Crossover courses: how are they formed? - page 13

 
AlexSTAL:

OK! STOP! Where did I impose that?

I shared my experience and that's all

I've seen the link to this article 10 times on this forum. Sorry, but this is imposition.

Experience is a useful thing, but maybe you have approached this case incorrectly. There is no way of knowing the algorithm of your system.

 
zhuki:

I've seen the link to this article 10 times on the forum. Sorry, but this is already an imposition.

Experience is a good thing, but maybe you have approached this case incorrectly. There is no way to know the algorithm of your system.

Algorithm? comparison of quotes real-time....

Or what exactly do you mean?

 
AlexSTAL:

Algorithm? comparison of real-time quotes....

Or what exactly do you mean?

Comparing quotes is understandable. But the main problem is not the comparison. How is the process of opening trades, closing trades. How long it takes to trigger the process. The criteria for closing. There are a lot of problems to be solved.
 

zhuki:

What is the DLL there for?

Suggest another solution.

It's just not clear to me, for comparing quotes it seems to be enough just to work with files. In one terminal write to a file, in another compare. Why do we need DLL? Maybe it's some kind of advanced technology, I don't know.
 
gip:

I just don't understand, it seems to me that just working with files is enough to compare quotes. In one terminal you write to a file, in another you compare it. Why DLL? Maybe it is some kind of advanced technology, I do not know.

What file are you talking about? The data from the terminal goes to the allocated piece of memory (FileMapping), and from there it is read by another terminal.

It's much easier and faster than sharpening the hard drive in one place. And in general, we are fighting for microseconds.

And it's not so easy to read a file from another directory with MQL tools.

 

zhuki:

And anyway, the battle is over the μsec.

This is where I fundamentally disagree.

No brokerage house will open an order in a few microseconds. And if they don't, then there is no point either. If the average order opening time is 3 seconds, the arbitrage time should hold for 5 seconds, but it does not guarantee anything...

 
And I forgot to add - this divergence has to hold for more than one tick
 
AlexSTAL:
I also forgot to add - this divergence should hold more than one tick

You see, the further along you go, the more nuances arise. I have solved some of them in my time, but not others. If I go back to this topic again, I will go further and in the end I think I can win. I got as a result about 80% of successful transactions. Successful in terms of opening and closing.

I wish you the best of luck.

 

Based on the experience of real trading in DCs of 2 Ukrainian banks (let's keep silent about the kitchens)

Delays in execution - a few seconds.

Slippage.

On impulse within a minute execution does not happen.

And you want to arbitrage on min 2 real accounts?

My little one taught me a wonderful word : - HIRINIA !

 
zhuki:

You see, the further along you go, the more nuances arise. I have solved some of them in my time, but not others. If I go back to this topic again, I will go further and in the end I think I can win. I ended up with about 80% of successful transactions. Successful in terms of opening and closing.

What is your plan of action if in one brokerage company an order is opened and in another one not (or 5 seconds later - at the second attempt after requote ) and the price in this time will pass 30 points?
Reason: