Discussion of high-frequency trading on MT5 - page 90
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And signing up for pips with HFT is suicidal in any copy service.
It's not the HFT, it's the mathematical expectation that falls with a strong lag in the market, and it's important for any strategy.
Why deceive yourself and others? Expectation drastically decreases as a result of a microslippage? So, it is scalping.
This is only and exclusively important in pips, where it is unacceptable to lose half a pip. The "I do not accept losing even a penny" mode should not be activated.
A strong lag on the market in reality reads as trading on the news, which essentially removes any guarantee of execution quality in any variants.
PAMM on ECN (where the migration trend of the broker is directed) may also cause slippage when copying. Don't think that a broker will take the perfect execution of a loss to the delight of HFT traders.
Why would you deceive yourself and others like that? The expectation falls dramatically from a microslippage? So it is a pipsqueak.
If "single micro-slippages lead to a significant loss of profitability", then it's a pipsqueak.
I take it you're just trolling. Cut it out.
If "single microslips lead to a significant loss of profitability", then it is pipsing.
You forget to add that on ECN, on low-liquid instruments, these micro slippages can turn into quite significant ones.
Within copytrading this is purely a theoretical question or someone is an evil Pinocchio himself. You should not take such a risk.
And PAMM will not help in this case.
Indeed, what is the point of copying pips? A robot should be pipsing!
If "single micro-slippages lead to a significant loss of profitability", then it's a pipsqueak.
I take it you're just trolling. Cut it out.
Why are you so quick to jump in without understanding the logic. The mathematics is simple. Let's take a concrete example of a signal. https://www.mql5.com/ru/signals/15507
You can see that the mathematical expectation is $17. At a price of 1 pip = $10 for the standard lot even a micro slippage of a couple of pips per trade ($20) will make this strategy loss-making instead of profitable. Even though it's not even a pips at all. And all thanks to a flawed signal copying model.
You can see that the mathematical expectation is $17. At a price of 1 pip = $10 for a standard lot, even a micro slippage of a couple of pips per trade ($20) would make this strategy unprofitable instead of profitable.
The pips are in the fifth digit. And you are not talking about a slippage of 2 pips but 20. At 20 pips slippage someone is definitely hurting themselves.
Take a week off, too much twisting and deliberate sabotage.
P.S. A word of advice, if the library is not open-source, do not contact it. Otherwise, it will turn out that at critical times, help from the developers will have to wait for days, as for them, the priority of your problem in last place.
Your comment reflects the unshared sadness of a lonely researcher in a recession, I sympathise.
Predictive neural networks with 80-90% accuracy.... I'd like to believe you've succeeded, but unfortunately there is no basis and no conclusive evidence.
However e.g. it's not clear why you should spend time and resources on trading block even if you have oppensor APIs, your titanic efforts in that direction just amaze me for a long time, since when you started to post your blue screenshots in this thread, if I'm not mistaken, under the nickname ProstoTak?
Is it not clear that the creation of your own terminal\or your own trading platform, is a totally different business, which requires huge investments, just ask MetaQuotes.
And the confirmation of this is at least the achieved results in terms of execution time which is one or two orders behind the standard ones in the MT5 terminal in asynchronous mode).
Best of luck to you!