Supporting hedging MT5 - page 4

 
Yuriy Asaulenko:
I understand HFT-type algorithms, but with a bigger and smaller channel. I think I'm starting to get it. :)
What is HFT on MT4 )))) No, maybe it's a meeeeeeeeeeeeeeeeeeeeeeeeeeeeally Estonian HFT ))))))))
 
Yuriy Asaulenko:
I understand algorithms like HFT, but the channel is bigger and less frequent. I think I'm starting to get it. :)

Here's a simple example, the owl works on levels.

Sell from a level, the price went wrong, sell again, and again wrong, buy, and again reversal, sell from the level again in the expectation that the movement will still catch. We have caught the movement, reached the level with profit and close everything at this level.

If we work without locks, we can catch so many stops that we will work them out within a month. This is the most classic trend model.

 
Alexey Volchanskiy:
What an HFT on MT4 )))) Nah, maybe it's a meeeeeeeeeeeeeeeeeeeeeeeeeeally Estonian HFT ))))))))

That's exactly what I meant. :) But the algorithm itself, imho, looks exactly like HFT. Certainly not in terms of speed. :) It works fine on some forts instruments. But it will drive me crazy manually, a few days was enough. ) I've started to make it in C#, but abandoned it long time ago.

 
Yuriy Asaulenko:

That's what I meant. :) But the algorithm itself, imho, is similar to HFT. Not by speed, of course. :) It works fine on some forts instruments. But it will drive me crazy manually, a few days was enough. ) I've started to make it in C#, but abandoned it long time ago.

But despite HFT, locking is not allowed on exchanges. And we are just discussing locking support in the new version of MT5, which should be released today.

I am already rewriting my robot for 5 and I am making (or rather trying to make) a universal variant with conditional compilation via defines. However possibilities of MT5 and MT4 are incomparable.

For now the main concern is how quickly the brokers will react. If I understand him correctly, Renat wrote that there is no extra effort required for brokers, everything is automatic.

 
Yuriy Asaulenko:
Why? It's not like I'm closing a trade, I'm doing the opposite, which would seem to be allowed.

Well, that's the way MT5 works. Such are the requirements of the stock market for which mt5 was started. It is the BETA version of MT5 with possibility to support several independent positions in one direction and in different ones. Today the official version is supposed to be released and the server part is going to be updated for the brokers. And it doesn't depend on the client part, but on the server part. Regardless of where the order is sent from, it is processed on the server, in the specified account.

This is about the way it was and the way it will be for many people, it will be possible to work like on MT4.

 
Alexey Volchanskiy:
What an HFT on MT4 )))) No, well maybe such a meeeeeeeeeeeeeeeeally Estonian HFT ))))))))
The technical structure of many brokers does not allow for HFT, MT4 has nothing to do
 
Avtosamobranka:
The technical structure of many brokers does not allow HFT, MT4 has nothing to do

Why, do you know few people who allow HFT on MT4? And what is the mysterious technical structure? ))

There is a MT4_terminal<->MT4_server bundle, and that bundle is not designed for HFT.

I had the lowest execution time on the late RVD, this with the Azure cloud made VPS which was located in the same city in the states where they had servers.
The time was 50-60ms, and that was the limit.

Let's close the MT4 topic at this point, after all we are discussing the new MT5 ))

 
Alexey Volchanskiy:


Let's stop talking about MT4 here, we are discussing the new MT5 ))

Then you shouldn't have stuck your Estonian to MT4, connoisseur )
 
Avtosamobranka:
You shouldn't have stuck your Estonian to MT4 then, you know.)
Ugh((( why spoil the air....
 
Alexey Volchanskiy:

But despite HFT, locking is not allowed on exchanges. And we are just discussing locking support in the new version of MT5, which should be released today.

I am already rewriting my robot for 5 and I am making (or rather trying to make) a universal variant with conditional compilation via defines. However possibilities of MT5 and MT4 are incomparable.

For now the main concern is how quickly the brokers will react. Renat wrote that brokers do not need extra efforts, everything is automatic, if I understood him correctly.

Locking on the exchange is organised in 2 clicks. You open one more portfolio in the account and register it on the stock exchange in a couple of days. That is all. You only need to put money into the portfolio. Money moves from one portfolio to another in no time.

I am not sure about additional efforts of brokers. It's a money issue and brokers take it very seriously.

Ran away. :)

Reason: