Discussion of high-frequency trading on MT5

 

1.Has anyone tried to write such a robot yet?

2. If such a robot is written, how long would it take to test it ?

3. How much would such a robot cost if ordered through the job service ?

 
server:

1.Has anyone tried to write such a robot yet?

2. If such a robot is written, how long would it take to test it ?

3. How much would such a robot cost if ordered through the job service ?

What do you mean by "high frequency" ?
 
Heroix:
What do you mean by 'high frequency'?
(HFT) (HFT)
 

3. about the price, I associate with pipsing / scalping all depends on how you describe the terms of reference, the programmer benefits to raise the price, if you write so and so write a high-frequency trading, and God forbid you say clever words - it will cost 50-100 or more

1. i have two ways of interpreting high-frequency:

1) pips trading - easy to write, but haven't come up with a good trading strategy yet

2) trading on sharp price movements, where the timing of order execution is very important, for me it is news impulses and I am finishing such an Expert Advisor

2. As for the test, if I'm worried about it I guess I still don't understand what is high frequency trading, opening orders in the tester does not take much time, some people on this forum think that any strategy in a test of 8 months should take about 10-15 minutes

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
  • www.mql5.com
Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 

HFT is a very different kind of trading. It is not scalping as many people think. The differences are fundamental to everything. In equipment, in software, in strategies, and especially in the entry threshold resulting from the totality of all reasons. You need at least $15-20m to launch such a start-up alone.

Высокочастотный трейдинг (HFT) с использованием FPGA
Высокочастотный трейдинг (HFT) с использованием FPGA
  • habrahabr.ru
Данная статья рассказывает о разработке узкоспециализированного аппаратного устройства для целей HFT. Его специализация направлена на достижение минимально возможных временных задержек для обработки рыночных данных и, следовательно, на уменьшение времени раунд-трипа при осуществлении сделок. Реализация, описанная в этой работе, осуществляет...
 
server:
(HFT) (HFT)
On a brake MT - not realistic.
 
Heroix:
Not realistic on a slow MT.
Maybe it's the distance to the broker's server
 
Heroix:
Not realistic on a slow MT.

This is not even a question of "slow MT", but of the specific services provided by the DC and the capacity of the equipment.

Not every brokerage house, bank, fund can afford HFT... This is big business.

Simple traders with 1-10K$ depo is much easier to think about opening their own bank, than to start their own HFT.

 
EvMir:

This is not even a question of "slow MT", but of the specific services provided by the DC and the capacity of the equipment.

Not every brokerage house, bank, fund can afford HFT... This is big business.

Simple traders with deposit in $1-10K may think more about opening their own bank than about HFT of their own production.

Maybe to buy or rent a dedicated line from the stock exchange.

Or come to this city at the time of trading

 
server:
Maybe it's the distance to the broker's server
What is the order execution time on MT5?
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
  • www.mql5.com
Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
What other idea came up if you measure for example the difference (seconds, meters, etc., etc.) between the quotations of the Exchange, DTs and us, you can make (lagging advisor) based on the results of high-frequency trading
Reason: