Discussion of high-frequency trading on MT5 - page 80

 
Renat:
Alex bondar, do not talk nonsense.

Sorry, dusted off. MT5 has nothing to do with it. MT5 is technically better than MT4, that's a fact. But so far I haven't met any brokers (brokerage companies, banks) working with MT5 on real account and providing reasonable trading conditions for fast-track algorithms. I tried R***F**** and failed.

VST is super demanding on trading conditions(commission, BAD). BST is not realistic when 2(4 digits) points are deducted from each lot, this is a guaranteed drain. Because rapid algorithms are very noisy, ie a lot of trades open and immediately closed because the current forecast has changed, if the trading conditions are such that each lot should be subtracted more than a point, you can safely forget about the HFT. Also, you should take into account the average slippage, if it is comparable to the average time of holding a position, then it is logical to trade by chance, because the forecast is leveled by slippage. And trading randomly = losing commission + averageDAB, or spread in every trade.

I am a beginner, I am just half a year old in Forex and if you enlighten me where there are conditions for pipsing with MT5, I would be grateful. At least the same as on the praised F*******N with MT4. And they are not going to switch to MT5.

For now, more than 100 trades a day is unrealistic. At least I do not know where it is possible.

It is possible to run an algorithm that makes 10-20 deals a day with profitability more than 0 even for some reason. This is not even a pipsing, VPT is thousands of transactions a day, and the more trades the less risk and the more stable the result and profit. Unfortunately, it is clear why the kitchens do not want it, because they want it to be exactly the opposite. As for the brokers, they are direct customers, so you want to please them and us at the same time. I think mt5 and so do not take it, because of its convenience to traders, respectively, less profitability for them, as their interests are opposite. And all this nonsense about "neo-duk" is just another marketing nonsense. For if the kitchens profit profit client and, accordingly the volume of turnover, everything would be the opposite, because the total commission is proportional to the number of trades, but they do not need the commission they need the deposits.

I am closely connected to the programming team and was consulted about approx. professional resources to build a similar mt5 trading platform, the resources are in fact ridiculous compared to even for example the development of an average game. All this nonsense about the lack of RAD interface, limitations on downloading one's own quotes, etc. can be solved in a few days and is not technically difficult. The only obstacle is one, it's not profitable for those to whom you sell licenses.

So overall my first drunken post is more true than false. There is no profitable VChT on mt5 right now and unlikely to be. Reason: forex dc can't not be a kitchen.

But thanks for the good simulator of trade! I wish you soon to connect to mature exchanges, not the small stuff like now and forget about Forex. I like mt5 a lot! I think I'm not the only one who likes it. But I have left hope that the brokerage companies will take it for what it is.

Документация по MQL5: Торговые функции / HistoryDealsTotal
Документация по MQL5: Торговые функции / HistoryDealsTotal
  • www.mql5.com
Торговые функции / HistoryDealsTotal - Документация по MQL5
 

Alex Bondar, your friends are having a blast. It's not what it looks like.

You're looking at the wrong place with the HFT too.

 
Renat:

Alex Bondar, your friends are having a blast. It's not what it looks like.

You're looking at the wrong place with the HFT too.

What friends? What do you think I am looking at and not in line with "everything"?

And where am I looking wrong with HFT ? According to you there is somewhere to look and that is where I am looking wrong?

With all due respect, but you have told me exactly nothing. It reminds me of the Burnum Effect, when you can interpret what you say at will and everyone finds their own meaning in it if they trust the source. Of course I trust you, but please narrow down the context))

 
Read your words carefully and put them together with my answer, please.

Just because you are inexperienced and jump to far-reaching wrong conclusions, does not mean that I will now rush in and do your teaching.
 
Renat:
Read your words carefully and put them together with my answer, please.

Just because you are inexperienced and draw erroneous far-reaching conclusions does not mean that I will now rush in and do your teaching.

Fine with me. I don't have any experience and I'm leaking. Everyone can't make money, after all, someone has to leak, too. That person is me. It's official.

Who trades VChT on mt5 and doesn't lose, please confess. Finish me off. If you're so ashamed, you need to take it to the limit. Loser must die. It's the law of life.

 
Alex_Bondar:

I am inexperienced and I am leaking. Not everyone can make money, after all, someone needs to lose too.

The statistics are well known: 95%/5% (lose/earn). It is necessary to decide for yourself - to stop or continue the game. At my vglazd persistence and persistence in this matter - bad for the family budget.

https://www.mql5.com/ru/forum/12145/page2#comment_503394

С чего начать?
С чего начать?
  • www.mql5.com
Подскажите пожалуйста, как мне стать прибыльным трейдером?
 
A100:

The statistics are well known: 95%/5% (lose/earn). You need to decide for yourself whether to stop or continue playing. In my opinion, persistence and persistence in this matter is detrimental to the family budget.

https://www.mql5.com/ru/forum/12145/page2#comment_503394

I have not succeeded only with MT5.

I have 5-10 positions per day MO profit is positive. But the stability is of course quite different at these trading speeds. Wanted to test the velocity, didn't work out.

I am exactly in the 5% of those who are hovering near 0 on intradium. They don't make 5% but less than 1%. I am interested if there are those who hang around zero on high speed, with average position holding time less than 5 minutesat brokers who have mt5 on real.


 

In a Level 2 analysis, it is realistically effective to:

1. Identifying the insider is a good topic. Insider is always present in the market - for me this is an axiom. By insider we can also understand powerful internal analytics of big players which come true and from which these players are repelled before news and "royalties in the bush".

2. Calculation of symbol potentials (or as a development of the topic - by majors - considering all symbols in the system at once with the movement of potentials and liquidity) is a good topic.

graph of the system by potentials of one symbol in the picture. Whoever is interested will work out the mathematics himself.

When working with potentials, there will be exit to HFT algorithm, with good efficiency (3-5 pps on average) - for those who will be loaded with potentials theme.

There is little unpredictability in the FOREX market.

The correct calculation of the potentials of currencies on different time intervals, completely replaces the classics that MarketDelta provides, as well as those tools for the analysis of history in MT4, MT5, etc.

But it seems that nobody deals with it, there is not much information about it on the Internet. I will not even bring up mathematical methods for computing potentials in Level 2 :))) emptiness.

Everything about Level 2 spot + mathematics is a vast untilled field. So many possibilities, ideas, topics that it takes your breath away.

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ProstoTak:

In a Level 2 analysis, it is realistically effective to:

1. Identifying the insider is a good topic. Insider is always present in the market - for me this is an axiom. By insider we can also understand powerful internal analytics of big players which come true and from which these players are repelled before news and "royalties in the bush".

2. Calculation of symbol potentials (or as a development of the topic - by majors - considering all symbols in the system at once with the movement of potentials and liquidity) is a good topic.

graph of the system by potentials of one symbol in the picture. Whoever is interested will work out the mathematics himself.

When working with potentials, there will be exit to HFT algorithm, with good efficiency (3-5 pps on average) - for those who will be loaded with potentials theme.

There is little unpredictability in the FOREX market.

The correct calculation of the potentials of currencies on different time intervals, completely replaces the classics that MarketDelta provides, as well as those tools for the analysis of history in MT4, MT5, etc.

But it seems that nobody deals with it, there is not much information about it on the Internet. I will not even bring up mathematical methods for computing potentials in Level 2 :))) emptiness.

Everything about Level 2 spot + mathematics is a vast untilled field. So many possibilities, ideas, topics that it takes your breath away.


Ahem, sketching it out theoretically is one thing, but try putting it into practice... - that's another. By "practice," I mean actual profitable trading.

Let's say the same Recycle2 is a great thing in terms of building neutral portfolios, but it fails when trying to apply it directly to forecasting the future.

I am sure it will be the same for you. You may very well describe what was in the market and build theoretical algorithms, but when you start trading you will face phantom limiters and other shit. Moreover, it's ridiculous to hope for truthfulness and objectivity of FX Market Maker.

So,what grounds do we have to believe all this? In other words, "what is your evidence", in practical terms?

 
Heroix:


Ahem, sketching it out theoretically is one thing, but trying to put it into practice... - that's another. By 'practice' I mean actual profitable trading.

Let's say the same Recycle2 is a great thing in terms of building neutral portfolios, but it fails when trying to apply it directly to forecasting the future.

I am sure it will be the same for you. You may very well describe what was in the market and build theoretical algorithms, but when you start trading you will face phantom limiters and other shit. Moreover, it's ridiculous to hope for truthfulness and objectivity of FX Market Maker.

So,what grounds do we have to believe all this? In other words, "what is your evidence", in practical terms?

If only theory would have starved to death a long time ago.

Too long in this thread to prove anything, the period of euphoria is long over.

I have already started working with the trading robot, I started to earn profit from the trades. I have been implementing my forex brokerage strategy for many years and I have never been used to such kind of forex brokerage. But that is a separate topic, not a public one.

Reason: