FORTS: Strategies and how to implement them - page 18
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1. You are especially gifted and you like to write for money, write where you will be paid.
2 . Tell everyone how to implement all this in MT5 and we'll read it ))
1. Well, this shot is off-target. I'm not a fan of writing articles, and I'm not a good storyteller (unlike you).
2. You refer to yourself in plural again? Come on, everyone has flaws after all... If you know MQL5 well enough, and not just "from hearsay", you know how it is. The main thing is to study the language, not mess around with goddamn quiks and sharps and that's enough of your bullshit.
Prival-2:
MQL is a limited language and I don't think you can prove that it's better than C++, C#, like there are limitations of programmer's imagination, while you don't have them...
3. The cheekiness in general. It's like coming to your house and saying to your host, "Your kids are stupid bastards, and your wife is ugly as life, and her cheeks are too salty...".
A lot depends on how the arbitrage will be implemented. A little earlier in the thread there are screenshots of stakes (if they haven't been deleted as well, take a look). You build arbitrage between two symbols, one market is tight, the other is almost empty + huge spread. There is only one way out if you have a huge desire to trade this particular pair. You place the first leg (of the limiters in an empty glass) and wait for it to be filled, as soon as it is filled, take the second leg in the market in a dense glass.
It turns out that you stand on the asc in one market and hit the asc in another market. Consequently, you would have a delta of ask-ask.
We make opposite deals. For example, after triggering the buy limit (at Ask price) we immediately open a sell trade on the market (at Bid price). Isn't it so?
That is, we need to build two deltas: the first to buy the Ask1-Bid2 spread, the second to sell the Bid1-Ask2 spread.
A lot depends on how the arbitrage will be implemented. A little earlier in the thread there are screenshots of stakes (if they haven't been deleted as well, take a look). You build arbitrage between two symbols, one market is tight, the other is almost empty + huge spread. There is only one way out if you have a huge desire to trade this particular pair. You place the first leg (of the limiters in an empty glass) and wait for it to be filled, as soon as it is filled, take the second leg in the market in a dense glass.
It turns out you stand on the asc in one glass, and the other glass you hit in the asc. Consequently, you'll have a delta ask-ask.
And there are some which want to reduce slippage and take more volume, so they take several orders simultaneously, for example in same-name futures with different expiry date + spot + option and so on.
Then arbitrageurs may be left with no legs
Don't confuse people!
About modelling? What are you going to model it? There is a much better solution, a real history of the tumbler and ticks. Take it and build your TS on that history, no modelling.
Z.U. It's a pity the moderators delete posts. You are being deprived of information where and how you can take that story...
We, on the other hand, do the opposite. For example, once the buy limit is triggered (at Ask price), we immediately open a sell trade on the market (at Bid price). Isn't it so?
That is, we need to build two deltas: the first to buy the Ask1-Bid2 spread, the second to sell the Bid1-Ask2 spread.
Unfortunately MT users know and understand the market very poorly. Once again, just be careful. Look at the real market. The screenshot below.
Specially drew arrows to clarify. Because many here (smart guys) have not seen it in the eye, but can only speculate. We all can, all know and all can do.
This is the real glass screenshot of Friday 10:03:00.
It can be seen that only one deal took place within three minutes (number 3), someone bought and someone sold at 56.40 for one lot. Also, it is clear that there is a market maker on both sides of the price with one lot (56.55 and 56.12). The only way to buy/sell on the market in such a cup is to be overmarketed by Limits. I.e. place one limit on sale at 56.54, and the second at 56.11 to buy and wait when some idiot hits the market and you fill (like he has a history in MT all works and he doesn't understand that he analyses candlesticks that are built by last prices (number 1, and this lot was taken and more volume for trade in this place and at this price is not), and that limiters in the pool can move (and move very quickly, you stood in front of you stood, etc.).
So you stand on the market with limit at 56.54, you get sold one leg, and you buy the second leg at another market (it's too tight, you don't have such a wild spread). And since you're buying on the market, you're hitting the asc.
It turns out delta, it's ask-ask for this variant of the robot build.
P-4, Prival-2.
Aren't you going to take part in the BFI?
Just for competitive spirit...
What does the "rack" in the glass have to do with it.
If you BUY both instruments, then ask ask. If you SELL both instruments, then bid bid. If you BUY one, and SELL the other, then ask bid.
The delta formula does not depend on the types of ORDERS used in the trading operation, but on the TYPE of the TRADING OPERATION.
Don't confuse people!
No, it does not. I gave an explanation above. It's just that as far as I remember. MT didn't let you put limits on the spread (becomes bid and/or ask). Not only that, to protect against arbitrage, MT also introduced a freez level...
No one is depriving me of information. I have a real history of the betting market for all futures over many years. I also have a tester that emulates a full trading environment based on the betting history and allows me to test Level II strategies. There is also the appropriate server hardware, on which even the heaviest strategies fly. Of course this is not MT. Nevertheless I am here and I think MetaTrader is a good terminal.
And I have. Remove links to a place where you can get it for free (not many on the forum know that there is a stack history and you can work with it). I also think MT is not a bad terminal, but it is not trader friendly, especially for those who have been earning on forex.
I'm here on this forum too, because I'm thankful to MT for what he taught me. And I didn't leave him because of the good life. When MT5 was discussed, the developers declared, there are no ticks and there won`t be any. How many copies were broken because of it https://www.mql5.com/ru/forum/1031 Time has judged us. Now it turns out to be a breakthrough, new testing horizons.
https://www.mql5.com/ru/forum/40960#comment_1376999
I saw how much dirt was poured because of it, bans were handed out left and right...
It turns out that you stand on the asc at 56.54, you were poured, i.e. you sold one leg, the second must be bought in another glass (it is tight, there is no such a crazy spread). And since you are buying on the market, you are beating the asc.