High-frequency scalping, solutions to entry and exit problems - page 13

 
ex_kalibur:

Here's the real state, something we don't see on monitoring

the last two orders were closed on Take Profit, no liquidity, order reopened and did not cross the desired level again, - "trader taking a loss" in the commentary unfortunately no entry price, who can explain what to do
?))))

I don't really understand why you set SL=TP for the last two orders to negative ?

Who set it so? Did it happen after re-opening and what was the original TP ?

 
I'm off for the day... I recommend just trying their demo (for 14 days)... The execution on the real is exactly the same... and the tick history is the same... Have a good weekend
 
this is a feature of the exit from the market))))
 
Cool slip on the pound((( by 76pts on the 4th sign... sad about the execution...
 
this is what i am talking about and i understand there are no solutions for this problem, in my case the limiter did not open at this level attempting to open an order at 74p.... i have already lost 3 accounts with one order at one price.
 
ex_kalibur:


What does arbitrage mean to you?

Let's say if we mathematically multiply it, divide it, reduce it.and reduce to a denominator we get the total spread from 8 pairs, say 120 pips, in the ideal situation it is our loss when orders are closed, but if we abstract and find the lag of some synthetic pairs, analyse it and enter at the most profitable real pair, just at 1 level and close at 120 pips in the positive direction (our total spread), fixing a profit, will this strategy also be arbitrage?

Excuse me, but I really don't understand what arbitrage is....


i meant........ let's say there are 3 charts eur/usd, eur/gbp, gbp/usd.

EUR/USD = EUR/GBP * GBP/USD but in reality it is NOT EQUAL and there is an arbitrage difference, you could say a spread that supposedly can be played. And there is a difference of several spreads between the quotes of different DCs on the eSn sometimes... But it is quickly neutralized by .... - maybe by very fast superfrequencies, maybe the CA themselves)), and no ordinary trader can enter at the posted price.

 
))))))
 

Well... remember the grail. I'm out, after all. Nikolai, why didn't you stop the owls... ? You could see that you went down the drain on the real one. And for the remaining 30 quid you could have gotten drunk at the bar and punched someone in the face in anger.

I just started my first real account yesterday and I'm worried about every penny. It makes me want to get my hands in. I already lost 10 quid. I feel sorry.( But everything is traded according to the system and slippage suits me fine.

 

Hi!

I've been doing arbitrage for a long time... But not exactly the one DYN writes about.

There is a source of quotes, fast and accurate enough. A lot of brokers take quotes from them.

The script simply compares the current price at the source and in MT4 terminal. At a certain level of divergence it enters a trade.

The different quotes from brokers because the settings of each pair are different for each broker. This is how the admin will do it.

They cannot be the same. I.e. everyone has their own 'smoothing' of quotes.

The broker you selected is not exactly the right one for high-frequency trading.


I'll advise brokers and tell you the secrets - how brokers ban us, jack up prices...















I'll help you





partly get away from them, at least at the initial stage.


 
nnc2000:

Hi!

I've been in arbitrage for a long time... But not exactly the one DYN writes about.

There is a source of quotes, fast and accurate enough. A lot of brokers take quotes from them.

The script simply compares the current price at the source and in MT4 terminal. At a certain level of divergence it enters a trade.

The different quotes from brokers because the settings of each pair are different for each broker. This is how the admin will do it.

They cannot be the same. That is, they all have their own "smoothing" of quotations.

The broker you selected is not exactly the right one for high-frequency trading.

In order not to advertise here, write to the personal questions - advise brokers and tell you the secrets - how we get banned brokers, jacking prices ...

I'll help

partly get away from them, at least at the initial stage.



This is indeed arbitrage.
Reason: