Supporting hedging MT5 - page 3

 
Vitaly Muzichenko:

You talk about hedging, Alexey and I talk about locks, on futures and stocks you can't make a lock, only a hedge, but any platform supports that. That's why you are not interested in MT5, you just don't use it. But I am interested, while I am still trading forex and locks give profits.

On futures and even equities I have no problem arranging a lock.

I believe it is good and right, and it helps you. That the script works too. But is there any way to explain the physics of the process?

 
Dr.Trader:
So you can have two experts running on the same account

This is understandable. I was just recently thinking how to take it into account if one is slow and the other is, say, a pipser. Although it can be solved, but it is easier with lots.

Thanks.

 
Yuriy Asaulenko:

That's understandable. I was just recently thinking how to account for this if one is slow and the other is, say, a pipser. It can be worked out though, but it's easier with lots.

Thank you.

In MT5 with netting it won't work even if I run two EAs on one account and one instrument from different computers...
 
Alexey Viktorov:
In MT5 with netting it won't work even if you run two EAs on the same account and the same instrument from different computers...
Why? It's not like I'm closing a trade, I'm doing the opposite, which seems to be allowed.
 
The argument is as old as the world. The old MT5 has been tried and tried and tried to promote it to the masses without locks and it didn't work. The logical, mathematical explanation for the futility of locks simply fell back on human psychology. And MT5 gave up, psychology won, which is to be expected. It's all a matter of habit, at the level of liking not liking and nothing more. The argument is useless. No one can prove anything to anyone.
 
Dmytro Zelenskyy:
The argument is as old as the world. The old MT5 has been tried and tried and tried to promote it to the masses without locks and it didn't work. The logical, mathematical explanation for the futility of locks simply fell back on human psychology. And MT5 gave up, psychology won, which is to be expected. It's all a matter of habit, at the level of liking not liking and nothing more. The argument is useless. No one is proving anything to anyone.
I'm not proving anything, I'm trying to understand. A very reasonable example of the use of multi-directional deals was given, but he, the example, stumped - they say it will be impossible.
 
Alexey Viktorov:

It seems to me you are talking about different things. Alexei, according to my observations, trades in the forex market, and you, apparently, in a fund, or whatever... I do not want to offend anyone, I just do not know how to put it properly. That's why we don't understand each other...

You're right, I trade forex and still on MT4, hence the difference in terms. On MT4 in terms of order opened==executed if we are talking about market orders, not pending orders. But the point is clear. When locking (as a subtype of hedging) we may have a lot of differently directed open market orders within a certain area where the price is moving. This is called a channel. How it is defined is a separate question. And these orders will usually close with profit within several hours.

Of course, this is for algorithmic trading, manually will give you a nervous breakdown.)

 
Yuriy Asaulenko:
I am not proving anything, I am trying to understand. You have given a very reasonable example of using multi-directional trades, but he, the example, is stubborn - they say it will be impossible.
I can show you the example, but it is not reasonable to use 1:1 lock, there should be variance, otherwise the whole point is lost. If you use gradilotnost, the locks come out in profit quite easy, but if you use the same lots, then a little problematic and longer, but there is also a plus. And the strength of the deposit plays an important role.
 
Alexey Volchanskiy:

You're right, I trade forex and still on MT4, hence the difference in terms. On MT4 in terms of order opened==executed, if we are talking about market orders, not pending orders. But the point is clear. When locking (as a subtype of hedging) we may have a lot of differently directed open market orders within a certain area where the price is moving. This is called a channel. How it is defined is a separate question. And these orders will usually close with profit within several hours.

Of course, this is for algorithmic trading, manually will give you a nervous breakdown.)

I understand algorithms like HFT, but the channel is bigger and less frequent. I think I'm beginning to get the hang of it. :)
 
Vitaly Muzichenko:
I can show you an example, but it is not reasonable to use a 1:1 lock, you must have gaps; otherwise the whole point is lost. If we use fixed lot sizes then it's not that difficult to make profit, but if we use the same lots then it's a bit problematic and longer, but it has its advantages.

Sorry to interfere in your argument, but I agree with you 100%. There are subtleties here too, either the channel has broken and we need to close the opposite ditch, or it is a temporary spike. Yesterday, on Thursday, the 21st of April, the news was full of spikes of different financial woodpeckers.

The EUR suddenly went up about 16.00, I had open Sell orders, and the robot opened the averaging buy orders with big lots. As a result, the surge was strong, but not long, at the top it closed the buy orders, and after a while it went back down and closed the old ones for sell. I earned on beer ) This is another example of use of locking.

Reason: