Discussion of high-frequency trading on MT5 - page 37

 
serferrer:

spread changes by their limiters and other miracles for gullible and naive DC clients.

It's not a miracle, that's the way it is. But liquidity is heavily distorted artificially, to simulate scale. When everything happens at most between the DC's clients and themselves. But still this is a plus for a beginner in the market who has to work through a brokerage company because of the small deposit.

Alex_Bondar:

Correct me if I'm wrong. LevelII data, is nothing but the potential liquidity of bulls and bears or what????

The ratio of volume of bulls to bears, from the LevelII cup is "market effort", roughly speaking? Like the stock market or something?

What is the point of such questions? Are you a novice who wants to show that he knows about the tumblr and stock trading? Are you showing off?

Two options:

1)Order a level2 flow correlator to a price,make conclusions yourself.

2) Write it yourself, draw conclusions.

Even if hypothetically you were answered truthfully, all the market laws are in constant motion, and tomorrow this information may already be false, or at another broker or for a million other reasons.

If you want to survive in this business you should learn to get information yourself.

 
hrenfx:
Theorists outnumber practitioners by an order of magnitude. Unfortunately, you are among the former.

Omitting the fact that you edit your posts, after 24 hours, adding unsubstantiated accusations, it is enough to read a selective number of your posts, paying attention to their advertising orientation, frequent references to "your broker", etc., as well as to the PAMM account, also clearly working with a financial psychologist, from "your broker".

I've been in the market for 11 years, of which more than 8, in stable profit from 6-figure sums in $, and you petty lured to another scam. Here is the real practice.

 
m.butya:

Omitting the fact that you edit your posts, after 24 hours, adding unsubstantiated accusations, it is enough to read a selective number of your posts, paying attention to their advertising orientation, frequent references to "your broker", etc., as well as to the PAMM account, also clearly working with a financial psychologist, from "your broker".

I've been in the market for 11 years, of which more than 8, in stable profit from 6-figure sums in $, and you petty lured to another scam. Here's the real practice.

You'd better control what you write. This man posted a ton of code on MKL4.

Your accusations do you a disservice... though, register a new nickname again and it's a done deal, isn't it?

 
Heroix:

You'd better control what you write. This man has posted a lot of code on MKL4.

Your accusations give you a bad reputation... though, register a new nickname again and it's all over, isn't it?

Right! My goal here is to expose the callers, and if banned, to change my nickname.
 
m.butya:
Right! (LAUGHS) My goal here is to expose the callers, and in case of a ban, to change my nickname.

Aren't you taking on too many functions (that the user doesn't need)?

and watch your words a little better.

 
sergeev:

Aren't you taking too many functions (that a user doesn't need)?

and watch your mouth a little better.


I'm not going to incriminate anyone, it was a joke. I don't have the benefit of it yet, hrenfx called me a theorist, I called him a charlatan, fair enough. Tit for tat, as it says in the Old Testament. A barefaced accusation, not exactly barefaced. There's no other way.

Heroix:

You'd better control what you write. This man has posted a ton of code on MKL4.

Most code posted in public is even more trash than what is written in threads like this, with the difference that fewer people can read it, or with more effort.

A working trading idea can be easily explained to a man without any science degrees or programming knowledge, but the flood should be masked by terms and code to at least somehow delay the process of disclosure.

 
hrenfx:

Lucky's idea is easiest to understand from his short source. Of course, it's a bit upside down in terms of implementation. But the point is clear:

It is assumed that if the price jumps from the previous value by a certain threshold, then the probability of its return is high.

It makes sense to do such a strategy via limiters, especially if they are decoupled from a braking platform like my broker's.

Once upon a time I needed to reproduce one MT4 bug for servcidesk, so I wrote a Lucky analog for them, but only based on my own perceptions:

You can play around with a single Tral setting and run it on multiple pairs (one EA per terminal). Observing its work gives rise to some thoughts. I myself dabbled with it in real trade, but not for a long time - there are more important things to do.

I have a good idea to use the trading robot as a forex broker, but I've never been used to buy brokers.
 

hrenfx:

I haven't seen an order history anywhere.

What's wrong with a glass as an order history? In the stock market, if the data flow is not filtered, every order can be seen. In forex, of course, you can hardly find it. Not to mention the history of actual trades. Market specifics.
 

m.butya:

...

What is the point of such questions? Are you a rookie who wants to show he knows about the stock market and stock trading? Showing off?

...

Yeah, I'm a rookie. No,I'm not. I want to ask, if the mt5 market is similar to the one in Kwik, for example.

HideYourRichess:
What's not to like about the stack as an order history? In the stock market, if the data stream is not filtered, every order can be seen. On forex, understandably, you can hardly find that. Not to mention the history of actual trades. Market specifics.

Do you know where I can download the historical data on the Depth of Market? I can obtain it at a specific time, but I don't know how to obtain the year archive.

The archive oflevelII, in other words.

Are there any examples of Expert Advisors usinglevelII data? And how are they optimized?

I apologize if I am causing irritation to anyone, because of the naivety of the questions.

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Виды заявок в стакане цен
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Виды заявок в стакане цен
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Стандартные константы, перечисления и структуры / Торговые константы / Виды заявок в стакане цен - Документация по MQL5
 
Renat:

By the way, the new builds of MT4 and MT5 have one click execution right on the charts:

In MT4, after a relatively long pause in trading activity, the first trade request goes with a longer (~ one second longer) lag than subsequent ones. This is due to the "login" for the first request. This, in particular, is the reason why news lovers send a purely technical trade request in advance of the news, so as to "log in" and at the crucial moment not to lag for that second.

Is your one click the same problem? Are you going to address the huge lag due to "login"?

Reason: