HFT, Arbitrage
MT5 is better than before, that's for sure, but in terms of built-in functionality as a trader's platform, it's still a long way from stock trading platforms. In the same QUICK there is a lot of useful and extremely necessary. The only thing that prevents the use of QUICK - for automatic trading it will have to connect at least a couple of other programs. But if you plug them in and use the stock-sharp library, then MT5 as a trading terminal seems like a pathetic toy for a trader. Of course, let's hope that MqtaQuotes will turn to traders and enable the necessary functionality, but so far, this is just a hope :)
Come on, you're full of shit. I myself used Quick + Stock# for several years. I used to use it because there was no MT5 for RTS and there was nothing much to choose from. Now I remember that time like a bad dream. At that time there were constantly memory lapses, and perhaps the culprit was a glitchy DDE. Every three or four days the computer had to be completely rebooted: 4GB of memory was clogged up completely. Quick + Stock# + DDE + several accounts. - Everything was terribly slow and worked on its own. Yes, now Stock# finally provides some kind of testing environment and even its own terminal, but MT5 has stepped far ahead as well. So don't tell us fairy tales "about great opportunities of other platforms" - we know these opportunities, we still remember them without shuddering :)
Started off with a big post...thought about it and then erased it. You can't advertise other software here. So I will talk about your solution.
1. Stupid solution DDE-Quik.... it's the same as if MTs would run out of Quik now. You should have gone straight to C#-plaza...
2. has MT5 stepped ? and far ? .... make an HFT arbitrage, the one described in children textbooks (stock vs. futures) .... or maybe tell me how to program and test at least ONE glass strategy (elementary front-running) .... Or maybe you can tell us about programs written in MathLab (it has ready neural networks, digital filters, fuzzy logic, etc.)?
So don't tell us "about the great possibilities" of your chosen platform. We know these features, I can't stop crying )))))
Started off with a big post...thought about it and then erased it. You can't advertise other software here. So I will talk about your solution.
1. Stupid solution DDE-Quik.... it's the same as if MTs would run out of Quik now. You should have gone straight to C#-plaza...
2. has MT5 stepped ? and far ? .... make an HFT arbitrage, the one described in children textbooks (stock vs. futures) .... or maybe tell me how to program and test at least ONE glass strategy (elementary front-running) .... Or maybe you can tell us about programs written in MathLab (they have ready neural networks, digital filters, fuzzy logic, etc.)?
So don't tell us "about the great possibilities" of your chosen platform. We know these features, I can't stop crying ))))
On FORTS, HFT arbitrage was done until about mid-2012. And now these arbitrage experts are making seminars and trying for a modest fee 3000-5000 rubles per seminar to convince us that "HFT arbitrage, the one in children textbooks" is a mountain of gold and everybody can do it. Except that it is hard to believe. The market has changed a lot since 2012. Many HFT teams left the market, but they were good with hardware and knowledge. This industry is very familiar to me, I was even a member of one of the teams close to floating with HFT.
Don't engage in hat-trickery on this resource. Your speeches are for naive Finnish youngsters, for people who hear a bell but don't know where it is. "Glass", "frontrunning", "HFT" - most people "out of the loop" perceive all these as a guaranteed opportunity to make money. In reality, there are just as many pitfalls in these areas as there are in conventional trading, and even more strategic risk. You can invest millions in equipment and get a splash of oil.
1. Stupid solution DDE-Quik.... it is the same if MTs would run out of Quik now. Should have gone straight to C#-plaza...
Next time I will definitely come to you for advice. You will tell me how to do it right. And teach me how to write the code. And tell me what "Plaza2", "frontrunning" and "glass" mean. Because only housewives and novices sit here and don't understand anything about "cool-trading".
.... Can you adapt programs written in MathLab to MT (it has ready neural networks,digital filters, fuzzy logic, etc.)?
You're making a hump again. Instead of words I'll lay out specific links.
On the FORTS, HFT arbitrage was done until about mid-2012. And now these arbitrators are doing their best and trying to convince us for a modest fee of 3000-5000 roubles per seminar that "HFT arbitrage, the one in children's books" is a mountain of gold and everyone can do it. Except that it is hard to believe. The market has changed a lot since 2012. Many HFT teams left the market, but they were good with hardware and knowledge. This industry is very familiar to me, I was even a member of one of the teams close to floating with HFT.
