How does MetaTrader 5 calculate profit? - page 9
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But then the point of leverage is lost, we will always be borrowing the whole amount from the broker, it makes me kind of wary.
К сожалению, Вы отняли слишком много моего времени, заявив об ошибке в вычислениях. Надеюсь, Вы поняли причину своих заблуждений.
I'm not going to waste any more time on this issue.
I understand quite well: you have no answer.
Renat, excuse my insistence, but I wondered what the result would be because of your experiments and I have very serious concerns.
Aswe have seen, for the crosses, the cost per tick forthe loss is always greater than the cost per tickfor the profit. The difference is equal to the spread of the second currency.
It is likely that these values will be automatically calculated from the prices of majors on Market Watch.
If a trader has a trade on EURGBP (accountUSD), the difference in the value of the tick will depend on the spread on GBPUSD.
Each widening of the spread, will decreaseprofit/increaseloss!
The broker will have the ability to adjust the outcome of a trade on EURGBP by changing the GBPUSD spread.
( Pardon my doubts and my Balkan mantalitet, but here, in Bulgaria, the topic of "correctness brokers" is very topical.
By the way, it is the "correctness" of the Bulgarian brokers that has led me to deepen my study of themargins and profits of the cross pairs.)
Now the "kitchen" will have a very powerful weapon ! And they can crawl all they want...
This is an option if the value of the tick is calculated from MarketWatch. If the broker has the ability to change the tick_value directly through the admin on the server, then the situation is much worse...
Very interesting, how it will be done for real accounts.
It would be good to have some protection against abusive behaviour of brokers to traders.
Good luck !!!
Yes, I suspect that the way things are now is only good for the trader. Mr. Manov, don't worry, everything is all right ))
ZS: This thread has been a real pain in the ass for me.
Aswe have seen, for crosses, the value of a tick fora loss isalways greater than the value of a tick fora profit. The difference is equal to the spread of the second currency.
Progress is evident. The statements about the inaccuracy of the calculations have been replaced by complaints about the unfairness of life. But you don't resent the fact that the interest cost of a loan is always higher than the interest on a deposit at the same bank, do you?
Rosh, this is absurd!
The calculation is wrong!And the point is very dubious!!!
And I thinkyou're the one who understands it...
papaklass 2012.03.21 08:06 #
Да, господа программисты, и как же Вы торгуете с такими рассуждениями?
ah hm ))
Let's try to come at it from a different perspective.
You don't trade like you said. All is ready and you only need to redeem the result of your efforts.
On the example of an abstract trading platform.
You have a lot of money, rubles. You came to the platform and said: I want to trade on the instrument SHALABUSHKI / KAMUSHKI.
Do you have any money? - They asked you.
- Yes, you said and showed me the case with the money.
- Good, we told you to let it stay with us for a while, welcome to Papa class, we've been waiting for you for a long time.
at the end of the day you will have either profit or loss
if you have a profit , then you will sell the organizers earned KAMUSHKAS for rubles
if losses, you will not be given back your suitcase, until you buy for your rubles, lost quantity KAMUSHKES
it is clear that the rate KAMUSHKI/RUBLE has a spread.
Or using Roche as an example
Rosh 2012.03.20 06:35 #
Manov:
Manov, let's make it simple. You bet on the outcome of a football match between Spain and Italy.
If Italy wins - you win 10 Euro.
If Spain wins, you lose 10 Euro.
To pay back your losses in Euro, you need to exchange Bulgarian levs to Euros in Exchange - so buy 10 Euro for X levs.
You can exchange your winnings to Y BGN at the exchange office. Do you agree that X = Y ? If you owe, you buy at a higher price. If you make a profit, you sell cheaper. And all this at a currency exchange office.
The example can be expanded for details
To begin with both have to put a live 10 euros on the barrel , each . To do this each has to buy 10 euros with levs, at the Ask price. Then they place it on the barrel. Then one takes back the 20 euros and the other has a loss in leva.
Now the first exchanges the 20 euros at the bid price into leva.
We have one extra buy sell from the winner 10 euros ( a loss on spread )
And if they come to the ready site, leave their wallets as a deposit, then at the end they simply pay the loss on asc and redeem the win on bid.
................
according to the results of your daily buy and sell actions, by the end of the day you will have either profit or loss in the KAMUSHKAS
if you have a profit, you will sell your BOM for rubles to the organizers
if losses, you will not be given back your suitcase, until you buy for your rubles, lost quantity KAMUSHKES
of course the rate KAMUSHKI/RUBLE has a spread
..........................Misha this pravokacation ? I would of course approve one-time conversion at the end of the day (on the net result of all my trades.)
Seems fair enough. Getch claims that this is about the way things are done in the exchanges.
it's details )