Algorithms, profitable and not so profitable. - page 6
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How can you determine costs if the system is dynamic and costs are determined statistically? Market makers leave the market before the news.
And fresh depots have nothing to do with it, they are constantly being opened and drained, and there is no exact point that a wave of depots came, and here is the point where everything is pulled out and we have to wait for a new wave.
Did the market makers themselves say that?
ZS: I have a theory that they are not leaving, they are moving away
Did the market makers themselves say that?
ZS: I have a theory that they're not leaving, they're moving away
You know I get my information from public sources, I don't have any insider information.
Somewhere in the depths of the forum there is a video where the speaker blurted out that the average time to hold a position with market makers is 2 minutes (and in general from seconds to hours).
As for not leaving, I would put it differently, in theory they should change the algorithm from arbitrage on the flow of market makers to something else. This means that the arbitrage algorithm goes away, but another algorithm takes its place.
For you, it means that at some point the arbitrator has to be switched off.
You know that I get my information from public sources, I do not have insider information.
Somewhere in the depths of the forum there is a video where the speaker blurted out an insider that the average time to hold a position with market makers is 2 minutes (and in general from seconds to hours).
As for not leaving, I would put it differently, in theory they should change the algorithm from arbitrage on the flow of market makers to something else. This means that the arbitrage algorithm goes away, but another algorithm takes its place.
For you, this means that at some point the arbitrator has to be switched off.
No, they don't. It is not logical to leave when there is a herd of hamsters in the market.
It is better to leave when the herd is gone because there is no one to fill their limits.
No, they do not, it is not logical to leave when there is a herd of hamsters swinging in the market.
It is better to leave when the herd is gone because there is no one to fill their limits.
If you say so, they don't go that way, but the algorithm changes considerably.
It is one thing when there is a flow of markets in both directions, approximately equal (with a slight tilt of 10-20 percent, in which direction, they determine the direction of movement), and quite another thing when the flow from one side dries up (the ratio changes in one side up to 80 percent).
share!!!(in person)
If you say so, they don't go that way, but the algorithm changes considerably.
It is one thing when there is a flow of marquets both ways, approximately equal (with a slight tilt of 10-20%, in which side, they determine the direction of movement), and quite another thing when the flow from one side dries up (the ratio changes in one side up to 80%).
), do you realise that the opposite side of the market is someone else's limit?
so who sets the limits if all the market makers are gone?
I'd share, but that wouldn't solve my problem) with algorithm implementation
What a bummer, eh? )
I'll just have to lick my eyes ))
), you realise that the other side of the market is someone else's limit?
so who sets the limits if all the market makers are gone?
everything you said i understand perfectly, but
I still don't understand what you're trying to say.)
I understand everything you said, but
I still don't understand what you mean.)
I wanted to say that this system needs an indicator that will determine the unfavourable moments for the system.
In short, all systems are divided into trend and flat, your system is flat. And in a sharp movement (which may be classified as a trend for ticks) you may encounter some filled orders from one side and they all will be in the heavy drawdown.