Data exchange between two MT4 terminals? - page 6

 
What difference does it make exactly how you pass on the quotes if you can't make any money on it anyway?! =)
 
It seems to me that the main idea of the author of this thread is rather to trade on the difference in the arrival of quotations in time. 1 DC is ahead of the other by a couple or three ticks. This difference is caught and a pose is opened in the direction seen. In a few seconds it moves in the profit direction and immediately closes.
My friend and I tried such trading - there was a time when it worked. We traded up to one thousand dollars a day. But it did not last long - brokerage company paid us money and closed this shop. And a bit later I found a scandal on the Internet about exactly the same situation - a group of traders argued with some brokerage company. The lifetime of these traders' transactions averaged a few seconds. The profits were enormous. Obviously, no brokerage companies would like that. And of course the guys never got paid.
The author, if I'm right about your idea, then think about it before looking for an implementation - manual haggling is also possible. It is tedious, but possible. Try to work manually ahead of rates and after that try to take your profit... This will be much less effort than searching for software implementation.
 
drknn писал(а) >>
It seems to me that the main idea of the author of this thread is rather to trade on the difference in the arrival of quotations in time. One broker is ahead of the other by a couple or three ticks. This difference is caught and a pose is opened in the direction seen. In a few seconds it moves in the profit direction and immediately closes.
My friend and I tried such trading - there was a time when it worked. We traded up to one thousand dollars a day. But it did not last long - brokerage company paid us money and closed this shop. And a bit later I found a scandal on the Internet about exactly the same situation - a group of traders argued with some brokerage company. The lifetime of these traders' transactions averaged a few seconds. The profits were enormous. Obviously, no brokerage companies would like that. And of course the guys never got paid.
The author, if I'm right about your idea, then think about it before looking for an implementation - manual haggling is also possible. It is tedious, but possible. Try to work manually ahead of rates and after that try to take your profit... This will be much less effort than searching for software implementation.


Use it as Trailing Stop Positive Trade - saves you a few pips! Information always has value.
 
drknn >>:
Ну а чуть позже я наткнулся в инете на жуткий скандал по точно такой же ситуации - группа терйдеров спорила с каким-то ДЦ. Время жизни сделок этих трейдеров в среднем составляло несколько секунд. Профиты получались просто колоссальные. Понятно, что ни одному ДЦ такое не понравится. Ну и естественно, что денег парням так и не выплатили.
It is unclear why this argument has arisen in the first place. If the brokerage company is a non-ECN one, then the lifetime of the trades is a priori at least a couple of minutes. If it is an ECN one, then it is normal there. So it is a strange story.
 
There's nothing weird about it. The guys are getting hot on the divergence of the quotes. They're getting hot. Where do you think the stable divergence came from?! A misaligned quote machine. Well, what brokerage company wants to pay for this error in the amount of "how much money the smart trader has managed to get"? No one, yes. But some brokerage companies grit their teeth and pay, while others follow the principle and start a witch hunt and accuse the trader of fraud and violation of regulatory requirements that (the requirements) appear ex post facto in the rules (the element of transaction lifetime was also invented by brokerage companies). By the way, Alpari, long time ago, paid out money in a similar situation. =)
 

Only non-ECN brokerage companies have a discrepancy, and they have a minimum transaction time of a couple of minutes.

So this hypothesis does not fit. :))

 
So that's the way it is now. Before, there were no such protective/verification delays. The story was told about the notable past, as I understand it.

That is, now some brokerage companies technically may not allow to fit in a couple of seconds on a sharp movement and large volume (will check more closely and may requote or whatever), but will give on micro volumes on a calm market, and others always give (that is, do not know or do not want to build checking mechanisms and hire competent dealers), but write in the rules that less than two minutes - "uh-uh-uh". I am more satisfied with the first approach. =)
 
Why are you basing the principle on short opening-closing times? I have tried a minute to hours, so as not to break the rules, and it works just fine too.
The main aim is to open well, and you can also wait to close. And to open and close in seconds you have to sit in the server room at your brokerage company. It is impossible.
There is no possibility even to analyze it faster than 30-50 ms. I was unable to do it faster because I still have to sift out spikes and have their confirmation. If you have any developments, please share.
 
zhuki >>:
Почему вы сам принцип строите на малом времени открытия-закрытия.
We're not building. Just an option. The narrator of the story was talking about the "second life cycle of the poses".
I've tried a minute to an hour, so as not to break the rules, it's also quite tolerable.
On real accounts?
 
wise >>:
Не строим. Просто как вариант. Рассказчик истории говорил про "секундное время жизни поз".
На реальных счетах?

I've already said that in this kind of trading the difference between demo and real is enormous. The demo is only needed for general debugging. You have to fine-tune the settings on the real account. And that, you understand, is a risk on the money. Even micro accounts differ from demo accounts very strongly.

If the position lifetime is less than a minute, there will be a lot of errors (hangs). And problems with brokerage companies are inevitable. It is better to wait for some time. Especially, that divergence situations are constant and it will always be possible to close with a profit. Once again, it is very difficult to open, it is the most difficult. Programmes that serve them are also quite complicated, there are too many conditions.

The exchange of data between terminals is nothing compared to what may be needed in the future.

Reason: