Discussion of high-frequency trading on MT5 - page 92

[Heroix]

The questions are not really about high-frequency trading, but I will ask them here so as not to multiply the threads.

Please give your opinion to the practitioners.

We have an arbitrage situation... let's say on EURTRY/USDTRY vs EURUSD.
We find the moment (when the total cost markup + synthetic spread allows us to trade).
We enter the market with Limits on the spread, in order to execute them immediately.The first question is: Is this correct, in your view?

Next. Two Limit orders are filled without any problems. The third one does not change (the price is gone); this moment is marked with an arrow:

The second question: What would you do in this situation?

[Igor Konyashin]

Defeating robots: the ups and downs of high-frequency trading (Part 1)

San Francisco-based Stamen has teamed up with Nasdaq to visualise the frantic pace of automated trading.

http://habrahabr.ru/company/itinvest/blog/216233/

[Igor Konyashin]

How to become a quant at an HFT company

http://habrahabr.ru/company/itinvest/blog/214883/

[Igor Konyashin]

Are high-frequency traders too slow?

http://habrahabr.ru/company/itinvest/blog/214097/

[Igor Konyashin]

How I made $500K from machine learning and high frequency trading - Part 1

http://habrahabr.ru/company/itinvest/blog/208500/

[Igor Konyashin]

How I made $500K from machine learning and high frequency trading - Part 2

http://habrahabr.ru/company/itinvest/blog/211642/

[Andrey Khatimlianskii]

i_logic:

Did you read it, or did you read it at random (like on the subject)?

I, for example, read about the creation of the trading terminal - so it's a promotional booklet and not a word on the subject.

Is the rest the same?

[Igor Konyashin]

It was read in passing.

Deleted the unnecessary.

[nowi]

Renat:

And signing up for pips with HFT is suicidal in any copy service.

Can't keep the youngsters from rake thoughts about HFT. It's the same thing every year.

golden words! HFT is an extremely profitable and semi-legal form of trading.
for me it's like dreaming to outplay a casino in Las Vegas or to join a highly profitable oil or metallurgical business and get superprofits.
I realised for myself that the destiny of ordinary traders is H4 and D1 Trend following.

[nowi]

What else I wanted to add is that the whole business industry: brokerage, ECN, LP, etc. are interested in popularizing HFT because they know it's their turf and they have an advantage here, just like the casino
The more often a person bets, the faster their (casino) expectation of maturity is realized.
They have the greatest chances. The sphere of influence, possibility for manipulation and positive mathematical expectation is much lower here, and if the market has a strong long-term trend, they may not stand a chance ...