Not the Grail, just a regular one - Bablokos!!! - page 155
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Good afternoon, I see the discussion has spilled over here,
I would like to ask all forum participants to behave ethically)))). I would ask you to move the discussion of me and my strategy to the appropriate thread
My strategy is based on the friction values of the currency pairs:
Currency arbitrage is an operation of buying and selling currencies, followed by a reverse transaction for generating a profit from fluctuations in the exchange rate during a certain period of time. An important precondition for currency arbitrage is the free negotiability of currencies, and the premise is that exchange rates do not match. Simple currency arbitrage is carried out with two currencies and complex currency arbitrage is carried out with a large number of currencies.
Depending on the purpose, currency arbitration can be either speculative or conversion arbitration. Speculative arbitrage is taking advantage of differences in currency exchange rates due to their fluctuations. Conversionary currency arbitrage involves buying currencies in the cheapest way possible by taking advantage of both the most profitable market and changes in exchange rates over time.
Currency arbitrage is also divided into spatial arbitrage and temporal arbitrage. In spatial arbitrage, profits are made from different cross rates in different geographical markets. In temporal arbitrage, profits are generated by changes in cross rates over time.
or
Arbitrage on Forex and other exchanges is a type of trading, when a trader makes several simultaneous transactions for the profit on linked assets on different trading floors (spatial arbitrage) or on the same floor at different times (temporal arbitrage - usual speculative trading).
Simple exchange arbitrage is with two currencies and complex arbitrage is with three or more currencies.
it is an excerpt that would dispel a myth about the entrenchment of the method, a lot has been said that MT4 allegedly in such trading weak platform, I do not quite agree, because brokers have learned to smooth out such phenomena on their servers, I have learned a lot about myself, and cheater and freeloaderand cheater, and a specific wording that non-market quotes, and that I use the weaknesses of the platform, which allegedly the developers of this platform confirm this fact, I would like to give some excerpts from a letter I received from DC, in order to sort out a little bit how everything happens, and then proceed directly to the subject of the branch,
with your permission))))
"As I mentioned before, some clients have temporary problems with internet connection and sometimes their terminals request opening/closing positions at old prices. We can see and monitor this, even if not in real-time mode. This is normal and the server is set up to skip such requests, even if they are not at the current prices. If the server does not pass them through, these clients will not work at all and will have 100% of requotes or "no price" messages. We are working on the balance of filtering and confirming such requests."
what is it? i.e. the server is set up with such a filtering that it allows work at old prices for the benefit of the client, because with a bad connection client will not be able to make transactions, i don't know, but my opinion is, a less experienced trader today prepares to work in forex thoroughly, renting a VPS, read the recommendations on the forums on the connection, knows what the ping server, only after that starts either his or purchased EA,
my opinion that the phrase:"because if the server will not pass them - then these clients can not work at all".
I think this phrase means that if the server won't let them through - these clients won't be able to work at all,
these are the words of a newcomer :
"uh... it's so painful to watch... yesterday i got hit by stop ( safe ) on AUD/USD and today it went up as i expected yesterday... "
Nikolaj: waiting for you to get tired of giving your money to DTs
Nikolay: it has kicked out, does it just think so?
Olga: well, i was asleep at that time...
is this filtering for her?
let's go on,
"Having studied your branch on the mql4 website, we came to the conclusion that you have been working on finding this edge for some time, found it, and started using it in your trading, "squeezing" prices to the maximum in your favour.This is not market work, but work on the weakness of the platform. Controllable, but weakness. We can eliminate it completely by moving quotation mode to market, but that is not the right solution.
Having said that, you have worked on weakness + using an expert. This is point 14, where there is a point about a non-market quote and an obvious processing error. And also point 17, work that does not comply with the regulations, using an expert. All positions could be voided."
We would have found your trades with the old quotes by robot, even if you had not applied for withdrawal.But it was very quick, you worked out and applied for withdrawal within an hour after that. We check transactions several times a day, and your orders would have been checked closer to the evening by our robot. This lag is caused by the overlapping systems, they do not always receive timely reports on interbank trades. If you have worked with big brokers not through MT4, you know what I mean. But I can already say with 100% certainty that your tactics will not work there.
no comment )))) wow that's a Б, asshole))))
Here's the best part.
"We work honestly and we want our clients to work honestly too. Your strategy, on the other hand, has long been described on the internal methaquotes forums (working at old prices), and characterised as dishonest by the same. "
i.e. as far as i understand it, mt4 has stated somewhere on their forum that such work is not fair.... to continue the thought, our platform is not ready for such work))))
"Also, either I or yourself can point to excerpts from the mql4 website where your colleagues write that you have not worked in a fair way."
and this applies to all those who write about cheating, about freeloaders and other stuff - I don't need a hat off, I don't need praise, but I have no right to prove it with real accounts, why, guess yourself
Let's get back to the subject of the branch, what we see at the beginning, that the analysis goes to 8 pairs. and 4 input, but note that with different volumes, if you simulate the further course of events, in any scenario, will be a plus, either 1 tool with a larger volume, or the rest but a smaller one, that is what turns out, the author of the branch initially enters the market, only with 99.99% predictable result,
I don't know if I'm right or not, but most likely the author had the idea to enter the market not with 4 pairs and pay the commission and spread, which threatens the volume of profit (remember, a penny spares a ruble) but with one,But he has studied all the pitfalls and realized probably ))))) that fighting with execution is much harder than just paying spread and commission, it seemed to me that this problem could be solved somehow, why should I enter with 4 orders (by the way if I had entered the market the way I have now) if I could imitate the entry by choosing one pair with at least 90 % probability?
those who came up with the logic, try not to give the orderSend command for 4 pairs, but record this entry according to all the rules in a text file, and analyze it, you will always have 1 pair with a higher probability,
choose an avant-garde pair out of the 8 synthetics generated, and go in on it...
but here comes the next problem, entering.... every pip counts,
as we already know it's impossible in mt4 and they confirm it in their rules
let's look at examples
where in the comments is the following:
3.40 is the spread gap found by synthetics
RH - market execution
1.29612- Ask at the time of the request from the Market Info,
it was on Ask that the command to open the order was sent and it also got in the comment of this order,
1.29645 -1.29612 = 33 pips.
33 is the slippage in a quiet market, in a demo account
here is an example of a real one:
(this is from a real account, login and password are in my branch)
what do we see here?
94,82300 - 94,751 = 0,072 this is slippage out of 220 pips, which I had to take. time before the news, keep in mind that there is an exit, there is also slippage, at closing it probably makes sense to display in a separate log and analyze
it is a minus only because the brokerage company reacted to the slippage
the second example from a real account, news ...
95.88500 - 96.253 = -0.368 368 pips worse for "Client", although the wording on the website of any brokerage company, says, at the best price for the client, (you can only imagine what is the worst)
12.3 is 1230 pips of expected profit.
RH type market
If the Classic account has the Slip parameter that limits slippage, it does not exist in ECS, and I, as a concerned person, have no possibility to use MT4 tools to limit myself from knowingly losing orders
If you put a limit order behind the market it may trigger an opening if you don't delete it in time, but i get a "tails" and "eagle" principle here
If you do not remove it in time, it may of course work, but here we already have the "heads" principle.i did not read all of the posts, but the first 20 pages i did not see even a statement on the account, only excerpts from the account, (so as not to be judged, i took my excerpts from a real account, access to which is in my branch) maybe even no place to discuss the strategy on the example of topiary try)
i can't avoid it, because i see the difference between the two. from all the aforementioned, my opinion is unambiguous, any strategy (take for example MA or MACD , coming in any terminal from any brokerage company, it will always be profitable if you have the leverage at least 1:1:
1.a leverage of not more than 1:1,
2. the Bid on the chart will be 100% confirmed by liquidity for any volume, rather than being just a pretty picture
3.Well, most importantly, that all absolutely all the DCs on the Russian market (for starters) would have the status, not an offshore company that would be arbitration courts, not those that they try to "sell" us on the resources, and the present, which members will not know such vices as emotions, and will not be prejudiced against the community of traders, but only facts!
4. DC is responsible to the law, for the liquidity announced on the main page of its website
Good afternoon, I see the discussion has spilled over here,
That's right.
If the result is that the client is screwed, then "This is normal, and the server is set up to skip such requests, even if they are not at current prices".
If the client is in profit, then "Your strategy has long been described on the internal metaquotes forums (working at old prices), and characterised as dishonest by them".
..The analysis goes on 8 pairs. and 4 input, but note that with different volumes, if you simulate the further course of events, in any scenario, will be a plus, or 1 tool with a larger volume, or the rest but a smaller,
You do not understand the strategy described in this thread. Try to build a synthetic instrument with the lot ratios you specified at the time of the trades. You will see a stationary channel, working from the boundaries of which you can make a profit. It's not a fact that from the set of pairs - only one went to the profit. Not so rare that not less than 3 instruments turned out to be in the profit. Here's an example from the statement (lots are commensurable, and there are moments when losses on a pair with a smaller lot).
As for the above, my opinion is the following: any strategy (take for example MA or MACD that comes together with any terminal at any brokerage company) will always be profitable if
1.a leverage of not more than 1:1,
2. the Bid on the chart will be 100% confirmed by liquidity for any volume, rather than being just a pretty picture
3.Well, most importantly, that all absolutely all the DCs on the Russian market (for starters) would have the status, not an offshore company that has been arbitration courts, not those that they try to "sell" us on the resources, but this one, which members will not know such vices as emotions, and will not be biased against the community of traders, but only facts!
4. DC is responsible to the law, for the liquidity that is announced on the main page of the site
I don't understand, how the profitability of the system depends on: reducing the leverage, the status of the brokerage company, the liquidity at Bid ?
You do not fully understand the strategy described in this thread. Try to build a synetic instrument with the specified lot ratios at the time of the trades. You will see a stationary channel, working from the boundaries of which you can make a profit. It's not a fact that from the set of pairs - only one went to the profit. Not so rare that not less than 3 instruments turned out to be in the profit. Here is an example from the statement (and the lots are commensurable, and there are moments when the loss on a pair with a smaller lot).
I don't understand how the profitability of the system depends on: leverage reduction, BC status, liquidity at Bid?
maybe, no argument, but this topic has pushed me to another pattern, and then, we are entitled to be wrong)))))
Dima has figured it out and built a fixed channel, I didn't get it)
Download and figure out Recycle2.
Download and sort out Recycle2.
Is there a link?
Do you have a link?