High-frequency scalping, solutions to entry and exit problems

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Good afternoon forum users, engaged in high-frequency scalping in the accounts of Classic and ECN, have encountered some problems, the ECN accounts are more interesting, so the discussion will be held on this type of account, the first problem arose with a slip, but it was solved with your help, (there was a separate thread) but will proceed to the questions 1. market exit, how to achieve exit at the desired price? 2. the problem with hardware, here I do not understand, I have two Core Duo terminals that the CPU load 100%
 
By the example of RVD, with order types the following is said: 3 types: 1. market - entry guaranteed not price guaranteed 2. stop - when the price reaches the order, the order turns into a market one 3. pending - price guaranteed not entry guaranteed Stop and limit orders can be placed within the spread (say for buy, buy_limit can be placed by Ask) in general I have solved this problem, market entry according to my choice in the settings.(although the question how to change the slip has not been solved yet, how to limit the price delta for market entry is also not clear) for pending orders I added a delta parameter, but that does not solve the problem, because say, when the signal comes I need to buy, I put two types of orders, buy_stop at Ask price, and buy_limit at Ask price, +Delta,As a rule, a stop order generates an error and is not opened; if it is opened, it is deleted by the dealer; a limit order is placed, but often fails to open and is deleted; if the order nevertheless becomes a market order and works as planned, then there is a problem with exiting the market; so far, the function of closing the order by market is used, i.e.i.e. when the closing signal comes in, the orderClose function works, I also see in the comments the price at which I sent the closing command, but the closing occurs at a price that is often not the one I requested. the realization of this idea is technically possible here is the gist of the question, we need to understand what of: Stop Loss or Take Profit, guarantee the price, and if possible execute
 
FX-8350 or i7-3770K, these are new processors but the price is very high, advise the best combination of price and quality, because I am a total ignoramus in this
 
and a demo account with rvd 15190 invest password 7vjqsqz on this account I am testing the system, although the work is beautiful but not yet stable, so I warn you, copying trades is dangerous)))))
 
ex_kalibur:
The essence of the question is to understand which of the following: Stop Loss or Take Profit, which guarantees the price, and if possible, the execution.
Take Profit.
 
So it turns out that when a signal to close is received, you need to select an order and modify the TP, to set a new value that equals the current Bid?
 
and this is a real account, the money left 50 quid, but something happened to my account, as it is clear that the dealer had cheated, because trades were no longer executed and there were minuses.
 
ex_kalibur:
For me it is difficult to use straightforward order, because I do not know what to do with it, I just do not know what to do with it, I just do not know how to solve it, when I try to use scalping, because I already have one, so I´m afraid I´m going to use it as a base, if you´ll understand it.


1 problem says about the difficulty as well with the input, do not lie. Input is not much different from output.

2. Do a Slippage(100) in the EA loop for starters. As I understand it, it's looped? With dozens of calculations in a loop, the hardware doesn't really affect it, unless you have a total wreck.

Actually, I was doing some research on market orders and Limits. It makes no difference on a calm market. When the market is not calm, I get more or less the same bad prices when the Limit orders are rejected (it happens when the price Ask went up by a pip at the moment of setting Buy Limit (the Limit order hangs and I have to delete it and set a new one at a worse price) and if the price went down, we get an error because the Limit order has gone too far down and there is no error.If we have a slippage in the market order (sometimes the price slippage is positive) and also if the market order is slippery, then we get an error, because we have exceeded the spread (although the price has improved for us).

If a market order always with 0 or negative slippage, you should MUST change brokerage company. Do not even think!

 
What is there to lie about, what I have wanted is not and cannot be implemented because at the price that I declare it must have the volume and according to the rules orders with bigger volume are implemented first, and then all the rest, of course I do not get a small volume and 90 percent of limiters that are set are removed by me if they are not implemented, but if I am lucky and the price of the order is what is needed
 
I read in the order execution regulations in rwd that takeprofit is not guaranteed either, there is a whole example, if you are interested you can look it up, the essence of it is that when a bid reaches the take level, the order can close completely only if the counter demand at this price and volume is available, if there is no necessary volume, then there is a partial closing of the order, and placing a new order, and at the following crossing level Bid order is closed, but if the price has left, the trader incurs losses, here is such a situation
 
Newly opened order #983 **** will remain open until the closing price of 1.04730 is reached. If the price goes in the opposite direction and the closing price cannot be reached, the client will incur losses." Similarly, pending limit orders (Buy Limit and Sell Limit) are opened. here is an extract from the regulations. who has any thoughts? how do you see if a stop loss is set at the desired price?
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