Using high-frequency robots - how do brokers and DCs react? - page 4
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How does the DCs benefit from delays? OK, they used to cheat with quotes, now I write them, the difference between the two DCs on A and R is practically 1-3 pips on a five digits.
I mean ECN accounts.
As what, delays=slippages=your losses=dc's profits. ECN accounts, again, are the same as the rest, no money is withdrawn anywhere.
I have slippage written in my robot. No more than 0-3 pips on a 5 digit. Well, everyone slips on the news. Here is an example of the log, order price in red, execution price in blue.
But it is better to judge by eye.) Although in this example time is big.
2016.07.14 13:26:33, Close, Ticket= 104533767, SELL, EURUSD, timeClose= 844 volume= 0.10 Profit= 2.50000
2016.07.14 13:26:33, Close, Ticket= 104533788, SELL, EURUSD, timeClose= 906 volume= 0.10 Profit= 1.60000
2016.07.14 13:26:34, Close, Ticket= 104535024, SELL, EURUSD, timeClose= 594 volume= 0.10 Profit= 3.90000
2016.07.14 13:47:14, Open, Ticket= 104537098, BUY, EURUSD, timeOpen= 781 volume= 0.10Price= 1.11073 SL= 1.10773 TP= 1.11123
2016.07.14 13:47:14, Opened, Ticket= 104537098, BUY, EURUSD, volume= 0.10Price= 1.11072 SL= 1.10773 TP= 1.11123
2016.07.14 13:50:31, Open, Ticket= 104537273, BUY, EURUSD, timeOpen= 719 volume= 0.10Price= 1.11079 SL= 1.10779 TP= 1.11129
2016.07.14 13:50:31, Opened, Ticket= 104537273, BUY, EURUSD, volume= 0.10Price= 1.11079 SL= 1.10779 TP= 1.11129
I already found out why from a former DC programmer. In short, we continue to be cheated... I will not say much about it or they will banish us :) But the delays are artificial. Plus the ping to prime broker is 100+ ms, which usually all in the U.S., so it adds up to milliseconds ...
The main point, I think, is clear - the problem is not a technical but an economic one. And the fact that there is no conflict of interest is just another PR move, the scheme has hardly changed since DDE accounts. In general, sometimes it is useful to talk to people, so many misunderstandings disappear at once.
1) What prevents you from buying the same VPS with a ping <1ms?
2) Working with limit orders eliminates slippages.
3) Work inside a real broker's marketplace with real participants. What kind of conflict of interest is that?
So the only problem here is the millisecond winding up. But again, what is the point? More white bull story? Childish horror stories?
So the only problem here is the millisecond gain. But again, what is the point? Again with the white bull story? Childish horror stories?
That's what I was asking too. Because the price does not crawl linearly in one direction. Let's say I opened a buy position, the price crawls upwards. So, let there be slippage, it only makes me feel better.)
Or let's assume that there is a dirty manipulation of quotes in the spirit of 10 years ago.
But I write quotes and often compare them in Matlab on the same chart. R and A have them almost identical. Although about 6-7 years ago I saw a brokerage house where there was a clear manipulation. So there is nothing to trade there.
That's what I was asking too. Because the price does not crawl linearly in one direction. Let's say I opened a buy position, the price crawls upwards. So, let there be slippage, it only makes me feel better.)
Or let's assume that there is a dirty manipulation of quotes in the spirit of 10 years ago.
But I write quotes and often compare them in Matlab on the same chart. R and A have them almost identical. Although about 6-7 years ago I saw a brokerage house where there was a clear manipulation. So there is nothing to trade there.
Manipulation breeds arbitrage. It benefits no one - they will lose a lot more!!!
it is easy to be naive, but it is not profitable
That's what I was asking too. Because the price does not crawl linearly in one direction. Suppose I opened a buy position, the price crawls upwards. So, let there be slippage, it only makes me feel better.)
Or let's assume that there is a dirty manipulation of quotes in the spirit of 10 years ago.
But I write quotes and often compare them in Matlab on the same chart. R and A have them almost identical. Although about 6-7 years ago I saw a brokerage house where there was a clear manipulation. I would not trade there.
What the hell about the quotes, I mean the artificial delays in execution. I think we should make an excursion - one day of living with programmers at a brokerage company to take off the rose-colored glasses :) I've already written that it's just a dirty manipulation going on in the spirit of 10 years ago, only now most of it is cut off from you through slippages.
And if you also feel better about slippages, then you are talking like a person who is far from understanding at all. The broker you mentioned was opened by technicians I know too. They were laughing together at naive people like you about 10 years ago when they were representatives of another broker :) really think like plankton and defend something you have no idea about at all, what wars are going on there for YOUR money.
Read at least on the market or in signals here - how many interesting systems have already been killed by slippage, and what a huge difference there is between dts in prosk, and how they end up increasing slippage with your trading volume. and everyone does it.
Colleagues, has anyone had any experience using high-frequency robots on real accounts. How do broker companies and brokerage companies deal with it?
No one has had that experience, by the very definition of HFT.
Brokers don't care about any of this. It's impossible in DCs.
Read at least on the market or in signals here - how many interesting systems have already been killed by slippage, and what a huge difference it makes between dts in prosk, and how they end up increasing slippage with increasing volume of your trade. and everyone does it.
Slippage and other delights are absolutely everywhere unless your comp is in the datacentre of the market directly.
Slippage and other things are absolutely everywhere, unless your comp is in the datacentre of the market itself.