Algorithms, profitable and not so profitable.
I refer to this simple algorithm as an MM algorithm.
To work properly, you need a strong deposit, a leverage of preferably 1:1, and a large stock of patience.
From the price, a grid is placed at the top to sell, and at the bottom to buy.
When one of the sell orders triggers, an order is added to the top, from the bottom buy orders are moved up by the grid step.
Similarly, when the price goes downwards and triggers one of the orders, from below a buy order is added, from above a sell order is moved downwards on the step of the grid.
If there are two differently directed orders in the market, both are destroyed.
I do not quite understand the algorithm. If you can be more detailed and with pictures ;)
What asynchronous netting platforms and brokers who use them do you know? Please send me a message so as to avoid advertising?
I refer to this simple algorithm as an MM algorithm.
To work properly, you need a strong deposit, a leverage of preferably 1:1, and a large stock of patience.
From the price, a grid is placed at the top to sell, and at the bottom to buy.
When one of the sell orders triggers, an order is added to the top, from the bottom buy orders are moved up by the grid step.
Similarly, when the price goes downwards and triggers one of the orders, from below a buy order is added, from above a sell order is moved downwards on the step of the grid.
If there are two differently directed orders in the market, both are destroyed.
And now add trend filter and stops and some signal and we get a normal system )))
The stop here is when the opposite order is triggered. Sasha wrote - "If there are two opposite orders in the market, both are destroyed".
Except I didn't expect it from such a pro )))) Why lose the spread when you open and immediately close the opposite order?
The stop here is when the opposite order is triggered. Sasha wrote - "If there are two opposite orders in the market, both are wiped out."
Except I didn't expect it from such a pro )))) Why would you lose a spread if you open and immediately close the opposite order?
The first lines immediately scare you off - a solid deposit, leverage and patience ))
I'm not clear about the algorithm. If you can be more detailed and with pictures ;)
What asynchronous netting platforms and brokers working with them do you know? Please send me a message so as to avoid advertising.
The main thing here is to calculate how much lot and what step should be for the deposit, assuming that the leverage is 1:1.
this is probably the oldest algorithm.
platforms? brokers, it will work on any terminal if implemented correctly.
spread is not lost if OrderCloseBy is used
The spread is not lost only if you execute a Buy Limit by Bid and a Sell Limit by Ask. As I understand from your words, the OrderCloseBy does not charge commission on the second order. Do I understand it correctly?
It is true for the brokers - of course, if they are implemented correctly. But we are talking about netting brokers - without the need for extra actions to close the cross positions.
and what, drawdown, profitability, nothing, I can do the same scheme on Ma without the grid... and with a grid...
The spread is not lost only if you execute a Buy Limit by Bid and Sell Limit by Ask. As far as I understand, the OrderCloseBy order is not charged for the second order. Do I understand it correctly?
It's easier to check in the terminal in real life than to explain 100 times.
Orders can be opened under any circumstances.
It's not difficult, I even wrote a script:
extern int Ticket_Buy=0; extern int Ticket_Sell=0; //+------------------------------------------------------------------+ //| script program start function | //+------------------------------------------------------------------+ int start() { //---- OrderCloseBy(Ticket_Buy,Ticket_Sell); //---- return(0); } //+------------------------------------------------------------------+
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I refer to this simple algorithm as an MM algorithm.
You need a steady deposit, preferably 1:1 leverage and a large stock of patience to work properly.
From the price, a grid is placed at the top to sell, and at the bottom to buy.
When one of the sell orders triggers, an order is added to the top, from the bottom buy orders are moved up by the grid step.
Similarly, when the price goes down and triggers one of the orders, a buy order is added from below and sells are moved down on the step of the grid from above.
If there are two oppositely directed orders in the market, both of them will be destroyed.
SZZY: the distance between the lower Sell Limit and the upper Buy Limit should be equal to twice the step between orders