The future of automated trading: round two - page 27

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maryan.dirtyn:
a very sensible idea... But I'm afraid the methaquotes will not go for it... Even pipsing is prohibited in the Championship, although I do not know a single pipsing strategy that is capable of winning the gold in the long run.

1. Unfortunately, the rules of the Championship do not set a difference between the result obtained by "pipsing" and the results obtained by using ST-orders (in the output of the position in the CU).

At the same time, as far as I understand it, strategies that are clearly not scalping, but actively use ST in the area close to the BU, get disqualified.

2. As for the Championship, there are much more significant limitations. For example, sizes of the minimum lot and increment step.

With such values as they are now, I personally see inconveniences in working with MARTIN and MULT.

MQ at the same time expressed the idea that 0.10 lot is enough to work in the required conditions with an initial deposit of $ 10,000 (in percentage terms). I can responsibly say this is not enough for some strategies. Believe me I know what I'm saying, because I have experience of working with such a deposit on real account (under conditions of multicurrency and martin), though it was in R2 and not in MT4/MT5.

PS

If I try my own strategies on cent accounts I personally choose brokerage companies with minimal lots...

Urain:
That's because you don't know how to cook them :o)

+1.

If I wanted to use "a little but often" strategy, at least on MT4, it would show very good results even on long distances (it all depends on the strategy)...

[Andrey Nachalov]

Renat:

... When any raw stream (eSignal, Reuters etc) undergoes strong adaptive (characteristics may change daily) filtering, it would be complete madness to look for truth in them ... Even brokers are not able to make decent money playing with ticks in the market, trading for themselves ... References to "strong mathematicians in teams" ... more often some form of self-deception by company management, which is more as ... experiment ... to launch such projects.

of all the things written, I would single out this post as an epilogue to the discussion that has unfolded in the thread. spine and shelf

[St.Vitaliy]

Having read such a heated discussion of the past few days, I just can't get past it.

I don't know how this resource treats links from other resources, anyway...

As long as there are such managers, my robots have a cloudless future:

http://smart-lab.ru/blog/71569.php

And on the topic of market efficiency theory, I'll give my opinion. This theory is akin to the theory about "non-flying hedgehogs". In the 1770s a university professor conducted an experiment.

They took a log, put it in the sea - it floats, okay.

Then they took a sheet of steel and put it in - it doesn't float, not good.

This way it was empirically confirmed that hedgehogs do not fly, oy, that ships cannot be made of steel.

Exactly the same is true of efficiency theory. The market that in theory (a means of redistributing capital to improve business efficiency) and the market of today (a tool to absorb free liquidity in order to make money on the exchange rate difference of an asset rather than on the results of a running business) are completely different in nature and therefore this simplified model is clearly not worth applying, especially the consequences that follow from it.

[ksbr]

I've read it, it's interesting.

For myself, I've highlighted the advantages of the big uncles:

• Infrastructure (every day lunch with Bernanke is even more than infrastructure);
• brains (you can hire all the mathematicians and programmers you want);
• money;
• costs (your own broker, your own MM);

How these things can be decided for the small trader:

• Infrastructure: A "bank" may be placed even in an exchange building, if only for the sake of it (the question of return);
• Brains: it is a matter of luck, for programmers and mathematicians it is easier;
• Money: Market manipulation is prohibited by law, and big money in the market is often cramped;
• Costs are a problem, but if you're really desperate you can become a broker yourself, if only for the sake of it again;

Ah yes, we forgot the steak with Bernanke at 12:00 sharp - they can't take that away - insider!

P.S. And meanwhile MT5 has no range-bars and volumbars (that almost any bourgeois terminal has), no tick history of any depth, no open interest, no market delta and a "nice" cup. Will there be? WAITING!