Discussion of high-frequency trading on MT5 - page 24

 
papaklass:

Strange conclusions. To want to "lift a finger" you have to have those fingers. I don't see them. If you do, then:

1. describe what needs to be measured;

2 Describe the methodology of this measurement (not to get a Krylov's fable "once a swan, a crab and a pike"), ie all should have a unique methodology, and not each his own;

3. 3. Put out the software (as Renat did when measuring order sending speed in asynchronous mode).

After that there will be measurements and discussions. In the meantime, I think that you are among those who are judging.

First of all, I would recommend to look into and make some improvements in this EA(https://www.mql5.com/ru/code/9356), you will find a list of improvements there. To my knowledge NO ONE has done this for 3 years now.

Trade-Arbitrage - MQL4 Code Base
  • www.mql5.com
Trade-Arbitrage - MQL4 Code Base: советники и эксперты для МетаТрейдера
 
hrenfx:

I'd be happy to share information, but I have no idea how to do it in a forum format that won't be a burden in the future. I am not in a position to write articles.


In general, you have given away so much interesting information in various forums that it would be enough not for an article, but for a whole book - just to collect and summarize everything.
 
Vladix:
In fact, you have given away so much interesting information in various forums that it would be enough to write a book - just to collect and summarise it all.
It is true about the book
 
So, is anyone doing anything? Or is it just tongues wagging again?!
 
Heroix:
So, is anyone doing anything? Or is it just tongues wagging again?!
I can't speak for all of Odessa... but personally, I'm digging
 

Everything is very simple.

Contracts are signed with the world's news agencies. Rent a UPU nearby (as close as possible to them, preferably one each in America, Europe and Australia) and get the news in the same second (ideally no more than 10 ms). Worth software that quickly parses the news figures (usually structured news) and looks how much it differs from the forecast, if analysts miss too much then there is a command to send an order.

Tout to DT which provides the esn (minimum) account ping should be less than 10 ms ideally about 0 and not unimportant from mt server to the esn site was also minimal ping.

And here you are already among the first in line for the execution of the application. Then everything depends on the site esn, which should pick up the counter-bid.

But it is better to look for a real exchange with HFT, to enter by currency futures. But it is important for analysts to miss a forecast.

Depending on the fact of news the lot up to 100% of the deposit is selected.

If you choose the first option (DTs with ESP) and start using more than a dozen lots at the entry, you can easily leave this brokerage company and transfer funds to another one.

If you do not know the difference between the two, you may withdraw funds from a different brokerage company.

The only question is the price usually asked by the brokerage firms. And no insider(criminal).

They work well in gdp, nonfarms. and when analysts are in a funk (after the holidays for example)

 
olyakish:

Everything is very simple.

Contracts are signed with the world's news agencies. Rent a UPU nearby (as close as possible to them, preferably one each in America, Europe and Australia) and get the news in the same second (ideally no more than 10 ms). Worth software that quickly parses the news figures (usually structured news) and looks how much it differs from the forecast, if analysts miss too much then there is a command to send an order.

Tout to DT which provides the esn (minimum) account ping should be less than 10 ms ideally about 0 and not unimportant from mt server to the esn site was also minimal ping.

And here you are already among the first in the queue for the execution of the application. Then everything depends on the site esn, which should pick up the counter-bid.

But it is better to look for a real exchange with HFT, to enter by currency futures. But it is important for analysts to miss a forecast.

Depending on the fact of news the lot up to 100% of the deposit is selected.

If you choose the first option (DTs with ESP) and start using more than a dozen lots at the entry, you can easily leave this brokerage company and transfer funds to another one.

If you do not know the difference between the two, you may withdraw funds from a different brokerage company.

The only question is the price usually asked by the brokerage firms. And no insider(criminal).

gdp, nonfarms work well. and when analysts are in a funk (after the holidays for example).


Everything has been thought of long ago; moreover, there are similar retail services. Just google "autoclick on forex" - and connect to your bit of short-lived happiness
 
Vladix:
For example, they have already had it for a long time and there are similar retail services. Just google "autoclick forex" - and connect to your slice of short-term happiness.

I know about it, but it's better to have your own, because they are now crowded and it's obvious that different logins work differently. And the speed of this trade decides if not 100 then 90% for sure.

Apparently the distribution system is tiered and each tier has its own delays.

As for "short-term" - change brokerage companies more often to make better entries. As for the "short term", you may change your brokerage firm more frequently to have better entrants.

Or, try FX+ as a last resort.

And such a system will live longer than the pure HFT when others receive flash orders a few milliseconds before they are executed on the market.

 

It was, after all, about FX-HFT as a legal way to earn > $100K per month. It is institutional FOREX with the ability for retail clients to participate on behalf of a high tech broker. There is no cheating, plucking hundreds of quid and other casino heresy here.

Сами алгоритмы никогда не использовали манипуляционные читинг-методы - слабые места технической инфраструктуры ДЦ (запаздывания котировок, отсутствие проскальзываний на новостях и т.д). 

An FX-HFT practitioner will never say it's easy.

 
hrenfx:

It was, after all, about FX-HFT as a legal way to earn > $100K per month. It is institutional FOREX with the ability for retail clients to participate on behalf of a high tech broker. There is no cheating, plucking hundreds of quid and other casino heresy here.

An FX-HFT practitioner will never say it's easy.

As far as I understood olylakish meant not classical "cheating" on a supposed jump, when 2 accounts are directed in different directions with extreme risk, but a legal informational insider, which is actually what any kind of HFT is.

I agree that the phrase "everything is simple" is a bit out of place :) If we omit the purely technical issues of how to place VPS with a ping so that they beat DC, the algorithms "parsing the news by the numbers" is also far from simple. And if you take a digitized third-party interpretation, it will already be infamously laggy.

Reason: