Discussion of high-frequency trading on MT5 - page 7
You are missing trading opportunities:
- Free trading apps
- Over 8,000 signals for copying
- Economic news for exploring financial markets
Registration
Log in
You agree to website policy and terms of use
If you do not have an account, please register
Sorry for the possible ignorance of the details, but when scaled down, doesn't the noise grow, which turns "white" within seconds altogether? Forecasting MO on which is zero.
How then does the correlation arise, the drop in risk of HFT trading versus scalping or intraday?
I personally have the opposite information, the longer the time-frame, the better TA and FA work and therefore the MO of profit is higher in the plus.
...But when scaling down, doesn't the noise grow, which turns "white" inside seconds at all? Forecasting MO on which is zero.
For some people it's just noise (blowing away stops and annoying), and for others it's a pattern with its own rules and exceptions. I haven't seen a profitable HFT in forex among mere mortals (though I guess I have), but I've seen such "robotics" in the futures market working on ticks and making money (thousands of trades a day). Beautiful! It's a team of really smart guys. What matters to them is speed and speed again. But in such schemes (and in principle HFT) there is a limit to liquidity, you cannot play with billion just like that (the big guys will eat them right away).
How does the falling risk of HFT trading in comparison with scalping or intraday?
I personally have the opposite information, the longer the time frame the better TA and FA work and therefore the MO profit is higher in the plus.
It depends on how you look at it. Expectation is not only from profitable deals, there are also losing trades. Imagine, for example, with a standard leverage of 1:100 and the same position size (for example, 30-50% of the deposit) on H1 you have a series of losing trades of 30, 40, 20, 50 points and on M1 3, 4, 2, 5 points, respectively. And then "by strategy" and the law of meanness, of course, there will be profitable trades. But the result may be no deposit at 1 o'clock, while the result may be only a small drawdown at 1 min. Where is the risk more?
The other matter is that someone cannot trade actively and profitably on small timeframes. And then begins: there is a noise, high market efficiency, high risks, what an emotional stress, and in general... The analysis does not work there.
You can work and earn on any TF. There are some regularities everywhere, but with an active trade and competent MM and risk management on a low TF you may earn faster and more profit and the risk of a loss of the deposit is lower. (IMHO)
...
It depends on how you look at it. The expectation is not only made up of profitable trades; there are also losing trades. Imagine, for example, with a standard leverage of 1:100 and the same position size (for example, 30-50% of the deposit) on H1 a series of losing trades of 30, 40, 20, 50 points and on M1, 3, 4, 2, 5 points, respectively. And then "by strategy" and the law of meanness, of course, there will be profitable trades. But the result may be no deposit at 1 o'clock, while the result may be only a small drawdown at 1 min. Where is the risk more?
...Maybe, it may be concluded from this - it is a little strange to enter with a percentage of the deposit? (rhetorical).
I'm certainly no expert in the intricacies of your discussion, but I think the slippage statistics will force some of the outsider brokers to get a move on with regards to speeding up their internal transaction processes when they start losing clientele on this topic.
And as for the actual implementation of high-frequency signals, there are already three or four examples on the first sheet of MT5 signals.... they will do it.... if you're persistent enough... I could be wrong if I don't know what you mean.
Just no one has considered all the features of MT5, let it be called a trade not HFT, but MT5 can send orders in batches and on the basis of this you can make a robot or an EA, for example, no one is doing that, judging by all
I don't think so, but MT5 may send orders in batches and on its basis it is possible to make a robot or expert advisor, for example, no one did it.
If you try to imagine the logic of the noise algorithm, it is the bombardment of limiters triggered on the borders of the channel towards the opposite border and closing when the opposite noise channel is reached, as if all very simple, if there is no slippage, but how to do it through an ordinary broker, I can not imagine, slippage must be at least 1/5 the average time of holding a position.
Can you gentlemen tell me how much such technology costs to order? I mean the business information package, not only the noise EA, and all the information you need, what broker to use, what type of account to open, on which symbol(s) to trade, etc. And the expert.
All this of course for a home PC and a small deposit.
If it is as profitable as described in this thread. I have a lot of experience in this field. The most stable earnings are 1-2 trades a day, on average, by price action, with a minimum of indicators and simple logic. But as a test it is quite possible to try out the noisemakers as well.
What is HFT? Another shiz meme? Arguing about HFT is like arguing about vegetable farming on Mars, and arguing about the applicability of MT4 or MT5 to HFT is like arguing about the best way to loosen the ground on Mars: with a shovel or a hoe. You have to get there first.
Начнем с главного: высокочастотный трейдинг не имеет к традиционному трейдингу, а тем более к какой-то там «научности», ни малейшего отношения. HFT — это технологичная форма инсайдерства, создающая криминальное преимущество одним участникам рынка перед другими. Высокочастотный трейдинг годами присутствовал на рынках, но широкая общественность узнала про него менее года назад.
Основа HFT — так называемые flash orders, скоростные биржевые заявки, смысл которых в следующем. За определенную мзду биржи предоставляют «избранным» клиентам возможность видеть поступающие на общий терминал заявки участников торгов раньше всех остальных. Зазор обычно составляет 30 миллисекунд. Для супермощных компьютеров, которыми оснащены высокочастотные трейдеры, этого времени более чем достаточно, чтобы проанализировать заявки и разместить собственные — упреждающие. Эффективность их напрямую будет зависеть от заявок, которые в следующее мгновение поступят на рынок.
http://www.business-magazine.ru/mech_new/experience/pub333006
If you try to imagine the logic of the noise algorithm, it's bombarding with limiters triggered on the borders of the channel towards the opposite border and closing when the opposite noise channel is reached, as if all very simple, if there is no slippage, but how to do it through an ordinary broker, I can not imagine, slippage must be at least 1 / 5 average time of holding a position.
Can you gentlemen tell me how much such technology costs to order? I mean the business information package, not only the noise EA, and all the information you need, what broker to use, what type of account to open, on which symbol(s) to trade, etc. And the expert.
All this of course for a home PC and a small deposit.
If it is as profitable as described in this thread. I have a lot of experience in this field. The most stable earnings are 1-2 trades a day on average, by price action, with a minimum of indicators and simple logic. But as a test it is quite possible to try out the noisemakers as well.
What is HFT? Another shiz meme?
You mean the HFT, which is not exactly legal. There is also a lower level, a user level so to speak. That's what we're talking about.
Roughly speaking, trading delays in DC quotes is also HFT.