Discussion of high-frequency trading on MT5 - page 43

[Server Muradasilov]

ProstoTak:

A really profitable HFT algorithm that has proven itself in the live market will cost six to seven figures in US currency.

The price will drop by a lot when MT5 enters the live markets, because the terminal is very massive and with the function of writing such robots for high-frequency trading this is only the beginning so to speak (high-frequency traders have not yet tried the product) and many newcomers will appear on this topic who will research the terminal, then available

[Server Muradasilov]

ProstoTak:

Request to all

If you come across articles, books, studies (Russian-English) on the subject of HFT for spot market(interbank), please write the name of the article, study, book and author.

Here you can find a lot ofinteresting information .You may read about HFT

[ProstoTak]

server:
The price will fall by much with the release of MT5 on the live markets, because the terminal is very popular and still with the function of writing these robots for high frequency trading, this is only the beginning so to speak (high-frequency traders have not yet tried the product), and many newbies will appear on this subject and conduct research, then the terminal is available

Massively savvy products will not be on the market. The number of people in this field does not mean that they will create quality products.

In any case, quality and efficiency will always be expensive, because the product has a real cost (time, knowledge, investment in equipment)

Now it's just unreal to find something qualitative about HFT for Interbank Market on the World Wide Web. Even some sensible thinking in what direction to move, approaches, directions of research.

For example:

In order for HFT to work effectively it is necessary to identify effective parameters that affect the market in the short, medium and long term.

There's no discussion about these effective qualitative and quantitative parameters.

To find people who use mathematical methods to find real effective parameters (ready to discuss them) in the liquidity flow and who have never filled their heads with that rubbish in the form of hundreds of modifications of technical indicators is very difficult.

Only a competition on HFT algorithms in the real market with live deposits may try to breathe life into HFT research on the basis of existing and future MetaQuotes products, instead of "Who knows what championship" annually held for the sake of showing off.

[ProstoTak]

server:
There is even a lot of interesting stuff toread about the HFT attachmenthere

I would like to find (read for general development) articles, research papers and books with a mathematical bias, dedicated to the subject of trading currencies on the interbank market using HFT algorithms.

[Server Muradasilov]

ProstoTak:

Only a competition on HFT algorithms in a live market with live deposits can try to breathe life into HFT research based on existing and future MetaQuotes products, and not that "championship of who knows what" which is held every year for show.

But now you're getting it. You'll answer for the championship. For what tick, my dear? I don't take part in the championship because I'm not a programmer, but I would like to be! If you don't see the value of the championship, it means you are not far-sighted in your understanding of the championship's purpose. As for research in the field of HFT by forum participants, they have just begun, since the opportunity to trade in Metatrader has opened, want a competition? Let's start with you and me $100 I'll give $100, maybe someone else put some money in the contest pot and in a month we'll have the money for the contest. I forgot to add Renat wrote once that trading with HFT algorithms is allowed at the Championship

[Server Muradasilov]

ProstoTak:
I would like to find (read for general development) articles, scientific papers and books with a mathematical bias on the subject of trading currencies on the interbank market using HFT algorithms.

There is enough material on Wikipedia, no one has done any scientific work on your subject.

[hrenfx]

ProstoTak:

Question tohrenfx

How do you distinguish between "phantom volumes" (bids) and real volumes (which are traded)?

I'm dropping out of the pub. Satisfied.

[ProstoTak]

hrenfx:
I'm dropping out of the public. Satisfied.

Changes in volumes on not the best bid and ask does not mean that they are phantom bids.

There are hundreds and thousands of financial institutions on the market that may not really have the same volumes and prices in the market and those institutions are really trading what is in the market, i.e. at a given moment, not just the best bid and ask, that's all.

This is not an exchange, there is no feed of real trades.

[ProstoTak]

papaklass:

When trying to download the FDK

A window pops up where you have to enter your username and password, if you do not have them, you have to register

Here you register and then enter this data when downloading.

But, today I decided to download data on ticks and I failed. It says there is a problem with the network. May be because today is a day off. I downloaded data one week ago without any problem. I will try again on Monday.

_http://rghost.ru/44043233 uploaded FDK

[secret]

ProstoTak:

These effective qualitative and quantitative parameters are not discussed.

They must not be. Otherwise the opportunity to earn money will dissipate :)

It is very difficult to find people who use mathematical methods to find real effective parameters (ready to discuss them) in the liquidity flow and who have never filled their heads with a pile of rubbish in the form of hundreds of modifications of technical indicators.

It's not hard to find them. But they do not need to be discussed with all in a row (= freeloaders, who shout "give, show, teach, answer"). They are ready to discuss only with those who, to begin with, achieve something themselves and contribute. And understandably, not in a public forum.