Bid tickers are set "smart" in B. for this instrument against the price of Last.
Perhaps, this tandem (C+CS) will work more correctly in other brokerage companies.
kombat 17.02.2010 11:20
Hi all!
Lately there have been appearing on the forum currency versions
of arbitrage tactics.This is a neighbouring thread by Reshetov - https://forum.mql4.com/ru/29786
Besides, there were also versions of the getch advisor - https://www.mql5.com/ru/code/9356
Some drawback of such versions is a rather considerable possible current drawdown.
Often, one has to sit on the loss for a long time, before the total "tandem" comes to profit.
But can this sitting on the loss be reduced to a reasonable minimum?
There is a more interesting option...
When trading in the "basket" there is quite often a profit zone.
If you set your Expert Advisor to a certain profit percentage, it will close...
I was just considering this issue. Of course, it's not arbitrage, but it's definitely paitrading)))
Here, the main symbol is EURUSD, the second one is inverted USDCHF, the third window is a virtual cross,
the fourth is Equity calculation in pips, and the fifth is the delta.