How to make money in the market? - MQL4 and MetaTrader 4

Oleksandr 2009.12.29 21:43 #91

rid >> :

This is a demo. There are no requotes here (in this brokerage company). There are slippages for the worse.

What is interesting, they are almost the same on demo and on real - these slippages....

However. In my experience in this brokerage company demo and real do not differ much from each other, as long as the real has not more than 2-2.5k USD.

GCZ9:

1110.8 1110.5 2009.12.21 15:47:44

1110.8 1110.4 2009.12.21 15:47:45

1108.3 1107.8 2009.12.21 15:47:46

1108.3 1108 2009.12.21 15:47:46

GCG0:

1111.5 1111.3 2009.12.21 15:47:43

1111.3 1111.2 2009.12.21 15:47:44

1109 1108.6 2009.12.21 15:47:45

1108.8 1108.5 2009.12.21 15:47:46

My EA will want to use this, just unlikely to miss orders =\.

Machine learning in trading: 100% winning EA，you can't [Archive!] Pure mathematics, physics,

Oleksandr 2009.12.29 22:29 #92

So, now I analyze tick quotes collected during several days from two different brokerage companies. And at the acquaintance stage I discover a lot of "tasty things" like arbitrage possibilities between these brokerage companies or catching super profitable entries with spreads within one brokerage company. But how it all will work in real accounts...

Where do non-market quotes Trading on the price When is the new

kombat 2009.12.29 23:12 #93

Fduch >> :

So, now I analyze tick quotes collected during several days from two different brokerage companies. And at the acquaintance stage I discover a lot of "tasty things" like arbitrage possibilities between these brokerage companies or catching super profitable entries with spreads within one brokerage company. But how it will work on a real account.

I guess it will, but worse...

Moreover, a lot depends on dealer.

Some of them like to squeeze their profits explaining that it was arbitrage.

So one option is a basket in one dealing* with the possibility of opening at different times.

It means, for example, to open selected instruments of the basket at the beginning of each 4-hour candle.

*It is possible to run the Expert Advisor in several DTs, and look at the overall result.

Above all, this is the execution of an important principle: do not keep all your eggs in one panties.

;)))

Gorgeous Uncle Martin Gale Basic questions ... Add Magic Number to

Rid 2009.12.30 08:29 #94

Fduch >> :

Anyway, I am analysing tick quotes collected over several days from two different DCs....

If you don't mind, Fduch, drop me in your personal message the name of the second one.

Risk 2009.12.30 08:38 #95

Fduch писал(а) >>

So, now I analyze tick quotes collected during several days from two different brokerage companies. And at the acquaintance stage I discover a lot of "tasty things" like possibilities of arbitrage between these brokerage companies or catching super profitable entries by spreads within one brokerage company. But how it all will work on a real account.

All arbitrage situations in our kitchens happen solely because of their crooked quote flow, as soon as the DC sees arbitrage, and if it's not a total sucker, electronic trading will be shut down.

The claims that the demo is almost no different from the real with DC, you can only hear from those who do not understand how it all works.

Who still believes that Is it a shame FUTURE

Alexander Sevastyanov 2009.12.30 11:23 #96

Risk писал(а) >>

The claim that the demo is almost no different from the real with the DCs can only be heard from those who don't understand how it all works.

Not only that.

The DC managers are also trained to very convincingly zombify their potential clients about it.

Rid 2009.12.30 11:48 #97

Risk >> :

You can only hear the statement that the demo is almost no different from the real with DCs, from those who don't understand how it all works.

We don't understand everything..... Not yet ...

This is about a specific DC (and don't pretend you don't understand it.)

In 1.5 years of real trading at the mentioned brokerage company, I experienced and fixed my following observation.

When working with small lots 0.01-0.04 and the deposit size not more than $ 1500-2000, I (almost) do not feel the difference between the real and demo (derived bit by bit profit 5 times).

And that's with the fact that both on the demo and on the real, I constantly go daily (mainly automatic) scalper trade.

The same slippage for the worse. The same (sometimes) "hesitation" of the server. And so on ...

Do not consider it an advertisement (God forbid). I've quite often on this forum openly discussed sneaky tricks that I myself have stumbled upon there.

You seemed to want to pat me on the shoulder with an expert look, like - "you still don't understand much, young fella" !

Well, I'm not going to argue with that fact.

//----------------------------------------------

Today's demo hedge trades:

19762657 2009.12.30 07:57 sell 0.50 brng0 77.96 0.00 0.00 2009.12.30 08:40 77.94 -5.00 0.00 0.00 10.00
19762652 2009.12.30 07:57 buy 0.50 clg0 79.12 0.00 0.00 2009.12.30 08:40 79.14 -5.00 0.00 0.00 10.00
(there was a heavy slippage on both of these trades at the close,

and the closing signal was given at +50 and +30 respectively)

19764184 2009.12.30 10:03 sell 0.50clg0 78.91 83.42 75.42 2009.12.30 10:47 78.94 -5.00 0.00 0.00-15.00
19764186 2009.12.30 10:03 buy 0.50brng0 77.89 73.39 81.39 2009.12.30 10:47 77.98 -5.00 0.00 0.0045.00

19764945 2009.12.30 11:00 sell 0.30ftseh0 5374.5 0.0 0.0 2009.12.30 11:15 5369.5 -3.00 0.00 0.0023.82
19764946 2009.12.30 11:00 buy 0.11 fdaxh0 5977.0 0.0 2009.12.30 11:16 5976.5 -1.10 0.00 0.00-1.97

(further trial - sas+futsi)

9767579 2009.12.30 14:41 buy 0.50fcef0 3945.50 3940.50 0 2009.12.30 14:48 3947.50 -5.00 0.00 0.0014.33
19767578 2009.12.30 14:41 sell 0.50ftseh0 5381.5 5427.0 2009.12.30 14:48 5382.0 -5.00 0.00 0.00 -3.97

19767706 2009.12.30 14:49 sell 0.50ftseh0 5381.5 5427.0 2009.12.30 15:07 5378.5 -5.00 0.00 0.00 23.82
19767708 2009.12.30 14:50 buy 0.50 fcef0 3948.00 3800.00 2009.12.30 15:07 3948.00 -5.00 0.00 0.00 0.00

19768009 2009.12.30 15:08 buy 0.50fcef0 3949.00 0.00 2009.12.30 15:34 3944.00 -5.00 0.00 0.00 -35.76
19768007 2009.12.30 15:07 sell 0.50ftseh0 5378.5 0.0 0.0 2009.12.30 15:34 5371.0 -5.00 0.00 0.0059.64

19768770 2009.12.30 15:34 buy 0.50 ftseh05371.5 0.0.0 2009.12.30 15:48 5378.5 -5.00 0.00 0.0055.64
19768764 2009.12.30 15:34 sell 0.50fcef03944.00 0.00 0.00 2009.12.30 15:49 3948.00 -5.00 0.00 0.00-28.59

Looking for an EA BrainSystem: Trading System Development Backtesting with tick data

Risk 2009.12.30 16:01 #98

rid писал(а) >>

How are we supposed to understand everything..... You're too young ...

We are talking about a particular DC (and don't pretend you don't understand it.)

For 1.5 years of real trading at the mentioned brokerage company, I have made an observation.

When working with small lots 0.01-0.04 and the deposit size not more than $ 1500-2000, I (almost) do not feel the difference between the real and demo (withdrawn bit by bit profit 5 times).

And that's with the fact that both on the demo and on the real, I constantly go daily (mainly automatic) scalper trade.

The same slippage for the worse. The same (sometimes) "hesitation" of the server. And so on ...

Do not consider it an advertisement (God forbid). I've quite often on this forum openly discussed sneaky tricks that I myself have stumbled upon there.

You seemed to want to pat me on the shoulder with an expert look, like - "you still don't understand much, young fella" !

Well, I'm not going to argue with that fact.

//----------------------------------------------

Today's demo hedge trades:

19762657 2009.12.30 07:57 sell 0.50 brng0 77.96 0.00 0.00 2009.12.30 08:40 77.94 -5.00 0.00 0.00 10.00
19762652 2009.12.30 07:57 buy 0.50 clg0 79.12 0.00 0.00 2009.12.30 08:40 79.14 -5.00 0.00 0.00 10.00
(there was a heavy slippage on both of these trades at the close,

and the closing signal was given at +50 and +30 respectively)

19764184 2009.12.30 10:03 sell 0.50 clg0 78.91 83.42 75.42 2009.12.30 10:47 78.94 -5.00 0.00 0.00 -15.00
19764186 2009.12.30 10:03 buy 0.50 brng0 77.89 73.39 81.39 2009.12.30 10:47 77.98 -5.00 0.00 0.00 45.00

19764945 2009.12.30 11:00 sell 0.30 ftseh0 5374 .5 0.0 0.0 2009.12.30 11:15 5369.5 -3.00 0.00 0.00 23.82
19764946 2009.12.30 11:00 buy 0.11 fdaxh0 5977.0 0.0 0.0 2009.12.30 11:16 5976.5 -1.10 0.00 0.00 -1.97

Another ignorance of definitions. It has nothing to do with arbitrage and even less with hedging, but playing on correlations between instruments with all the risks involved.

Rid 2009.12.30 17:26 #99

I have never said that this is arbitration. Don't look for inaccuracies where there are none.

If I used the word "arbitrage" in this thread for this situation, I put it in quotes everywhere (on purpose - not to meet such a reproach)!

And about hedge. Let these words "It has nothing to do with .... to a hedge" remain on your conscience.

For the given tactic, however, this term is exactly the right one.

For :

Hedging - Wikipedia
Hedging (from English hedge - insurance, guarantee) is a futures position established in one market to offset the impact of price risks by an equal but opposite futures position .....

Hedging Expert

MT5 a step backwards?? Hedging Any great idea about

Rid 2009.12.30 18:08 #100

A small, modest New Year present for visitors of this branch (see download).

With kind permission of my countryman and friend (the author) I place the Expert Advisor, which draws asc and bid ticker lines on the main symbol chart!

#property copyright "leonid553"
#property link      "leonid553@ya.ru"
//---Внешние параметры советника---
extern string  tiker_ = "#I";
extern color  Сolor_AskTiker   = Lime;//цвет линии 
extern color  Сolor_BidTiker   = Aqua;//цвет линии 
extern int    WIDTH            = 1; //толщина линий
string    Tiker;//заявляем наименование инструмента
double Ask_Tiker, Bid_Tiker;
//-------------------------------------------
int init()//создаем горизонт. линии на графике
{ObjectCreate("lowline",OBJ_HLINE,0,0,0,0,0);
 ObjectCreate("highline",OBJ_HLINE,0,0,0,0,0); 
 ObjectSet("lowline", OBJPROP_BACK,1); 
 ObjectSet("highline", OBJPROP_BACK,1);  }
//-------------------------------------------
int deinit()
{ObjectDelete("lowline"); ObjectDelete("highline");}
//-------------------------------------------------
int start() {
Tiker  = Symbol()+ tiker_ ;//наименование
 while(!IsStopped()) {//зацикливаем код советника
 RefreshRates();
//Задаем цены аск и бид тикера
Ask_Tiker = MarketInfo( Tiker,MODE_ASK);
Bid_Tiker = MarketInfo( Tiker,MODE_BID);
Comment (//отображаем тикер и все цены на графике
" Тикер = ", Tiker ,"\n",
"Ask_Tiker = ", Ask_Tiker,"\n",
"Last_Price= ",Ask,"\n",
"Bid_Tiker = ", Bid_Tiker);
//устанавливаем горизонтальные линии на ценах аск и бид
SetHLine( Сolor_AskTiker,"highline", Ask_Tiker,0 , WIDTH); 
SetHLine( Сolor_BidTiker,"lowline" , Bid_Tiker,0 , WIDTH);

      Sleep(1000);  }//конец цикла
}//Конец функции СТАРТ

//+---------------------------------------------------------------------+
//|   Функция  : Установка объекта OBJ_HLINE - горизонтальная линия     |
//|   Автор функции  : Ким Игорь В. aka KimIV,  http://www.kimiv.ru/    |
//+---------------------------------------------------------------------+
//|  Параметры:                                                         |
//|    cl - цвет линии                                                  |
//|    nm - наименование      ("" - время открытия текущего бара) |
//|    p1 - ценовой уровень   (0  - Bid)                          |
//|    st - стиль линии      (0  - простая линия)                |
//|    wd - ширина линии     (0  - по умолчанию)                 |
//+---------------------------------------------------------------------+
void SetHLine(color cl, string nm="", double p1=0, int st=0, int wd=1) {
  if ( nm=="") nm=DoubleToStr(Time[0], 0);  if ( p1<=0) p1=Bid;
  if (ObjectFind( nm)<0) ObjectCreate( nm, OBJ_HLINE, 0, 0,0);
  ObjectSet( nm, OBJPROP_PRICE1, p1);ObjectSet( nm, OBJPROP_COLOR , cl);
  ObjectSet( nm, OBJPROP_STYLE , st);ObjectSet( nm, OBJPROP_WIDTH , wd); }

There is also a version in the form of a script. But its author has already given it for the article in the January issue of Leprikon.

Now manual trading (in Broco and not only) (futures, etc.) will be comfortable enough. Just do not forget that the ticker #I must be present in the MARKET REVIEW window

Files:

exp_tiker.mq4 3 kb

Any questions from newcomers The philosophy of algotrading Grail. The puzzle is

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