An arbitration grail is found - page 13
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I still think we're talking about different things, although I can't say for sure.
Perhaps, but the essence will be the same in any case, I have puzzled over all this at one time, too, sometimes fell into ecstasy from his "genius", I screwed up, found out my place, now I do not bother... I wish you luck, I hope you have better luck than I did. But, just sell something that you have not checked on the history, and for such money, I think not the best option. You can run into guys for whom 10,000 is not money, but their demand for results will be different, you understand. Although this is your right and your business. Just as a piece of advice, take an excel tool and check everything, I hope you'll get it right.
Perhaps, but the point will be the same in any case, I've puzzled over all this in my time, sometimes I too fell into ecstasy from my "genius", I screwed up, I found out my place, now I don't bother... I wish you luck, I hope you have better luck than I did. But, just sell something that you have not checked on the history, and for such money, I think not the best option. You can run into guys for whom 10,000 is not money, but their demand for results will be different, you understand. Although this is your right and your business. Just as a piece of advice, take excel and check it all, I hope that you will work out all the same.
Thank you for your concern, the strategies were tested in the math lab.
Thanks for your concern, the strategies were tested in the mat lab.
Well then why did you say that, I quote from memory, although I can dig up your post if you haven't deleted it of course, but no, here it is, found it here: https://forum.mql4.com/ru/22421/page2
First corollary to the law in my name: the inventors of super-duper systems are fools and losers. That is why they can never make a deposit.
2. any system can easily be tested on history in Matlab or Excel, but dumbasses don't know this.
To which you replied:
2. A Matlab test can be done.
Which implied that you didn't have one at the time of the conversation, now it turns out that everything was tested in matlab O_o
"I'm standing on the asphalt with my skis on, either my skis aren't going or I'm......... at the wrong address."
Well then why did you say that, quoting from memory, although I can dig up your post if you haven't deleted it of course, and no here it is, found it here: https://forum.mql4.com/ru/22421/page2
To which you replied:
2. The Matlab test can be done.
Which implied that you didn't have one at the time of the conversation, now it turns out that everything was tested in matlab O_o
"I'm standing on the asphalt with my skis on, either my skis aren't going or I'm......... at the wrong address."
because I tested the way I was comfortable with these figures would not tell you much without explaining them. But I can do a simple statistic.
Roman Igorevich.
Arbitrage (meaning classic arbitrage between different trading venues) works more or less reliably only on exchanges, where there are real transactions with real securities. In the case of "kitchenettes", they will quickly ensure that your deposit is drained. How is it done? You find a price difference between two brokerage companies that exceeds the maximum spread, you open an opposite position. Next, the kitchens start filtering out your prices against your open positions, increasing your spread between orders against your expectation. With this increased difference you will wait, drinking tea (for sugar, as I understand you do not have enough money), while on one of the depots (depending on where the price moves), stop-out occurs (incorrectly called a Kolya Morzhov). So much for arbitrage.
Roman Igorevich.
Arbitrage (meaning classic arbitrage between different trading venues) works more or less reliably only on exchanges, where there are real transactions with real securities. In the case of "kitchenettes", they will quickly ensure that your deposit is drained. How is it done? You find a price difference between two brokerage companies that exceeds the maximum spread, you open an opposite position. Then the kitchens begin to filter prices against your open positions, increasing your spread between orders against your expectation. With this increased difference you will wait, drinking tea (for sugar, as I understand you do not have enough money), while on one of the depots (depending on where the price moves), a stop-out (incorrectly called a Kolya Morzhov) will not happen. That's the arbitrage.
I've already said that the strategy is not meant for the kitchen DCs but for the serious DCs or banks!
Oh, yes, I forgot to add completely. In the case of normal DCs you will not arbitrate anything, because these DCs themselves have carefully arbitrated between all their brokers before giving you a price. Therefore, you will not find a difference that exceeds the spread between non-customary DCs.
Regarding non-classical arbitrage, listen to what Victoria has told you.
Oh, yes, I forgot to add completely. In the case of normal DCs you will not arbitrate anything, because these DCs themselves have carefully arbitrated between all their brokers before giving you a price. Therefore, you will not find a difference that exceeds the spread between non-customary DCs.
Regarding non-classical arbitrage, listen to what Victoria told you.
I think I understand what Victoria was trying to tell me and I don't think that's the case. But it could be.
Roman Igorevich.
Arbitrage (meaning classic arbitrage between different trading venues) works more or less reliably only on exchanges, where there are real transactions with real securities. In the case of "kitchenettes", they will quickly ensure that your deposit is drained. How is it done? You find a price difference between two brokerage companies that exceeds the maximum spread, you open an opposite position. Next, the kitchens start filtering out your prices against your open positions, increasing your spread between orders against your expectation. With this increased difference you will wait, drinking tea (for sugar, as I understand you do not have enough money), while on one of the depots (depending on where the price moves), a stop-out occurs (incorrectly called a Kolya Morzhov). So that is the arbitrage.
Open lots . Risk=0 .
Roman Igorevich, you are out of the loop.
Arbitrage between different brokerage companies is practically possible, but there are so many problems - slippages on openings and closings, requotes, one-sided positions, etc., that
Arbitrage is not a risk-free game. And changing brokerage companies is not a panacea, you will get tired of doing it very quickly. I did not go to a broker, maybe there is something to catch, but the technical implementation will cost a lot of money and time.
Arbitrage between correlated pairs is risky because the patterns found change a lot from time to time. Take a look on onyx at what agoopa has led to by trading correlated pairs.
Swap fork - there is a risk of being cheated by a brokerage company and it is not possible to arbitrage on swaps at normal brokerage companies, this is a fact.
Forex trading will soon be banned and secondly, only a few people manage to close it normally with profit, and those who do manage it, can trade without it and save on spreads, swaps and nerves.
Playing on delays, hairpin deals, opening 1:500 on Friday night and other non-market strategies will be given a hostile reception by brokerage companies up to cancellation of profitable deals.
Maybe I have missed something, but it seems that these are ALL ways to "cheat" taking money from brokerage companies.
Even if you have a new scheme, it is not worth a penny without long-term testing.
In any case, good luck!