Weekend evening - page 52
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Vladimir, thank you! We can continue offline, I have such a willingness))
As you wish.
It's difficult, or rather there will be several pairs and crosses are preferable. So it is from them that we need to select, the correlation changes, may even change during the trading session, so having made a list with ~12 pairs we need to select constantly online. Logic is like this: opened, got loss in N-points, went through selected symbols and chose maximal suitable, went in plus - all closed, and if in minus N-points*2, then we again look for the best and so on in a circle. Most often closing takes place on the 3rd pair. For the commercial version it is possible to close 1 pair if it has passed a big distance, to wait for the other 2 pairs to come to a small profit and to close them too.
Maneuvers on hedging strategies are many.
I understand correctly, the best one is the one with K correlation tends to 1 or -1?
I understand correctly that the best one is the one with a K correlation tending towards 1 or -1?
Right
Arbitrage is nothing new to anyone.
Maybe what I have in mind should be called pair trading.
Attached here is an idea.
I am new at this, don't kick me.
It is for the MT5 terminal.
An indicator for monitoring equity of virtual trades on history. It is used for several symbols simultaneously. The symbols are to be selected from the list. For each of them the deal direction and the time of opening and closing are set. The tracing of equity changes of supposedly opened deals on the history and the possibility of using them for arbitrage trading with several symbols.
I would like to start using four symbols from Chicago Stock Exchange. S&P, DOW, NASDAQ and RUSSELL. They go well together. There are microcontracts on these symbols. Of course, you can use them on others, practice will show.
At first I thought to make an indicator which attaches to one symbol. In it you select other instruments, choose the direction and time "from and to". In the basement there would be a zero line, which conditionally means balance and changing equity. This will suffice as a good idea to test the competence of the idea. It is possible to work with history and make conclusions. Thus, it is difficult to say something just looking at the charts.
What do I want to see as a result of this? I will try to find the most profitable initial reference point for opening trades as well as necessary pairs. If equity shows a stable positive and negative balance, it will make sense to keep digging. Or, at the end of the day, you may be able to choose the right place and direction of trades at once and thus be closer to the desired result immediately. Settings:
1. Depo Size
2. Start date
3. End Date
4. Symbol 1, direction, volume
5. Symbol 2, direction, volume
6. Symbol 3, direction, volume
7. Symbol 4, direction, volume
I don't know how to make it easier with the choice of symbols in the settings, the number can be different. Maybe make it so that the first line will be the chart symbol to which we attach. And below the line with empty values (or without symbol, but with some direction and with the volume of 1 contract). When selecting the symbol, another line will appear, and so on.
The picture is roughly what I would like to see.
If the end date is specified from the future, then it would be possible to observe the outcome of virtual trades in real time and possibly use the indicator to enter into real trades.
Could be wrong about the rationality of the idea, hard to say. It would be easier with visualisation.
Good evening everyone, Vladimir in particular! I have your good Expert Advisor, which trades from lines. On its basis I suggest to create a breakout Expert Advisor.
0. Apply the ATR indicator.
1. At breakdown of the line and further deviation for 3-5 spreads, set 3 stop orders on this line (line price +/- indent), counting for return (with one SL and with different TPs, all through ATR* multipliers).
1а. Provide for response delay in minutes.
2. If price went further (ATR*multiplier) remove stop orders and set limit orders (line price +/- indent) in the direction of breakdown
3. When the SL is triggered, leave the option of multiple (adjustable) re-ordering. 3.
3) Leave the option of enabling/disabling breakdown/breakdown.
4. Include in the order placing conditions an additional size of the last formed [1] and forming [0] candle H1. (> ATR)
I've moved away from the"make an MQL5 Expert Advisor fast" thread here.
But if it turns out to be a working idea, we can also think about automation.
Good evening everyone, Vladimir in particular! I have your good Expert Advisor, which trades from lines. On its basis I suggest to create a breakout Expert Advisor.
0. Apply the ATR indicator.
1. At breakdown of the line and further deviation for 3-5 spreads, set 3 stop orders on this line (line price +/- indent), counting for return (with one SL and with different TPs, all through ATR* multipliers).
1а. Provide for response delay in minutes.
2. If price went further (ATR*multiplier) remove stop orders and set limit orders (line price +/- indent) in the direction of breakdown
3. When the SL is triggered, leave the option of multiple (adjustable) re-ordering. 3.
3) Leave the option of enabling/disabling breakdown/breakdown.
4. Include in the conditions of placing orders the size of the last formed [1] and forming [0] candle H1. (> ATR)
Which Expert Advisor exactly are we talking about?
Which councillor are we talking about exactly?
Line Trader Panel
ThisLine Trader Panel?
ThisLine Trader Panel?