Spread trading indicator/strategy

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Spread trading indicator/strategy

Postby marcolivorno » Sun May 28, 2017 7:10 am

Good morning, lately I'm using a system that seems to work very well: I apply the ratio indicator to a pair of dax30 and eurostox indexes with a 15 minute time frame. Then I apply the bollinger at 200 times to the ratio and an average to 240 times, always at the ratio. I expect that the ratio comes out of the bolling bands and when it comes back (from the top down) by short on dax and long on eurostoxx; If the ratio comes out of the bollinger bands from below and then falls from bottom to top within long on dax and short on eurostox. I leave the trade when the ratio comes to touch the moving average. Question: Can you have an indicator that sends a notification when the ratio comes out and falls into the bollinger bands? Even a strategy would be interesting. Thank you.
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Re: Spread trading indicator/strategy

Postby Apprentice » Mon May 29, 2017 6:10 am

Sure.
Can you share your screen?
Maybe, add a screen Layout.
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Re: Spread trading indicator/strategy

Postby marcolivorno » Tue May 30, 2017 3:47 am

GER30 m15 (05-30-2017 0835).jpg
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Re: Spread trading indicator/strategy

Postby marcolivorno » Wed May 31, 2017 3:47 am

GER30 m15 (05-31-2017 0837)appentice.png
GER30 m15 (05-31-2017 0836)marco.png
ger_esp_apprentice.jpg




Good morning, the indicator seems to work differently. Does not provide the same result as mine. I attach the pictures. thank you.
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Re: Spread trading indicator/strategy

Postby marcolivorno » Thu Jun 01, 2017 3:36 am

Good morning, I tried downloading again and doing the reverse but it does not work. At the time I'm writing, the dax is worth 12644 and eurostox 3565. the ratio should be 12644/3565 = about 3.55. The indicator instead calculates 0.28. thank you.
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Re: Spread trading indicator/strategy

Postby marcolivorno » Thu Jun 01, 2017 9:53 am

Good afternoon, you're right, okay. I probably had a problem with marketscope. Can you apply the calculation of bollinger bands to the ratio?
Thanks
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