Exchange arbitrage, is it worth digging into? - page 7

 
Yuriy Asaulenko:

And as for easy and simple - not easy and not easy. Meditate from 10 to 20 for a month and we'll see. :) Less enthusiasm. :)

Some people, even when trading long term, cannot tear themselves away from the monitor, they sit and meditate :) and usually to their detriment :).

And if meditation brings good and steady income, then why not meditate.

Although, of course, in today's realities, a few thousand rubles a day is not much...

 
Alexey Navoykov:

Some people, even when trading long term, can't tear themselves away from the monitor, so they sit and meditate :) and usually it's to their detriment :)

I can understand them. :) For me -40 pips is the end of a deal and for them -1.5% for an hour is a load of crap. And for a day? - It's hard to imagine. Iron men.

 
Maxim Dmitrievsky:

Is there any point in testing on unrealistic ticks? ) I have any system that "takes out" on them :) This is an arbitrage between different contracts of one instrument, as I understand it?

And today I was arbitrage on forex on the news... and it's STP account, for fuck's sake...

I know about unreal ticks, but if I do the same test with limit orders, the result will not be so perfect, but it will be a good plus as well. By the way, I advise you to trade with limit orders too! I don't know from your chart which instruments you work with. I'm trying EUR/USD and EUR/GBP, they have good correlation. I don't understand why I need a stop? There are no stops as such in arbitrage, there is a certain mid-level and from it the opening and closing deals are performed at a certain distance.

It was an arbitrage between two futures with the same underlying asset.

 
By the way, in your comment picture you can see that you are opening 0.01 lots. I wonder how many lots you have on the second instrument. I had EUR/USD at 0.03 and EUR/GBP at 0.02 lots. This is IMPORTANT as the lower currencies are different, so for 1 pip there will be a different amount in the currency of the deposit. I.e. for example 1 pip of the first pair will cost less than 1 pip of the second pair. This should be taken into account.
 
mfedora:
By the way, in the comments of trades you see that you open with 0.01 lots. I wonder how many lots you have on the second instrument. I had EUR/USD - 0.03 and EUR/GBP - 0.02 lot. This is IMPORTANT as the lower currencies are different, so for 1 pip there will be a different amount in the currency of the deposit. I.e. for example 1 pip of the first pair will cost less than 1 pip of the second pair. This should be taken into account.

What difference does it make whether the prices are limited or not if the prices are not real. This strategy can only be tested on ochls, on which it is unlikely to make sense. And even then we need to control the appearance of a new bar for each symbol.

I have arbitrage on lags of quotes from different brokers... but they don't let me trade, although sometimes I can get a little out of it. Actually the first post in the topic is just about this kind of arbitrage :)

Example of communication with unscrupulous sellers of STP accounts:

-Hi, Maxim.
Your request is accepted for consideration.

Our company regrets that you have faced with this situation, so we will investigate in detail.

-I did not encounter such a situation, but you have such a service in general. So you should stay in permanent self regret. The recommendations for the STP account - a deposit of $ 1000 or more. What another 1000 when even 0.01 lot cannot be opened on the news. What was the point of introducing this type of accounts, if there is no advantage.

 
Maxim Dmitrievsky:

What difference does it make whether the prices are limited or not, if the prices are not real. This strategy can only be tested on ochls, on which it is unlikely to make sense. And even then we need to control the appearance of a new bar for each symbol.

To be more precise, only synchronized close at the moment of opening of a new bar on one of the symbols.

All other prices (including high and low) will be unsynchronized.

 
Andrey Khatimlianskii:

More precisely, only the synchronised close at the moment of opening of a new bar on one of the instruments.

All other prices (including high and low) will be out of sync.

MT5 is completely out of sync, just like Vindos, all in the pursuit of paralleling.

You will not be able to test normally with standard means, no matter how hard you try.

We are waiting for the great March update.

 
Sergey Chalyshev:

MT5 is all out of sync, and so is Vindos, all in the pursuit of paralleling.

There's no way to test normally with standard tools, no matter how you spin it.

We are waiting for the great March update.

specify the year =)
 
sober:
specify the year =)

It's not up to me.

I think of it this way: today is 2016 + 3 years = 2019. =))

Forum on trading, automated trading systems and trading strategy testing

FORTS: MT5 vs quik

Renat Fatkhullin, 2016.02.22 21:20

There is a huge MT5 update coming out at the beginning of March, just wait a bit.

 

Today's volatility spikes after the sagging quote stream have led to suspicions that the broker is arbitrating its clients.

Of course, this is not as obvious as what happens in forex (where you don't have to match trades through the exchange), but still I have my suspicions. I will try to collect circumstantial evidence.

Reason: