Spread Trading

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Re: Spread Trading

Postby fxm12000 » Tue Apr 05, 2011 7:55 am

Thanks for making this two additional versions of spread indicator. Can you change threecurrencyspread in form that on chart only threecurrencyspread line will be visible since sometimes value of spread and threecurrency spread is so different that on indicator you cannot visualize the difference.
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Re: Spread Trading

Postby Trader1 » Tue Aug 30, 2011 7:20 am

Thanks for this

a very nice addition!

:idea: a suggestion

is it possible to add the pips between the pairs to view as numbers?

it's hard to see how many pips on a gap on just looking at the moving average line.

and it would be good to know how much the correlation is in numbers like on the mataf.net site

Thanks
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Re: Spread Trading

Postby Apprentice » Tue Aug 30, 2011 4:25 pm

It is possible, unfortunately in the last few weeks I do not have a lot of free time.
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Re: Spread Trading

Postby Apprentice » Sun Sep 30, 2012 4:32 am

Indicators are updated.
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Re: Spread Trading

Postby Jeffreyvnlk » Mon Oct 29, 2012 11:24 pm

Apprentice wrote:
Spread.png

Spreads show the difference in price between two securities.

A spread Trading involves buying one security and selling another (currency pair).
Profit opportunities arise from the narrowing or expanding of the difference between the two securities.

Spreads are typically constitute between securities with high correlation.
Exploit temporarily disrupted relationships between securities.

Opening at the same time Long & Short position we expect that one of securities will rise faster (or fall more slowly) than the price of other.

You can also spread a single security, by buying one contract and selling another with different maturity.

Spread.lua


This indicator is using new "getSyncHistory", new "simpler" way to retrieve Historyc data.
Currently, 30th September 2012, is available only in beta.

If you do not have a beta version of TS,
You can find it here.
viewtopic.php?f=30&t=20383


Sorry for ask not so well-thought question: Are we trading EUR/USD by long/short EUR/JPY and USD/JPY at the same time ?
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Re: Spread Trading

Postby Apprentice » Tue Oct 30, 2012 2:55 am

Yes, you trade both.
In opposing positions.
This minimizes your risk,
and your profit from the spread normalization.
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Re: Spread Trading

Postby Jeffreyvnlk » Tue Oct 30, 2012 2:06 pm

Apprentice wrote:Yes, you trade both.
In opposing positions.
This minimizes your risk,
and your profit from the spread normalization.


In combination with COT , it would be great. Some currency will move faster when COT in extreme
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Re: Spread Trading

Postby Jeffreyvnlk » Mon Apr 29, 2013 4:20 pm

It was appreciated if you could make this indicator called Spread Oscillator (SO):

A. Modified spread: dividing 1 instrument by 2rd and then multiplying by 100
B- Subtract a 5-period exponential moving average of A from a 15- period exponential moving average of A as well

Long and short 1st instrument when SO crossing above or below Zero line

Thanks in advance
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