Strange observation ! - page 2
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>>How can you do that?
On the discrepancies.
Knowing the benchmark is where the DC gets its quotes from. It's a very good way of breaking it down.
I think it's a myth.
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No one stops ( buy quotes used by a brokerage company ) - and get the information about which brokerage company takes the quotes.
By the way - quotes from all brokerage companies are generally the same.
- there are delays and discrepancies but not serious ones
the difference is not a minute or tens of pips
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those who have this information don't "do the DTs" ---
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the difference in quotes is of course there are cases
This makes sense. DCs filter quotes, otherwise they will not survive. Take an e-signal and catch the divergence.
I have done this a couple of times with quotes from different DCs. But I would not take it as a system yet. The same for guaranteed execution.
While waiting for the gap you bet on everything before closing. Either the deposit is at a loss or at a big profit after the gap.
is there any data on the discrepancy?
By the way, it would be good if they gave a reference to the benchmark, to avoid claims by participants
and that the word "indicative" doesn't appear anywhere.
Remember how VinWin was tweaked to not get bogged down?
In fact, when I opened the thread I didn't assume that the quote feed was to blame for my question.
The test, posted in post1, was made on tf=n4. AT OPENING PRICES! And I think there's something else at play here after all.
And not filtering of quotes at all.
Even worse. In Alpari's CFDs, there are afternoon quotes. Can you imagine if forex was like that?
Recently came across www.deltastock.com the spread is bigger but from $100 and e-signal it seems. API, just a unique find.
Even worse. In Alpari's CFDs, there are afternoon quotes. Can you imagine if forex was like that?
Recently came across www.deltastock.com the spread is bigger but from $100 and e-signal it seems. API, just a unique find.
What are you comparing?
Wheat at Alpari.
And on these charts is gold.
You are wrong. There are such systems and they are guaranteed to split, not all brokerage companies, but some for sure. After some events brokerage companies started to introduce in the rules a condition for the minimum time of transaction holding + did not pay out the sums they earned. If someone is interested, you can Skype us and I'll give you the link. Or just browse through the claims considered by KDFMS.
If we talk about the holding time - you mean scalping and everything associated with it.
If you are talking about targets of 50 pips or more - all this becomes completely pointless
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maybe on TP = 2-3 pips and you can catch on the price difference - i dunno - maybe you can
but how long will it last
Wheat at Alpari.
And on these charts, gold.
You can compare the correlation of commodity pairs and futures like Australian and gold or Canadian and gold with oil get the same results