Don't engage in hat-trickery on this resource. Your speeches are for naive Finnish youngsters, for people who hear a bell but don't know where it is. "Glass", "frontrunning", "HFT" - most people "out of the loop" perceive all these as a guaranteed opportunity to make money. In reality, there are just as many pitfalls in these areas as there are in conventional trading, and even more strategic risk. You can invest millions in equipment and get a splash of butter.
Next time I will definitely come to you for advice. You will tell me how to do it right. And teach me how to write code. And tell me what "Plaza2", "frontrunning" and "glass" mean. After all, there are only housewives and novices sitting here who don't understand anything about "cool-trading".
You are making a mountain out of a hill again. Instead of words I will give you some links.
I've written many times in my post that HFT is like a mantra for many people here and they don't understand its complexity - it's about features create and test such types of algorithms in MT.... it doesn't matter if it's lossy or profitable ... understand to create and test it.
But those who use your favorite software cannot use these algorithms, they cannot even create them here theoretically, and in your least favorite C# their number is very much realized.
About the humpback.
Again another stupid solution, why should I connect Matlab via DVD and even to МТ (previous article even exchange files, nice solution for HFT), we've gone over this, let's change МТ for Quick, and you have already described the pitfalls of this technological solution yourself. Do you want to step on it again, please.
Library integration with R. If you are a philanthropist, you can trust your money to dll libraries. Personally I'm not going to trust closed code (black box), and again between my trading algorithm and exchange there will be a lot of programs (and hence crutches). You need to attach R to the trading algorithm - C# solves it.
P.S. I can't look at these solutions without tears, you haven't convinced that MQL is better than C#.
I wonder if they will fight or not?
Now, seriously!
1. It makes no difference whether it's MQL, C#, C++ or Delphi The main thing is to program it correctly!
2) HFT is an "elastic" concept.
You can install a machine in a data centre, but use the old Plaza II interface (P2ClientGate), and someone will
use the new one (Cgate with presets for decoding tables) and you will be out of luck!
The speed will be in MICROSECUNDS.
It is IMPORTANT that your strategy (with the interface and access point of your choice) has time to process THIS:
Another run-of-the-mill bank has drained a few million.
The picture shows today's arrow ( real Si-9.15 )
Now, seriously!
1. It makes no difference whether it's MQL, C#, C++ or Delphi, as long as you program it correctly!
2) HFT is an "elastic" concept.
You can install a machine in the data centre of the Exchange, but use the old Plaza II interface (P2ClientGate), and someone will
use the new one (Cgate with presets for decoding tables) and you will be out of luck!
The speed will be in MICROSE COUNDS.
It is IMPORTANT that your strategy (with the interface and access point of your choice) has time to process THIS:
Another run-of-the-mill bank has drained a few million.
The picture shows today's arrow ( real Si-9.15 )
Absolutely agree.
I'll also add to the piggy bank of serious stuff.
Aeroflot Group has releasedits 2014 accounts revealing horrendous risk hedging results.
......
which, combined with exchange rate differences, resulted in the Group losing equity. Equity at 31.12.2014 was minus 13.5bn compared to 55.5bn at 31.12.2013.
Full text here
Somebody made that money ))))
Now, seriously!
1. it doesn't matter whether it's MQL, C#, C++ or Delphi The main thing is to program it correctly!
...
There is a difference for MQL because after any update (fix) in terminal or language, your code may stop working (working properly).
In C#, C++ or Delphi code, there are no MQL restrictions, there are handy debugging and smart IDEs with handy plugins.
And as for the tester - while there is no exact tester with the tester, in the terminal in MQL 5 it is impossible to correctly test arbitrage, HFT, strategies with trades within a minute, conventional strategies (for sure).
A simple HFT-tester based on the collected data can be easily created by MQL - as a script or indicator.
Of course, you can write your own platform from scratch for your own vision and attach it to the gateways - but it would be too extensive).
I would love to see your "HFT" trading - no matter what platform, organize an online show. But you keep on writing ..................................... with no end in sight and no end in sight, and you are vilifying Metatrader at the same time. Maybe you are a HFT theorist - a theorist and a practitioner is not the same thing. For exampleMikalas,C-4- 100% practice more than sure :)
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