Discussion of high-frequency trading on MT5 - page 94

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Forum on trading, automated trading systems and testing trading strategies


Renat, 2015.02.27 05:46


  • MT4 is not developed any more, the platform is 10 years old, it is obsolete, but it is still doing very well due to some cosmetic upgrades we made a year ago
  • In MT4 we will upgrade a little bit the integration with MQL5 services, but there will be no new functions
  • MQL4 language is frozen, as well as its compiler
  • MQL5 is developing both in terms of functionality and compiler. We will soon release a new version of the optimizing compiler, which generates 2-4 times faster code. This code will work only with 64-bit versions of the terminal, if SSE4.2 is present.
  • MT5 has already become the HFT platform, and it allows you to make up to 300-500 trading transactions per second from one terminal under normal conditions. In our tests we achieve up to 1 800 trades per second from one terminal with minimal network latency in asynchronous mode. Especially our virtual terminal hosting service helps with this. On MT4 it will not happen - it has an old architecture and there are no asynchronous operations.
  • MT5 is a multi-market platform and allows trading on stock markets. For example, you can easily trade on MOEX.
  • Technologically, MT5 is a head start over MT4.

 
server:

I don't doubt that MT5 does... But does the infrastructure that follows it support...?
 

Consider forex : at a ping of 2.50 ms or so, the lowest execution was 100 ms, the modification of the order of 20 ms or more, account type ECN-NDD real

Who has seen lower values of execution?

 
Server Muradasilov:

Consider forex : at a ping of 2.50 ms or so, the lowest execution was 100 ms, the modification of the order of 20 ms or more, account type ECN-NDD real

Who has seen a lower value of execution?

Why are you interested in it?

I have done such an EA. 5ms reached the execution speed. Infrastructure does matter, but these are solvable issues. If only there were a need.

 
Viktor Mossekhin:

And in Kazakhstan, livejournal.com is closed. I.e. on the government's orders....

We heard they shut down Youtube in Turkey. That's going to happen to us soon too...

Unfortunately, Google Chrome cannot open the sell-off.livejournal.com page.

In KZ, some providers are blocking MQL5.com, e.g. Altel. To be more precise, not the site itself, but IPs of other sites are blocked and MQL5 is blocked only via VPN.

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