Discussion of high-frequency trading on MT5 - page 81

 
ProstoTak:

I would have starved to death a long time ago if I'd only studied theory.

Too long on this subject to prove anything, the euphoric period is long over.

I want to say thanks to hrenfx and his monitoring of the PAMM account, he encouraged me to start serious work on the machine. 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.

OK, answer accepted.
 

Take an advice where I can quickly execute request with good margin of liquidity bypassing brokerage companies with their pseudo UST (especially when they give me UST with fixed spread - nonsense in itself).

There is a currenex I can go there via cTrader + C# (I'm working on this option)

there is LMAX with API, but in order to use API I need monthly turnover of 50 full lots (for me it is too much).

my task is to do news trading and be as first as possible to provide liquidity.

work with VPS with ping no more than 8-10 ms to the receiving side (although it may also be just a transport node)

 
About HFT high order -- http://habrahabr.ru/post/183484/
Как выглядят 10 миллисекунд высокочастотного трейдинга
Как выглядят 10 миллисекунд высокочастотного трейдинга
  • habrahabr.ru
Эрик Хансэйдер, основатель компании Nanex, занимающейся аналитикой и информационными системами для высокочастотного трейдинга, публикует на YouTube очень любопытные визуализации высокочастотной торговли. Вот, например, 10 миллисекунд торговли акциями корпорации Merck: Прямоугольники, расположенные по окружности, представляют собой биржи...
 
TheXpert:
About high order VHT -- http://habrahabr.ru/post/183484/

Well, there's already a film adaptation of HFT on the fund, but the forex just makes up fairy tales...

 
olyakish:

Good idea where you can quickly execute orders for currency pairs with a good margin of liquidity bypassing brokerage companies with their pseudo UST (especially when they give me UST with a fixed spread - nonsense in itself) so far I'm considering only UST/STP bypassing brokerage companies not to interfere and not to waste time on it.

There is currenex, I may use cTrader + C# there (I'm working on it).

There is LMAX with API, but I need 50 lots monthly turnover to use api (for me it is too much).

my task is to trade the news, and therefore be as first to hand out liquidity.

working with VPS with ping less than 8-10 ms to the receiving side (although it may be just a delivery node)

On CME (Chicago Mercantile Exchange) currency futures are traded, execution is instant, delayed only by pings to it, liquidity is normal, glass is as it should be. Through whom to enter the exchange is a personal matter. I tried AMP, they offer several platforms, including api, but the most balanced is ninja trader, cheap and the speed of execution almost does not suffer.

If you do not want to the exchange, you can DUKASCOPY, but there api also from 50k$ in principle through their platform, trades open quickly 30-300ms. Dukas has huge liquidity, they also have a market cap. Vps, you can, as in Chicago (near the exchange), and in Switzerland near Dukas to rent

 
223231:

On the CME (Chicago exchange) currency futures are traded, execution is instant, delayed only by a ping to it liquidity is normal, the glass is as it should be. Through whom to enter the exchange is a personal matter. I tried AMP, they offer several platforms, including api, but the most balanced is ninja trader, cheap and the speed of execution almost does not suffer.

If you do not want to the exchange, you can DUKASCOPY, but there api also from 50k$ in principle through their platform, trades open quickly 30-300ms. Dukas has huge liquidity, they also have a market cap. Vps, you can, as in Chicago (near exchange), and in switzerland near ducas to lease

Vot I, too, look dukas, nowhere have not dug about it contra and judging by the quotes oooh very good opportunities, bid-ask differential in the neighborhood of 8 pips (5tiznak)


I'm sorry there is no mt5, I will have to copy it. What is the API for $50k? What about Giforex? Dukas only have commission depending on the deposit. It is easy to trade there with pittyochkochku.


 

That was the spread for the 12-13 year eurobucks. And now it's even smaller at around 4.


All in all the costs are around $7-8 per $100,000, the steepest trading conditions of all, especially given the reputation of Dukas.

 
What exactly does the horizontal ordinate mean?
 
Heroix:
What exactly does the horizontal ordinate mean?
Is it really the horizontal coordinate (abscissa) or the vertical coordinate (ordinate)?
 
Heroix:
What exactly does the horizontal ordinate mean?
Mathemat:
Is it really the horizontal coordinate (abscissa) or is it still the vertical coordinate (ordinate)?

Points vertically (5 digits), days horizontally, the first one runs through the 12th year for all weeks, and the second chart is half of the 13th (2013.01.01_2013.06.20). This is the most succinct view of the spread distribution and dynamics during the week, at least for me.

Reason: