ECN, order execution, aggregators, liquidity. - page 28

 
Rann:

You could try trading in threes inside the spread on some illiquid. I just don't understand how you are going to make money on it.

We will accept bids from spectators.

;)

 
MetaDriver:

Wouldn't four suit you? Or come to us on BTC-e... We already have three, you'll be the fourth.

;-)

Yeah, we've got real volumes and tape, not like some people.)

and we also have tees and limiters with positive slippage

 
I even have a BTC-e account...
 
Young:
I even have an account at BTC-e...

if you're on btc-e, you'll all be taken out by 10)

although you can try at night or on nimes it was relatively quiet yesterday

 
Rann:

Not inside the spread, but inside the spread from outside suppliers.

Example.

LMAX gives a Bid/Ask of 20/30.

As long as LMAX gives it, you will only be able to change the price within that value by placing, moving and removing limit orders. For example, you set the buy limit at 25, you get a visible spread of 25/30. At the same time the spread from external providers is still 20/30. If you load the glass, it will be visible.

What I am saying is that theoretically the limiters may not fill the market at all, the spread will remain at the level and the quotes will change. The market will move with limits only. Unfulfilled.

We will put them in, we will take them out. And so on.

 
sumkin75:

What I am saying is that theoretically, limiters may not fill the market at all, the spread will remain flat and quotes will change. Limiters alone will move the market. Unfulfilled.

We will put them in, we will take them out. And so on.

If there is limiters at a better price and a counter market, everything will fill up.

If there is no market, the limiters can move the price, but only within the spread from suppliers.

 

Rann:

It is also possible to trade with each other. If you switch off the suppliers, you get a pure exchange.

You could try trading in threes inside a spread on some illiquid. I just do not understand how you are going to make money on it.

By the way, you would greatly increase your popularity, if you create on your demo server fictitious currency pairs of 3 to 5 (for starters?) nonexistent currencies like XXXYYY, XXXZZZZ, YYYZZZ etc.

To be traded on exchanges, without providers (first, some Random could be created with very wide "outside" spread, to push them out of position, then to disconnect them when they are ready to move).

Especially it would be a bomb if this kitchen would work at weekends - people are moaning without the ticking charts at weekends, at least for algorithm debugging is of great value.

// And by the way, the scientific effect may be considerable - the stat-characteristics of quotes on instruments without a real security may (maybe, but I do not think so) turn out to be different from the "real" one.

Those who wish (including you) may arrange different championships-competitions, train in market-making, etc., etc..

It seems to me, as a service advertisement, it is a hyperprofitable one.

I think as an advertisement for the service - a hyper-revenue. // And by the way, for the service, you can take a microscopic or not very much kommis.

 
MetaDriver:

By the way, you would greatly increase your popularity if you created on your demo server fictitious currency pairs of 3 to 5 (for starters?) non-existent currencies, like XXXYYYY,XXXZZZZ,YYYZZZZ, etc.

To be traded on exchanges, without providers (first, some Random could be created with very wide "outside" spread, to push them out of position, then to disconnect them when they are ready to move).

Especially it would be a bomb if this kitchen would work at weekends - people are moaning without the ticking charts at weekends, at least for algorithm debugging is of great value.

// And by the way, the scientific effect may be considerable - the stat-characteristics of quotes on instruments without a real security may (and maybe, but I do not think so) turn out to be different from the "real" ones.

Those who wish (including you) may arrange different championships-competitions, train in market-making, etc., etc..

It seems to me, as a service advertisement, it is a hyperprofitable one.

I think as an advertisement for the service - a hyper-revenue. // And by the way, for the service, you can take a microscopic or not very much kommis.

Let's think about it.
 
Rann:
Let's think about it.
Cool. Then I'll give you some ideas. Limited deposit (like 10000), the deposit currency - something like GKM (GKMoney). You can additionally quote one or two currencies (randomly) from a couple of real currencies.
Документация по MQL5: Стандартные константы, перечисления и структуры / Состояние окружения / Информация о счете
Документация по MQL5: Стандартные константы, перечисления и структуры / Состояние окружения / Информация о счете
  • www.mql5.com
Стандартные константы, перечисления и структуры / Состояние окружения / Информация о счете - Документация по MQL5
 
MetaDriver:

By the way, you would greatly increase your popularity if you created on your demo server fictitious currency pairs of 3 to 5 (for starters?) non-existent currencies, like XXXYYY, XXXZZZZ, YYYZZZ, etc.

To be traded on exchanges, without providers (first, some Random could be created with very wide "outside" spread, to push them out of position, then to disconnect them when they are ready to move).

Especially it would be a bomb if this kitchen would work at weekends - people are moaning without the ticking charts at weekends, at least for algorithm debugging is of great value.

// And by the way, the scientific yield may be considerable - the stat-characteristics of quotes on instruments without a real security may (and maybe, but I don't think so) turn out to be different from the "real" ones.

Those who wish (including you) may arrange different championships-competitions, train in market-making, etc., etc..

I have an idea, if anything. It seems to me, as a service advertisement, it's a hyper payback.

// I don't recommend it, though, because it might discourage them from doing it.

Do you want there to be no modelling at all?

I'm afraid you won't push the cotiers. Or, as I said, traffic without transactions will.

Reason: