Discussion of high-frequency trading on MT5 - page 18

 
papaklass:

Can you post a couple of examples of matrix processing? This is all new to me.

Google Mathematica, Mathcad, Matlab and R. These are also programming languages, but with ready-made math libraries and visualisation.
 
server:
You can read about the term here

Yes, the data from this article can be projected onto volumes.

p.s. there is certainly a difference... wanted to hear from you. Purely theoretically, in your opinion.

 
Heroix:

Yes, the data from this article can be projected onto volumes.

p.s. there is certainly a difference... wanted to hear from you. Purely theoretically, in your opinion.

I am still reading everything, even theoretically I cannot say anything right now.
Files:
 
server:
I am still reading everything, I cannot say anything even theoretically right now.

In the table, high scores are given by hypothetical MTS with generic names like "method of correlation, variance, probability". The source from which you got this data, does it specify which of the 100500 variations of algorithms with these names is meant by these terms, giving these exact readings? And in each algorithm set there will be ones that are weaker than simple ones showing MACD or Stohastic, at the same time simple ones can be adjusted to a certain period of history and the result will be beyond any competition.

We should specify, if it is possible, otherwise it appears to be an abstract talk about the grail.

 
gunia:

In the table, high scores are given by hypothetical MTS with generic names like "method of correlation, variance, probability". The source from which you took this data, does it specify which of the 100500 variations of algorithms with these names is meant by these terms, giving these exact readings? And in each algorithm set there will be ones that are weaker than the simple ones using MACD or Stohastic, at the same time simple ones can be adjusted to a certain period of history and the result will be beyond any competition.

We should be more specific, if it is possible, otherwise it appears to be an abstract talk about the grail.

Unfortunately the author does not specify what algorithm he used, waiting when he gets in touch then and we will know, in principle there can not be a grail and will never be - but everyone can count on the golden mean
 
sergeev:

that I would be interested in.

2. Lack of liquidity.
3. Limit order redirects.
7. Comparison of different feeds.

8. Creating their own synthetic trading tools for different needs.
9. Peculiarities of the performance of aggregators.
10. Pricing algorithms.

I found the article about pricing interesting here
Как образуются цены на рынке FOREX
Как образуются цены на рынке FOREX
  • ForexTimes
  • www.forextimes.ru
На короткопериодных развертках времени (внутридневные торги) в пределах одного .-цикла в процессах ценообразования на рынке FOREX наблюдаются систематические смещения. Как это может быть эффективно использовано в трейдинге — рассказывается в статье. Как известно, процессы ценообразования на FOREX можно описать с использованием теории...
 

I once encountered a thread (not here) discussing the arbitrage possibilities for crosses and synthetics of those crosses. It seemed like an interesting topic, I wish I could recall it, but I can't remember where it was... Maybe someone has seen it, poke around

 
Vladix:

I once encountered a thread (not here) discussing the arbitrage possibilities for crosses and synthetics of those crosses. It seemed like an interesting topic, I wish I could recall it, but I can't remember where it was... Maybe someone has seen it, poke around

Indirectly on the forum A. was in the theme"grail found", also, if I'm not mistaken, on the 4th forum, in the theme "advisor the whole world.
 
There is even an advisor on this subject in Codebase4.
 

hrenfx:
Есть даже советник на эту тему в Codebase4. 

Greetings to you! At my time I was very interested in this topic and in your Expert Advisor https://www.mql5.com/ru/code/9356

I found the idea very logical and interesting, because I thought that using different indicators and looking for any kind of price trend on the chart is not a good idea. I tested your Expert Advisor for some time, thank you for answering my questions.

However I couldn't reach any practical result even on demo (but time was different - the STP and ECN had not been extended). Although he found formal arbitrage situations with lots of points, but lost profits in trading because of slippages.

How do you estimate the current prospects for this EA and in general for working through STP brokers? I would be grateful for your reply!