Discussion of high-frequency trading on MT5 - page 66

 
HideYourRichess:

Most of the strategies I know, among the profitable ones, fit into the "five sentences".


And you, too, are talking about some mythical TS. You write "most profitable", and I conclude that you know at least three profitable TS.

Give me a hint about at least one of them. :)

 
Heroix:

And you, too, are talking about some mythical TS. You write "most profitable", and I conclude that you know at least three profitable TS.

Give me a hint about at least one of them. :)

Gaps, news, levels, etc. - All quite classic things. The question, as always, is the ability to cook these cats and the understanding of what you're doing. You can't put it into words, like knowing how to ride a bike or navigate Moscow traffic jams - it's just a matter of practice and aptitude.
 
HideYourRichess:
Gaps, news, levels etc. - all perfectly classic stuff. The question, as always, is the ability to cook these cats and the understanding of what you are doing. You can't put it into words like knowing how to ride a bike or drive through Moscow traffic jams - it's just a matter of practice and aptitude.

Great answer. Bravo. Applause, everyone's excited... so much specificity...

News is fine. Theoretically, we trade volatility on it. And theoretically.

But show me a really working TS for the first and third term!

p.s. I hope you won't say such nonsense, like "after the gap price returns"... or "there are resistance and support levels "... :)

 
gunia: Although I do not know what they teach in schools now, I studied in Soviet times and simple mathenics was in 9-10 class and I was fond of GR, and had to study the mathematical apparatus of this theory to understand the subtleties.

I also studied in Soviet times - and at a very good school, Kolmogorov boarding school No.18, by the way.

Yes, there was a lot of higher Richmetics, Matan, geometry and other things, but there was no talk about tensor analysis and the mathematical apparatus of GR (not STO!). This is the apparatus of at least the second or third year of university.

If you managed to learn that as a schoolboy, you should have become an academic by now, if you wanted to.

 
Heroix:

Great answer. Bravo. Applause, everyone's excited... so much specificity...

News is fine. Theoretically, we trade volatility on it. And theoretically.

But show me a really working TS for the first and third term!

p.s. I hope you won't say such nonsense, like "after the gap price returns"... or "there are resistance and support levels"... :)

And I was hoping no one would ask such nonsense as you asked.
 
Mathemat:

I, too, was educated in Soviet times - and in a very good school, Kolmogorov Boarding School No. 18, by the way.

Yes, there was a lot of higher Richmetics, Matan, geometry and other things, but there was no talk about tensor analysis and the mathematical apparatus of GR (not STO!). This is the apparatus of at least the second or third year of university.

If you managed to learn that as a schoolboy, you should have become an academic by now, if you wanted to.

Well, my relatives also told me similar things, but knowing what the academic environment is (my parents were university professors at that time), I knew exactly, that I would not get accustomed there. Such a concept as "career" is alien to me. The path to academic recognition in academia is very short and not easy, and the result is disappointing to say the least. I was always interested in what I was doing and got into details quickly, but as soon as I caught fire with something, I also quickly died when I ran out of all my "interest" in terms of algorithmic component and profitability ceiling.

As I see it in trading, "algorithmic space" and profitability has no boundaries, and I hope I'll stay here for a long time))))

"Scalable profession" according to Taleb...

The main thing here is honest, the only indicator is the value of the deposit and the percentage of income per unit time. And you can look down on everyone with a big bell in your face.... Such social invariance is to my liking))

Sorry for the offtop.

 
HideYourRichess:
And I was hoping no one would ask such stupidity as you did.
Ahem, is it really stupid for you to deploy what you personally stated earlier?
 
Heroix:
Ahem, is it really stupid for you to deploy what you personally stated earlier?
Of course it's stupid. There are examples of good strategies repositioned to work after they were published on Russian (not US) forums alone.
 

I'm very sorry to be intruding in such a heated discussion!

All I'm asking for is some tips on where to look up scalper algorithms. What are they like?

For example "arbitrage" as it works on a logical level. The term itself is quite multifaceted. For example, how do you understand "time arbitrage"? In other words, just trading, buy cheaper sell dearer? What is the zest? What then is not arbitrage and why?

I'm sorry if I ask stupid questions. But I understand arbitrage is HFT, so it's on topic.

 
https://www.youtube.com/watch?v=qM3qPJvFz2g is a libre, 8 half an hour parts. haven't watched it myself yet, except for the first 15 minutes. hate webinars.
Высокочастотный трейдинг #1. Введение
Высокочастотный трейдинг #1. Введение
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