Discussion of high-frequency trading on MT5 - page 89

 
TheXpert:
ECN\STP or is it the same for you? )

You said ECN, there's ECN, I see that there's ECN and there's limiter penetration, there's no mention of STP.

 
sergeev:

and you'd better write about his thesis where he got it wrong.

Don't LPs sit on crossconnects?

LPs do not sit on 'cross-connects' (at the same point). It's a self-delusion fueled by "better ISPs".

Their processing centres are in completely different geographically remote locations and they are not going to change those locations (when asked to transfer points they say that sometime in the future it is possible). That clearly gives a big difference in execution time.

Besides, on news it's not possible to talk about milliseconds of execution at all, regardless of perfect connectivity.

Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
Документация по MQL5: Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров
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Стандартные константы, перечисления и структуры / Торговые константы / Свойства ордеров - Документация по MQL5
 
Renat:

LPs do not sit on 'cross-connects' (at the same point). This is a self-deception fuelled by "better providers".

Their processing centres are in completely different geographically remote locations and they are not going to change these locations (when asked to move the points, they say it is possible sometime in the future). Which clearly gives a big variation in execution time.

this is strange.

I then do not understand the position of several LPs.

Example 1. Connected to Citibank. negotiated connection details to help increase execution speed. They unequivocally said to move the server to them in New York (in the end they recommended Equinix)

Example 2. After a couple of months they wanted even more liquidity and better prices. They liked Primexm. Their suggestion is the same - move to Equinix.

question - is this a self-defeating idea of theirs?

It's not clear to me who's right then.

---

And about processing centres - do you mean the common server where all requests eventually get to and matchmaking takes place?

The above mentioned providers offered Equinix as a model to speed up info exchange.

On the other hand they don't have their own processing centres there?

---

I myself wrote the MT4/5 connection gateways to the named plus LMAX, FXCM, LCG. There were certainly no offers from them to host on Equinix.

 
Renat:

LPs do not sit on 'cross-connects' (at the same point). This is a self-deception fuelled by "better providers".

Can you confirm or believe your experience again?
 
sergeev:

that's odd.

i then do not understand the position of several LPs.

Example 1. Connected to Citibank. Discussed connection details to help increase execution speed. They unequivocally said move the server to them in New York (ended up recommending Equinix)

Example 2. After a couple of months they wanted even more liquidity and better prices. They liked Primexm. Their suggestion is the same - move to Equinix.

Question - is it really their self-delusion?

Well if you draw conclusions from two LPs, then surely your self-delusion.

Do you really think everyone really sits in the same spot? There are no other centres like London or Chicago (where those sitting there are not going to leave)?

I'm not even talking about the fact that "cool LP liquidity" is often "collected from all ends multiliquidity" with all its attendant circumstances. For the sake of zero latency, nobody agglutinating LP will give up multifids/multiliquidity from the other side of the world.

 
TheXpert:
Can you confirm or believe your experience again?

Don't believe so as not to break your patterns.

Your position "don't believe Renat and always put something in" is known and unshakable.

 

For your information: We have built our own self-balancing cloud servers all over the world for the signals service. Now there are points in New York, Dallas, London, Amsterdam, Frankfurt, Moscow, Hong Kong, Shanghai and Singapore.

This network drastically reduces latency on connections to broker servers to as little as 1ms. At the moment it is working in personal client terminals mode and serves the signals service. Soon it will be switched to the Trusted Execution Token mode, which will allow us to move the execution close to the brokers' servers.

Automatic balancing works for thousands of MetaTrader broker servers, which means that each signal provider is located as close as possible to its broker.

 
Renat:

Do you really think everyone really sits in the same spot?

no. that was never the intention. it's not feasible for objective reasons.

 
Renat:

This network drastically reduces latency on connections to broker servers down to 1ms. It is now operating in personal client terminal mode and servicing the signals service.

But the signal service is inadequate and cannot work in parallel with the signal provider, but only after the broker has completed the transaction at the provider, so this speed is insignificant because the "train" has long gone.

More reasonable looks the model of signals on the type of PAMM accounts where there is no this problem in principle.

Торговые сигналы
Торговые сигналы
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Торговые Сигналы для MetaTrader: копирование сделок, мониторинг счета, автоматическое исполнение сигналов и социальный трейдинг
 
Andrei01:

But the signal service is inadequate and cannot work in parallel with the signal provider, but only after the completion of the deal at the broker provider, so this speed is insignificant because the "train" has long gone.

More reasonable looks the model of signals on the type of PAMM accounts where there is no this problem in principle.

It is adequate to its model and now gives low slips. When you start the TET mode, the slippage will be even lower.

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


Anecdote about bikers pipsers:

A "plastic" friend in overalls approaches the group of choppers having a cup of coffee. The contrast is striking - respectable fellows, all in black and leather, and a brightly coloured sportsbiker.
- Hey, guys! Why don't we ever hang out together? We need to rectify that mistake! - says the sportbiker cheerfully.

A pained silence reigns in the choppers. One of the choppers looks up and lazily replies:
- What's there to be friends with? You're new every year, aren't you?


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

Reason: